EX-4.1 3 d569152ex4_1.htm POOLING AND SERVICING AGREEMENT Unassociated Document
CITIGROUP MORTGAGE LOAN TRUST INC.
Depositor
 

WELLS FARGO BANK, N.A.
Servicer

 
CITIBANK, N.A.
Trust Administrator
 
and
 
U.S. BANK NATIONAL ASSOCIATION
Trustee
 
_________________________________________

POOLING AND SERVICING AGREEMENT
Dated as of September 1, 2006
 
_________________________________________
 
Asset-Backed Pass-Through Certificates
 
Series 2006-NC2






TABLE OF CONTENTS
 
Section

ARTICLE I
   
DEFINITIONS
 
SECTION 1.01
Defined Terms.
SECTION 1.02
Allocation of Certain Interest Shortfalls.
   
ARTICLE II
   
CONVEYANCE OF MORTGAGE LOANS; ORIGINAL ISSUANCE OF CERTIFICATES
 
SECTION 2.01
Conveyance of Mortgage Loans.
SECTION 2.02
Acceptance of the Trust Fund by the Trustee.
SECTION 2.03
Repurchase or Substitution of Mortgage Loans by the Sponsor or the Depositor.
SECTION 2.04
[Reserved].
SECTION 2.05
Representations, Warranties and Covenants of the Servicer.
SECTION 2.06
Issuance of the Certificates.
SECTION 2.07
Conveyance of the REMIC Regular Interests; Acceptance of the Trust REMICs by the Trustee.
   
ARTICLE III
   
ADMINISTRATION AND SERVICING OF THE MORTGAGE LOANS
 
SECTION 3.01
Servicer to Act as Servicer.
SECTION 3.02
Sub-Servicing Agreements Between the Servicer and Sub-Servicers.
SECTION 3.03
Successor Sub-Servicers.
SECTION 3.04
Liability of the Servicer.
SECTION 3.05
No Contractual Relationship Between Sub-Servicers and Trustee, Trust Administrator or Certificateholders.
SECTION 3.06
Assumption or Termination of Sub-Servicing Agreements by Trust Administrator.
SECTION 3.07
Collection of Certain Mortgage Loan Payments.
SECTION 3.08
Sub-Servicing Accounts.
SECTION 3.09
Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
SECTION 3.10
Collection Account and Distribution Account.
SECTION 3.11
Withdrawals from the Collection Account and Distribution Account.
SECTION 3.12
Investment of Funds in the Collection Account and the Distribution Account.
SECTION 3.13
[Reserved].
SECTION 3.14
Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.
SECTION 3.15
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
SECTION 3.16
Realization Upon Defaulted Mortgage Loans.
SECTION 3.17
Trustee to Cooperate; Release of Mortgage Files.
SECTION 3.18
Servicing Compensation.
SECTION 3.19
Reports to the Trust Administrator; Collection Account Statements.
SECTION 3.20
Statement as to Compliance.
SECTION 3.21
Assessments of Compliance and Attestation Reports.
SECTION 3.22
Access to Certain Documentation.
SECTION 3.23
Title, Management and Disposition of REO Property.
SECTION 3.24
Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
SECTION 3.25
Obligations of the Servicer in Respect of Monthly Payments.
SECTION 3.26
Advance Facility.
SECTION 3.27
Transfer of Servicing for Certain Mortgage Loans.
   
ARTICLE IV
   
PAYMENTS TO CERTIFICATEHOLDERS
 
SECTION 4.01
Distributions.
SECTION 4.02
Statements to Certificateholders.
SECTION 4.03
Remittance Reports; P&I Advances.
SECTION 4.04
Allocation of Extraordinary Trust Fund Expenses and Realized Losses.
SECTION 4.05
Compliance with Withholding Requirements.
SECTION 4.06
Net WAC Rate Carryover Reserve Account.
SECTION 4.07
Commission Reporting.
SECTION 4.08
Cap Account
SECTION 4.09
Swap Account.
SECTION 4.10
Tax Treatment of Swap Payments and Swap Termination Payments.
   
ARTICLE V
   
THE CERTIFICATES
 
SECTION 5.01
The Certificates.
SECTION 5.02
Registration of Transfer and Exchange of Certificates.
SECTION 5.03
Mutilated, Destroyed, Lost or Stolen Certificates.
SECTION 5.04
Persons Deemed Owners.
SECTION 5.05
Certain Available Information.
   
ARTICLE VI
   
THE DEPOSITOR AND THE SERVICER
 
SECTION 6.01
Liability of the Depositor and the Servicer.
SECTION 6.02
Merger or Consolidation of the Depositor or the Servicer.
SECTION 6.03
Limitation on Liability of the Depositor, the Servicer and Others.
SECTION 6.04
Limitation on Resignation of the Servicer.
SECTION 6.05
Rights of the Depositor in Respect of the Servicer.
SECTION 6.06
Duties of the Credit Risk Manager.
SECTION 6.07
Limitation Upon Liability of the Credit Risk Manager.
SECTION 6.08
Removal of the Credit Risk Manager.
   
ARTICLE VII
   
DEFAULT
 
SECTION 7.01
Servicer Events of Default.
SECTION 7.02
Trust Administrator or Trustee to Act; Appointment of Successor.
SECTION 7.03
Notification to Certificateholders.
SECTION 7.04
Waiver of Servicer Events of Default.
   
ARTICLE VIII
   
CONCERNING THE TRUSTEE AND THE TRUST ADMINISTRATOR
 
SECTION 8.01
Duties of Trustee and Trust Administrator.
SECTION 8.02
Certain Matters Affecting the Trustee and the Trust Administrator.
SECTION 8.03
Neither the Trustee nor Trust Administrator Liable for Certificates or Mortgage Loans.
SECTION 8.04
Trustee and Trust Administrator May Own Certificates.
SECTION 8.05
Trustee’s, Trust Administrator’s and Custodians’ Fees and Expenses.
SECTION 8.06
Eligibility Requirements for Trustee and Trust Administrator.
SECTION 8.07
Resignation and Removal of the Trustee and the Trust Administrator.
SECTION 8.08
Successor Trustee or Trust Administrator.
SECTION 8.09
Merger or Consolidation of Trustee or Trust Administrator.
SECTION 8.10
Appointment of Co-Trustee or Separate Trustee.
SECTION 8.11
[Reserved].
SECTION 8.12
Appointment of Office or Agency.
SECTION 8.13
Representations and Warranties.
SECTION 8.14
[Reserved].
SECTION 8.15
No Trustee or Trust Administrator Liability for Actions or Inactions of Custodians.
   
ARTICLE IX
   
TERMINATION
 
SECTION 9.01
Termination Upon Repurchase or Liquidation of the Mortgage Loans.
SECTION 9.02
Additional Termination Requirements.
   
ARTICLE X
   
REMIC PROVISIONS
 
SECTION 10.01
REMIC Administration.
SECTION 10.02
Prohibited Transactions and Activities.
SECTION 10.03
Servicer, Trustee and Trust Administrator Indemnification.
   
ARTICLE XI
   
MISCELLANEOUS PROVISIONS
 
SECTION 11.01
Amendment.
SECTION 11.02
Recordation of Agreement; Counterparts.
SECTION 11.03
Limitation on Rights of Certificateholders.
SECTION 11.04
Governing Law.
SECTION 11.05
Notices.
SECTION 11.06
Severability of Provisions.
SECTION 11.07
Notice to Rating Agencies.
SECTION 11.08
Article and Section References.
SECTION 11.09
Grant of Security Interest.
SECTION 11.10
Third Party Rights.
SECTION 11.11
Intention of the Parties and Interpretation.




Exhibits

Exhibit A-1
Form of Class A-1 Certificate
Exhibit A-2
Form of Class A-2A Certificate
Exhibit A-3
Form of Class A-2B Certificate
Exhibit A-4
Form of Class A-2C Certificate
Exhibit A-5
Form of Class M-1 Certificate
Exhibit A-6
Form of Class M-2 Certificate
Exhibit A-7
Form of Class M-3 Certificate
Exhibit A-8
Form of Class M-4 Certificate
Exhibit A-9
Form of Class M-5 Certificate
Exhibit A-10
Form of Class M-6 Certificate
Exhibit A-11
Form of Class M-7 Certificate
Exhibit A-12
Form of Class M-8 Certificate
Exhibit A-13
Form of Class M-9 Certificate
Exhibit A-14
Form of Class M-10 Certificate
Exhibit A-15
Form of Class M-11 Certificate
Exhibit A-16
Form of Class CE Certificate
Exhibit A-17
Form of Class P Certificate
Exhibit A-18
Form of Class R Certificate
Exhibit A-19
Form of Class R-X Certificate
Exhibit B
Form 10-D, Form 8-K and Form 10-K Reporting Responsibility
Exhibit C
Servicing Criteria to Be Addressed in Assessment of Compliance
Exhibit D
Form of Assignment Agreement
Exhibit E
Request for Release
Exhibit F-1
Form of Transferor Representation Letter and Form of Transferee Representation Letter in Connection with Transfer of the Private Certificates Pursuant to Rule 144A Under the 1933 Act
Exhibit F-2
Form of Transfer Affidavit and Agreement and Form of Transferor Affidavit in Connection with Transfer of Residual Certificates
Exhibit G
Form of Certification with respect to ERISA and the Code
Exhibit H-1
Form of Certification to be provided by the Depositor with Form 10-K
Exhibit H-2
Form of Certification to be provided to the Depositor by the Trust Administrator
Exhibit H-3
Form of Certification to be provided to the Depositor by the Servicer
Exhibit I
Form of Cap Contract
Exhibit J
Form of Cap Administration Agreement
Exhibit K
Form of Interest Rate Swap Agreement
   
Schedule 1
Mortgage Loan Schedule
Schedule 2
Prepayment Charge Schedule
 




This Pooling and Servicing Agreement, is dated and effective as of September 1, 2006, among CITIGROUP MORTGAGE LOAN TRUST INC., as Depositor, WELLS FARGO BANK, N.A., as Servicer, CITIBANK, N.A., as Trust Administrator, and U.S. BANK NATIONAL ASSOCIATION, as Trustee.
 
PRELIMINARY STATEMENT:
 
The Depositor intends to sell pass-through certificates to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in each REMIC (as defined herein) created hereunder. The Trust Fund will consist of a segregated pool of assets comprised of the Mortgage Loans and certain other related assets subject to this Agreement.
 



REMIC I

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

Designation
REMIC I
Remittance Rate
 
Initial
Uncertificated Balance
Latest Possible
Maturity Date(1)
I
(2)
$
119,671,435.53
September 25, 2036
I-1-A
(2)
$
2,422,352.35
September 25, 2036
I-1-B
(2)
$
2,422,352.35
September 25, 2036
I-2-A
(2)
$
2,266,802.36
September 25, 2036
I-2-B
(2)
$
2,266,802.36
September 25, 2036
I-3-A
(2)
$
2,119,920.06
September 25, 2036
I-3-B
(2)
$
2,119,920.06
September 25, 2036
I-4-A
(2)
$
2,037,995.90
September 25, 2036
I-4-B
(2)
$
2,037,995.90
September 25, 2036
I-5-A
(2)
$
1,853,605.01
September 25, 2036
I-5-B
(2)
$
1,853,605.01
September 25, 2036
I-6-A
(2)
$
1,345,647.32
September 25, 2036
I-6-B
(2)
$
1,345,647.32
September 25, 2036
I-7-A
(2)
$
1,284,686.22
September 25, 2036
I-7-B
(2)
$
1,284,686.22
September 25, 2036
I-8-A
(2)
$
1,226,816.21
September 25, 2036
I-8-B
(2)
$
1,226,816.21
September 25, 2036
I-9-A
(2)
$
1,171,858.52
September 25, 2036
I-9-B
(2)
$
1,171,858.52
September 25, 2036
I-10-A
(2)
$
1,119,653.93
September 25, 2036
I-10-B
(2)
$
1,119,653.93
September 25, 2036
I-11-A
(2)
$
1,069,739.98
September 25, 2036
I-11-B
(2)
$
1,069,739.98
September 25, 2036
I-12-A
(2)
$
1,022,373.05
September 25, 2036
I-12-B
(2)
$
1,022,373.05
September 25, 2036
I-13-A
(2)
$
495,685.62
September 25, 2036
I-13-B
(2)
$
495,685.62
September 25, 2036
I-14-A
(2)
$
709,661.71
September 25, 2036
I-14-B
(2)
$
709,661.71
September 25, 2036
I-15-A
(2)
$
684,262.07
September 25, 2036
I-15-B
(2)
$
684,262.07
September 25, 2036
I-16-A
(2)
$
659,773.18
September 25, 2036
I-16-B
(2)
$
659,773.18
September 25, 2036
I-17-A
(2)
$
636,242.26
September 25, 2036
I-17-B
(2)
$
636,242.26
September 25, 2036
I-18-A
(2)
$
613,555.85
September 25, 2036
I-18-B
(2)
$
613,555.85
September 25, 2036
I-19-A
(2)
$
591,683.03
September 25, 2036
I-19-B
(2)
$
591,683.03
September 25, 2036
I-20-A
(2)
$
570,594.79
September 25, 2036
I-20-B
(2)
$
570,594.79
September 25, 2036
I-21-A
(2)
$
550,251.95
September 25, 2036
I-21-B
(2)
$
550,251.95
September 25, 2036
I-22-A
(2)
$
530,629.15
September 25, 2036
I-22-B
(2)
$
530,629.15
September 25, 2036
I-23-A
(2)
$
511,732.11
September 25, 2036
I-23-B
(2)
$
511,732.11
September 25, 2036
I-24-A
(2)
$
493,512.28
September 25, 2036
I-24-B
(2)
$
493,512.28
September 25, 2036
I-25-A
(2)
$
475,945.21
September 25, 2036
I-25-B
(2)
$
475,945.21
September 25, 2036
I-26-A
(2)
$
459,007.20
September 25, 2036
I-26-B
(2)
$
459,007.20
September 25, 2036
I-27-A
(2)
$
442,672.16
September 25, 2036
I-27-B
(2)
$
442,672.16
September 25, 2036
I-28-A
(2)
$
426,917.51
September 25, 2036
I-28-B
(2)
$
426,917.51
September 25, 2036
I-29-A
(2)
$
411,735.92
September 25, 2036
I-29-B
(2)
$
411,735.92
September 25, 2036
I-30-A
(2)
$
397,131.02
September 25, 2036
I-30-B
(2)
$
397,131.02
September 25, 2036
I-31-A
(2)
$
383,061.21
September 25, 2036
I-31-B
(2)
$
383,061.21
September 25, 2036
I-32-A
(2)
$
369,595.04
September 25, 2036
I-32-B
(2)
$
369,595.04
September 25, 2036
I-33-A
(2)
$
356,750.90
September 25, 2036
I-33-B
(2)
$
356,750.90
September 25, 2036
I-34-A
(2)
$
344,417.75
September 25, 2036
I-34-B
(2)
$
344,417.75
September 25, 2036
I-35-A
(2)
$
9,386,893.07
September 25, 2036
I-35-B
(2)
$
9,386,893.07
September 25, 2036
II
(2)
$
450,863,532.24
September 25, 2036
II-1-A
(2)
$
9,126,240.78
September 25, 2036
II-1-B
(2)
$
9,126,240.78
September 25, 2036
II-2-A
(2)
$
8,540,204.39
September 25, 2036
II-2-B
(2)
$
8,540,204.39
September 25, 2036
II-3-A
(2)
$
7,986,823.61
September 25, 2036
II-3-B
(2)
$
7,986,823.61
September 25, 2036
II-4-A
(2)
$
7,678,173.37
September 25, 2036
II-4-B
(2)
$
7,678,173.37
September 25, 2036
II-5-A
(2)
$
6,983,478.56
September 25, 2036
II-5-B
(2)
$
6,983,478.56
September 25, 2036
II-6-A
(2)
$
5,069,742.01
September 25, 2036
II-6-B
(2)
$
5,069,742.01
September 25, 2036
II-7-A
(2)
$
4,840,070.34
September 25, 2036
II-7-B
(2)
$
4,840,070.34
September 25, 2036
II-8-A
(2)
$
4,622,044.39
September 25, 2036
II-8-B
(2)
$
4,622,044.39
September 25, 2036
II-9-A
(2)
$
4,414,990.68
September 25, 2036
II-9-B
(2)
$
4,414,990.68
September 25, 2036
II-10-A
(2)
$
4,218,309.27
September 25, 2036
II-10-B
(2)
$
4,218,309.27
September 25, 2036
II-11-A
(2)
$
4,030,257.89
September 25, 2036
II-11-B
(2)
$
4,030,257.89
September 25, 2036
II-12-A
(2)
$
3,851,802.42
September 25, 2036
II-12-B
(2)
$
3,851,802.42
September 25, 2036
II-13-A
(2)
$
1,867,501.36
September 25, 2036
II-13-B
(2)
$
1,867,501.36
September 25, 2036
II-14-A
(2)
$
2,673,658.77
September 25, 2036
II-14-B
(2)
$
2,673,658.77
September 25, 2036
II-15-A
(2)
$
2,577,965.35
September 25, 2036
II-15-B
(2)
$
2,577,965.35
September 25, 2036
II-16-A
(2)
$
2,485,703.17
September 25, 2036
II-16-B
(2)
$
2,485,703.17
September 25, 2036
II-17-A
(2)
$
2,397,050.16
September 25, 2036
II-17-B
(2)
$
2,397,050.16
September 25, 2036
II-18-A
(2)
$
2,311,578.85
September 25, 2036
II-18-B
(2)
$
2,311,578.85
September 25, 2036
II-19-A
(2)
$
2,229,172.75
September 25, 2036
II-19-B
(2)
$
2,229,172.75
September 25, 2036
II-20-A
(2)
$
2,149,722.56
September 25, 2036
II-20-B
(2)
$
2,149,722.56
September 25, 2036
II-21-A
(2)
$
2,073,080.65
September 25, 2036
II-21-B
(2)
$
2,073,080.65
September 25, 2036
II-22-A
(2)
$
1,999,151.54
September 25, 2036
II-22-B
(2)
$
1,999,151.54
September 25, 2036
II-23-A
(2)
$
1,927,956.70
September 25, 2036
II-23-B
(2)
$
1,927,956.70
September 25, 2036
II-24-A
(2)
$
1,859,313.29
September 25, 2036
II-24-B
(2)
$
1,859,313.29
September 25, 2036
II-25-A
(2)
$
1,793,129.14
September 25, 2036
II-25-B
(2)
$
1,793,129.14
September 25, 2036
II-26-A
(2)
$
1,729,315.01
September 25, 2036
II-26-B
(2)
$
1,729,315.01
September 25, 2036
II-27-A
(2)
$
1,667,772.52
September 25, 2036
II-27-B
(2)
$
1,667,772.52
September 25, 2036
II-28-A
(2)
$
1,608,416.70
September 25, 2036
II-28-B
(2)
$
1,608,416.70
September 25, 2036
II-29-A
(2)
$
1,551,219.87
September 25, 2036
II-29-B
(2)
$
1,551,219.87
September 25, 2036
II-30-A
(2)
$
1,496,195.74
September 25, 2036
II-30-B
(2)
$
1,496,195.74
September 25, 2036
II-31-A
(2)
$
1,443,187.59
September 25, 2036
II-31-B
(2)
$
1,443,187.59
September 25, 2036
II-32-A
(2)
$
1,392,453.63
September 25, 2036
II-32-B
(2)
$
1,392,453.63
September 25, 2036
II-33-A
(2)
$
1,344,063.17
September 25, 2036
II-33-B
(2)
$
1,344,063.17
September 25, 2036
II-34-A
(2)
$
1,297,597.90
September 25, 2036
II-34-B
(2)
$
1,297,597.90
September 25, 2036
II-35-A
(2)
$
35,365,229.37
September 25, 2036
II-35-B
(2)
$
35,365,229.37
September 25, 2036
 
_______________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “REMIC I Remittance Rate” herein.




REMIC II

As provided herein, the Trust Administrator 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 under federal income tax law. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for 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)
LTAA
(2)
$
463,846,905.92
September 25, 2036
LTA1
(2)
$
772,885.00
September 25, 2036
LTA2A
(2)
$
1,408,745.00
September 25, 2036
LTA2B
(2)
$
1,411,780.00
September 25, 2036
LTA2C
(2)
$
91,330.00
September 25, 2036
LTM1
(2)
$
196,425.00
September 25, 2036
LTM2
(2)
$
220,090.00
September 25, 2036
LTM3
(2)
$
70,995.00
September 25, 2036
LTM4
(2)
$
80,465.00
September 25, 2036
LTM5
(2)
$
82,830.00
September 25, 2036
LTM6
(2)
$
54,430.00
September 25, 2036
LTM7
(2)
$
49,700.00
September 25, 2036
LTM8
(2)
$
42,600.00
September 25, 2036
LTM9
(2)
$
59,165.00
September 25, 2036
LTM10
(2)
$
68,630.00
September 25, 2036
LTM11
(2)
$
54,430.00
September 25, 2036
LTZZ
(2)
$
4,801,763.39
September 25, 2036
LTIO
(2)
 
(3)
September 25, 2036
LTP
(4)
$
100.00
September 25, 2036
LT1SUB
(2)
$
4,398.07
September 25, 2036
LT1GRP
(2)
$
19,855.78
September 25, 2036
LT2SUB
(2)
$
16,569.77
September 25, 2036
LT2GRP
(2)
$
74,806.87
September 25, 2036
LTXX
(2)
$
473,197,538.83
September 25, 2036
_______________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “REMIC II Remittance Rate” herein.
(3) REMIC II Regular Interest LTIO will not have an Uncertificated Balance, but will accrue interest on its Uncertificated Notional Amount.
(4) REMIC II Regular Interest LTP will also be entitled to 100% of the Prepayment Charges.



REMIC III

As provided herein, the Trust Administrator 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 under federal income tax law. The following table irrevocably sets forth the designation, the Pass-Through Rate, the initial aggregate Certificate Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for the indicated Classes of Certificates, the Class CE Interest, the Class IO Interest and the Class P Interest, which are uncertificated.
 
Designation
Pass-Through Rate
 
Initial Aggregate Certificate Principal Balance
Latest Possible
Maturity Date(1)
Class A-1
Variable(2)
$
154,577,000.00
September 25, 2036
Class A-2A
Variable(2)
$
281,749,000.00
September 25, 2036
Class A-2B
Variable(2)
$
282,356,000.00
September 25, 2036
Class A-2C
Variable(2)
$
18,266,000.00
September 25, 2036
Class M-1
Variable(2)
$
39,285,000.00
September 25, 2036
Class M-2
Variable(2)
$
44,018,000.00
September 25, 2036
Class M-3
Variable(2)
$
14,199,000.00
September 25, 2036
Class M-4
Variable(2)
$
16,093,000.00
September 25, 2036
Class M-5
Variable(2)
$
16,566,000.00
September 25, 2036
Class M-6
Variable(2)
$
10,886,000.00
September 25, 2036
Class M-7
Variable(2)
$
9,940,000.00
September 25, 2036
Class M-8
Variable(2)
$
8,520,000.00
September 25, 2036
Class M-9
Variable(2)
$
11,833,000.00
September 25, 2036
Class M-10
Variable(2)
$
13,726,000.00
September 25, 2036
Class M-11
Variable(2)
$
10,886,000.00
September 25, 2036
Class CE Interest
Variable(3)
$
13,726,438.62
September 25, 2036
Class P Interest
(4)
$
100.00
September 25, 2036
Class IO Interest
(5)
 
(5)
September 25, 2036
_______________
(1)    For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2)   Calculated in accordance with the definition of “Pass-Through Rate” herein.
(3)   The Class CE Interest will accrue interest at their variable Pass-Through Rate on the Notional Amount of the Class CE Interest outstanding from time to time which shall equal the aggregate Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest LTP). The Class CE Interest will not accrue interest on their Certificate Principal Balance.
(4)   The Class P Interest will not accrue interest, but will be entitled to 100% of the Prepayment Charges.
(5)    The Class IO Interest will not have a Pass-Through Rate or a Certificate Principal Balance, but will be entitled to 100% of the amounts distributed on REMIC II Regular Interest LTIO.




REMIC IV

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

Designation
Pass-Through Rate
 
Initial Aggregate Certificate Principal Balance
Latest Possible
Maturity Date(1)
Class CE Certificates
Variable(2)
 $
13,726,438.62
September 25, 2036
_______________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) The Class CE Certificates will receive 100% of amounts received in respect of the Class CE Interest.



REMIC V

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

Designation
Pass-Through Rate
 
Initial Aggregate Certificate Principal Balance
Latest Possible
Maturity Date(1)
Class P Certificates
Variable(2)
 $
100.00
September 25, 2036
_______________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) The Class P Certificates will receive 100% of amounts received in respect of the Class P Interest.
 



REMIC VI

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

Designation
Pass-Through Rate
 
Initial Aggregate Certificate Principal Balance
Latest Possible
Maturity Date(1)
SWAP IO
Variable(2)
 
N/A
September 25, 2036
_______________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) REMIC VI Regular Interest SWAP IO will receive 100% of amounts received in respect of the Class IO Interest.
 
As of the Cut-off Date, the Group I Mortgage Loans had an aggregate Stated Principal Balance equal to $198,557,759.33 and the Group II Mortgage Loans had an aggregate Stated Principal Balance equal to $748,068,679.29.
 
In consideration of the mutual agreements herein contained, the Depositor, the Servicer, the Trust Administrator and the Trustee agree as follows:
 




ARTICLE I
 
DEFINITIONS
 
SECTION 1.01  
Defined Terms.
 
Whenever used in this Agreement, including, without limitation, in the Preliminary Statement hereto, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article. Unless otherwise specified, all calculations described herein shall be made on the basis of a 360-day year consisting of twelve 30-day months.
 
“Adjustable-Rate Mortgage Loan”: Each of the Mortgage Loans identified on the Mortgage Loan Schedule as having a Mortgage Rate that is subject to adjustment.
 
“Adjustment Date”: With respect to each Adjustable-Rate Mortgage Loan, the first day of the month in which the Mortgage Rate of such Mortgage Loan changes pursuant to the related Mortgage Note. The first Adjustment Date following the Cut-off Date as to each Adjustable-Rate Mortgage Loan is set forth in the Mortgage Loan Schedule.
 
“Affiliate”: With respect to any specified Person, any other Person controlling or controlled by or under common control with such specified Person. For the purposes of this definition, “control” when used with respect to any specified Person means the power to direct the management and policies of such Person, directly or indirectly, whether through the ownership of voting securities, by contract or otherwise and the terms “controlling” and “controlled” have meanings correlative to the foregoing.
 
“Agreement”: This Pooling and Servicing Agreement and all amendments hereof and supplements hereto.
 
“Allocated Realized Loss Amount”: With respect to any Distribution Date and any Class of Mezzanine Certificates, (x) the sum of (i) any Realized Losses allocated to such Class of Certificates on such Distribution Date and (ii) the amount of any Allocated Realized Loss Amount for such Class of Certificates remaining unpaid from the previous Distribution Date minus (y) the amount of the increase in the Certificate Principal Balance of such Class due to the receipt of Subsequent Recoveries as provided in Section 4.01.
 
“Assignment”: An assignment of Mortgage, notice of transfer or equivalent instrument, in recordable form, which is sufficient under the laws of the jurisdiction wherein the related Mortgaged Property is located to reflect the record of sale of the Mortgage.
 
“Assignment Agreement”: The agreement among the Depositor, the Sponsor and NC Capital Corporation regarding the transfer of the Mortgage Loans by the Sponsor to or at the direction of the Depositor, substantially in the form of Exhibit D annexed hereto.
 
“Available Distribution Amount”: With respect to any Distribution Date, an amount equal to the excess of (i) the sum of (a) the aggregate of the Monthly Payments due during the Due Period relating to such Distribution Date and received by the Servicer (or by a Sub-Servicer on their behalf) on or prior to the related Determination Date, after deduction of the Servicing Fee and the Credit Risk Manager Fee for such Distribution Date, (b) Liquidation Proceeds, Insurance Proceeds, Principal Prepayments, proceeds from repurchases of and substitutions for Mortgage Loans, Subsequent Recoveries and other unscheduled payments of principal and interest in respect of the Mortgage Loans or REO Properties received by the Servicer during the related Prepayment Period, (c) the aggregate of any amounts on deposit in the Distribution Account representing Compensating Interest Payments paid by the Servicer in respect of Prepayment Interest Shortfalls relating to Principal Prepayments that occurred during the related Prepayment Period, (d) the aggregate of any P&I Advances made by the Servicer for such Distribution Date and (e) Prepayment Charges received and Servicer Prepayment Charge Payment Amounts paid in respect of Mortgage Loans with respect to which a Principal Prepayment occurred during the related Prepayment Period and any amounts received from the Sponsor as contemplated in Section 2.03(b) in respect of any Principal Prepayment that occurred during or prior to the related Prepayment Period over (ii) the sum of (a) amounts reimbursable to the Servicer, the Trustee, the Trust Administrator, the Custodian or the Swap Provider (including any New Swap Payment and Swap Termination Payment owed to the Swap Provider but excluding any Swap Termination Payment owed to the Swap Provider resulting from a Swap Provider Trigger Event) pursuant to Section 6.03 or Section 8.05 or otherwise payable in respect of Extraordinary Trust Fund Expenses, (b) amounts in respect of the items set forth in clauses (i)(a) through (i)(d) above deposited in the Collection Account or the Distribution Account in respect of the items set forth in clauses (i)(a) through (i)(d) above in error, (c) without duplication, any amounts in respect of the items set forth in clauses (i)(a) and (i)(b) permitted hereunder to be retained by the Servicer or to be withdrawn by the Servicer from the Collection Account pursuant to Section 3.18 and (d) any Net Swap Payment or Swap Termination Payment owed to the Swap Provider (other than any Swap Termination Payment owed to the Swap Provider resulting from a Swap Provider Trigger Event).
 
“Balloon Mortgage Loan”: A fixed-rate Mortgage Loan that provides for the payment of the unamortized Stated Principal Balance of such Mortgage Loan in a single payment at the maturity of such fixed-rate Mortgage Loan that is substantially greater than the preceding monthly payment.
 
“Balloon Payment”: A payment of the unamortized Stated Principal Balance of a fixed-rate Mortgage Loan in a single payment at the maturity of such fixed-rate Mortgage Loan that is substantially greater than the preceding Monthly Payment.
 
“Bankruptcy Code”: The Bankruptcy Reform Act of 1978 (Title 11 of the United States Code), as amended.
 
“Bankruptcy Loss”: With respect to any Mortgage Loan, a Realized Loss resulting from a Deficient Valuation or Debt Service Reduction.
 
“Book-Entry Certificate”: Any Certificate registered in the name of the Depository or its nominee. Initially, the Book-Entry Certificates will be the Floating Rate Certificates.
 
“Book-Entry Custodian”: The custodian appointed pursuant to Section 5.01.
 
“Business Day”: Any day other than a Saturday, a Sunday or a day on which banking or savings and loan institutions in the State of New York, the State of Texas, the State of Missouri, the State of Iowa, the State of Maryland, the State of California, the State of Arizona, or in the city in which the Corporate Trust Office of the Trustee or the Corporate Trust Office of the Trust Administrator is located, are authorized or obligated by law or executive order to be closed.
 
“Cap Account”: The account or accounts created and maintained pursuant to Section 4.08. The Cap Account must be an Eligible Account.
 
“Cap Administration Agreement”: As defined in Section 4.01.
 
“Cap Administrator”: Citibank, N.A.
 
“Cap Contract”: The cap contract between the Cap Trustee on behalf of the Cap Trust and the Cap Provider in the form attached hereto as Exhibit I.
 
“Cap Provider”: Bear Stearns Financial Products Inc.
 
“Cap Trust”: As defined in Section 4.08.
 
“Cap Trustee”: Citibank, N.A., a national banking association, not in its individual capacity but solely in its capacity as Cap Trustee, and any successor thereto.
 
“Cash-out Refinancing”: A Refinanced Mortgage Loan the proceeds of which were in excess of the principal balance of any existing first mortgage on the related Mortgaged Property and related closing costs, and were used to pay any such existing first mortgage, related closing costs and subordinate mortgages on the related Mortgaged Property.
 
“Certificate”: Any one of the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2, issued under this Agreement.
 
“Certificate Factor”: With respect to any Class of Certificates as of any Distribution Date, a fraction, expressed as a decimal carried to six places, the numerator of which is the aggregate Certificate Principal Balance (or the Notional Amount, in the case of the Class CE Certificates) of such Class of Certificates on such Distribution Date (after giving effect to any distributions of principal and allocations of Realized Losses and Extraordinary Trust Fund Expenses in reduction of the Certificate Principal Balance (or the Notional Amount, in the case of the Class CE Certificates) of such Class of Certificates to be made on such Distribution Date), and the denominator of which is the initial aggregate Certificate Principal Balance (or the Notional Amount, in the case of the Class CE Certificates) of such Class of Certificates as of the Closing Date.
 
“Certificate Margin”: With respect to the Floating Rate Certificates and for purposes of the Marker Rate and the Maximum LTZZ Uncertificated Interest Deferral Amount, the specified REMIC II Regular Interest as follows:
 
Class
REMIC II Regular Interest
Certificate Margin
   
(1)
(2)
A-1
LTA1
0.140%
0.280%
A-2A
LTA2A
0.040%
0.080%
A-2B
LTA2B
0.160%
0.320%
A-2C
LTA2C
0.240%
0.480%
M-1
LTM1
0.290%
0.435%
M-2
LTM1
0.310%
0.465%
M-3
LTM3
0.340%
0.510%
M-4
LTM4
0.390%
0.585%
M-5
LTM5
0.400%
0.600%
M-6
LTM6
0.460%
0.690%
M-7
LTM7
0.700%
1.050%
M-8
LTM8
0.800%
1.200%
M-9
LTM9
1.550%
2.325%
M-10
LTM10
2.500%
3.750%
M-11
LTM11
2.500%
3.750%
__________
(1) For each Interest Accrual Period for each Distribution Date on or prior to the Optional Termination Date.
(2) For each other Interest Accrual Period.
 
“Certificateholder” or “Holder”: The Person in whose name a Certificate is registered in the Certificate Register, except that a Disqualified Organization or a Non-United States Person shall not be a Holder of a Residual Certificate for any purposes hereof and, solely for the purposes of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be deemed not to be outstanding and the Voting Rights to which it is entitled shall not be taken into account in determining whether the requisite percentage of Voting Rights necessary to effect any such consent has been obtained, except as otherwise provided in Section 11.01. The Trustee and the Trust Administrator may conclusively rely upon a certificate of the Depositor or the Servicer in determining whether a Certificate is held by an Affiliate thereof. All references herein to “Holders” or “Certificateholders” shall reflect the rights of Certificate Owners as they may indirectly exercise such rights through the Depository and participating members thereof, except as otherwise specified herein; provided, however, that the Trustee and the Trust Administrator shall be required to recognize as a “Holder” or “Certificateholder” only the Person in whose name a Certificate is registered in the Certificate Register.
 
“Certificate Owner”: With respect to a Book-Entry Certificate, the Person who is the beneficial owner of such Certificate as reflected on the books of the Depository or on the books of a Depository Participant or on the books of an indirect participating brokerage firm for which a Depository Participant acts as agent.
 
“Certificate Principal Balance”: With respect to each Floating Rate Certificate or Class P Certificate as of any date of determination, the Certificate Principal Balance of such Certificate on the Distribution Date immediately prior to such date of determination plus any Subsequent Recoveries added to the Certificate Principal Balance of such Certificate pursuant to Section 4.01, minus all distributions allocable to principal made thereon and, in the case of the Mezzanine Certificates, Realized Losses allocated thereto on such immediately prior Distribution Date (or, in the case of any date of determination up to and including the first Distribution Date, the initial Certificate Principal Balance of such Certificate, as stated on the face thereof). With respect to the Class CE Certificates as of any date of determination, an amount equal to the Percentage Interest evidenced by such Certificate times the excess, if any, of (A) the then aggregate Uncertificated Balance of the REMIC II Regular Interests over (B) the then aggregate Certificate Principal Balance of the Floating Rate Certificates and the Class P Certificates then outstanding.
 
“Certificate Register” and “Certificate Registrar”: The register maintained pursuant to Section 5.02. Citibank, N.A. will act as Certificate Registrar, for so long as it is Trust Administrator under this Agreement.
 
“Class”: Collectively, all of the Certificates bearing the same class designation.
 
“Class A-1 Certificates”: Any one of the Class A-1 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-1 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class A-2A Certificates”: Any one of the Class A-2A Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-2 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class A-2B Certificates”: Any one of the Class A-2B Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-3 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class A-2C Certificates”: Any one of the Class A-2C Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-4 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class A Certificates”: Collectively, the Class A-1 Certificates, the Class A-2A Certificates, the Class A-2B Certificates and the Class A-2C Certificates.
 
“Class CE Certificate”: Any one of the Class CE Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-16 and evidencing (i) a Regular Interest in REMIC IV for purposes of the REMIC Provisions, (ii) the obligation to pay Net WAC Rate Carryover Amounts and Swap Termination Payments and (iii) the right to receive the Class IO Distribution Amount.
 
“Class CE Interest”: An uncertificated interest in the Trust Fund held by the Trust Administrator on behalf of the Holders of the Class CE Certificates, evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-1 Certificate”: Any one of the Class M-1 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-5 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-1 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date) and (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 64.00% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-2 Certificate”: Any one of the Class M-2 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-6 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-2 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date) and (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 73.30% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-3 Certificate”: Any one of the Class M-3 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-7 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-3 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date) and (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 76.30% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-4 Certificate”: Any one of the Class M-4 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-8 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-4 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date) and (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 79.70% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-5 Certificate”: Any one of the Class M-5 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-9 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-5 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date) and (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 83.20% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-6 Certificate”: Any one of the Class M-6 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-10 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-6 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distributions of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date) and (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 85.50% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-7 Certificate”: Any one of the Class M-7 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-11 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-7 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date) and (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 87.60% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-8 Certificate”: Any one of the Class M-8 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-12 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-8 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date) and (viii) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 89.40% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-9 Certificate”: Any one of the Class M-9 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-13 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-9 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), (ix) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-8 Principal Distribution Amount on such Distribution Date) and (x) the Certificate Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 91.90% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-10 Certificate”: Any one of the Class M-10 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-14 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-10 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), (ix) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-8 Principal Distribution Amount on such Distribution Date), (x) the Certificate Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-9 Principal Distribution Amount on such Distribution Date) and (xi) the Certificate Principal Balance of the Class M-10 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 94.80% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class M-11 Certificate”: Any one of the Class M-11 Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-15 and evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class M-11 Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Senior Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), (ix) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-8 Principal Distribution Amount on such Distribution Date), (x) the Certificate Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-9 Principal Distribution Amount on such Distribution Date), (xi) the Certificate Principal Balance of the Class M-10 Certificates immediately prior to such Distribution Date (after taking into account the distribution of the Class M-10 Principal Distribution Amount on such Distribution Date) and (xii) the Certificate Principal Balance of the Class M-11 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 97.10% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Class P Certificate”: Any one of the Class P Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-17 and evidencing a Regular Interest in REMIC V for purposes of the REMIC Provisions.
 
“Class P Interest”: An uncertificated interest in the Trust Fund held by the Trust Administrator on behalf of the Holders of the Class P Certificates, evidencing a Regular Interest in REMIC III for purposes of the REMIC Provisions.
 
“Class R Certificate”: Any one of the Class R Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-18 and evidencing the ownership of the Class R-I Interest, the Class R-II Interest and the Class R-III Interest.
 
“Class R-X Certificate”: Any one of the Class R-X Certificates executed, authenticated and delivered by the Trust Administrator, substantially in the form annexed hereto as Exhibit A-19 and evidencing the ownership of the Class R-IV Interest, the Class R-V Interest and the Class R-VI 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.
 
“Closing Date”: September 28, 2006.
 
“Code”: The Internal Revenue Code of 1986, as amended.
 
“Collection Account”: The account or accounts created and maintained by the Servicer pursuant to Section 3.10(a), which shall be entitled “Wells Fargo Bank, N.A., as servicer for U.S. Bank National Association, as Trustee, in trust for the registered holders of Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2,” and which must be an Eligible Account.
 
“Commission”: The Securities and Exchange Commission.
 
“Compensating Interest Payment”: With respect to any Distribution Date and the Mortgage Loans for which a Principal Prepayment in full or in part was received during the related Prepayment Period, an amount equal to the lesser of (A) the aggregate of the Prepayment Interest Shortfalls for the related Distribution Date and (B) the aggregate Servicing Fee received in the related Due Period.
 
“Corresponding Certificate”: With respect to each REMIC II Regular Interest, the Class of Regular Certificates listed below:
 
REMIC II Regular Interest
Class
LTA1
Class A-1
LTA2A
Class A-2A
LTA2B
Class A-2B
LTA2C
Class A-2C
LTM1
Class M-1
LTM2
Class M-2
LTM3
Class M-3
LTM4
Class M-4
LTM5
Class M-5
LTM6
Class M-6
LTM7
Class M-7
LTM8
Class M-8
LTM9
Class M-9
LTM10
Class M-10
LTM11
Class M-11
LTP
Class P
 
“Corporate Trust Office”: The principal corporate trust office of the Trustee or the Trust Administrator at which at any particular time its corporate trust business in connection with this Agreement shall be administered, which office, with respect to the Trust Administrator, at the date of the execution of this instrument is located at 388 Greenwich Street, 14th Floor, New York New York 10013, Attention: CMLTI 2006-NC2, or such other address as the Trust Administrator may designate from time to time by notice to the Certificateholders, the Depositor, the Servicer and the Trustee and, with respect to the Trustee, at the date of the execution of this instrument is located at One Federal Street, Boston, Massachusetts 02110, Attention: Structured Finance/CMLTI 2006-NC2, or such other address as the Trustee may designate from time to time by notice to the Certificateholders, the Depositor, the Servicer and the Trust Administrator.
 
“Credit Risk Manager”: Clayton Fixed Income Services Inc., formerly known as The Murrayhill Company, a Colorado corporation, and its successors and assigns.
 
“Credit Risk Management Agreement”: The agreement, dated as of the Closing Date, between the Credit Risk Manager and the Servicer, regarding the loss mitigation and advisory services to be provided by the Credit Risk Manager.
 
“Credit Risk Manager Fee”: With respect to any Distribution Date, an amount equal to the Credit Risk Manager Fee Rate accrued for one month on the aggregate Stated Principal Balance of the Mortgage Loans as of the first day of the related Due Period.
 
“Credit Risk Manager Fee Rate”: 0.015% per annum.
 
“Custodian”: A document custodian appointed by the Trustee to perform (or in the case of the related initial Custodian otherwise engaged to perform) custodial duties with respect to the Mortgage Files. The initial Custodian is Citibank West, FSB. The Custodian may be the Trustee, any Affiliate of the Trustee or an independent entity.
 
“Custodial Agreement”: An agreement pursuant to which the Custodian performs custodial duties with respect to the Mortgage Files. With respect to the related initial Custodian, the applicable agreement pursuant to which the related initial Custodian performs its custodial duties with respect to the Mortgage Files.
 
“Cut-off Date”: With respect to each Original Mortgage Loan, September 1, 2006. With respect to all Qualified Substitute Mortgage Loans, their respective dates of substitution. References herein to the “Cut-off Date,” when used with respect to more than one Mortgage Loan, shall be to the respective Cut-off Dates for such Mortgage Loans.
 
“Debt Service Reduction”: With respect to any Mortgage Loan, a reduction in the scheduled Monthly Payment for such Mortgage Loan by a court of competent jurisdiction in a proceeding under the Bankruptcy Code, except such a reduction resulting from a Deficient Valuation.
 
“Deficient Valuation”: With respect to any Mortgage Loan, a valuation of the related Mortgaged Property by a court of competent jurisdiction in an amount less than the then outstanding Stated Principal Balance of the Mortgage Loan, which valuation results from a proceeding initiated under the Bankruptcy Code.
 
“Definitive Certificates”: As defined in Section 5.01(b).
 
“Deleted Mortgage Loan”: A Mortgage Loan replaced or to be replaced by a Qualified Substitute Mortgage Loan.
 
“Delinquency Percentage”: As of the last day of the related Due Period, the percentage equivalent of a fraction, the numerator of which is the aggregate Stated Principal Balance of the Mortgage Loans that, as of the last day of the previous calendar month, are 60 or more days delinquent, are in foreclosure, have been converted to REO Properties or in bankruptcy (and delinquent 60 days or more), and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties as of the last day of the previous calendar month.
 
“Depositor”: Citigroup Mortgage Loan Trust Inc., a Delaware corporation, or its successor in interest.
 
“Depository”: The Depository Trust Company, or any successor Depository hereafter named. The nominee of the initial Depository, for purposes of registering those Certificates that are to be Book-Entry Certificates, is CEDE & Co. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(3) of the Uniform Commercial Code of the State of New York and a “clearing agency” registered pursuant to the provisions of Section 17A of the Securities Exchange Act of 1934, as amended.
 
“Depository Institution”: Any depository institution or trust company, including the Trustee and the Trust Administrator, that (a) is incorporated under the laws of the United States of America or any State thereof, (b) is subject to supervision and examination by federal or state banking authorities and (c) has, or is a subsidiary of a holding company that has, an outstanding unsecured commercial paper or other short-term unsecured debt obligations that are rated in the highest rating category (P-1 by Moody’s, R-1 by DBRS and A-1 by S&P) by the Rating Agencies (or a comparable rating if S&P, Moody’s and DBRS are not the Rating Agencies).
 
“Depository Participant”: A broker, dealer, bank or other financial institution or other Person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.
 
“Determination Date”: With respect to each Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day.
 
“Directly Operate”: With respect to any REO Property, the furnishing or rendering of services to the tenants thereof, the management or operation of such REO Property, the holding of such REO Property primarily for sale to customers, the performance of any construction work thereon or any use of such REO Property in a trade or business conducted by REMIC I, other than through an Independent Contractor; provided, however, that the Trustee (or the Servicer on behalf of the Trustee) shall not be considered to Directly Operate an REO Property solely because the Trustee (or the Servicer on behalf of the Trustee) establishes rental terms, chooses tenants, enters into or renews leases, deals with taxes and insurance, or makes decisions as to repairs or capital expenditures with respect to such REO Property.
 
“Disqualified Organization”: Any of the following: (i) the United States, any State or political subdivision thereof, any possession of the United States, or any agency or instrumentality of any of the foregoing (other than an instrumentality which is a corporation if all of its activities are subject to tax and, except for Freddie Mac, a majority of its board of directors is not selected by such governmental unit), (ii) any foreign government, any international organization, or any agency or instrumentality of any of the foregoing, (iii) any organization (other than certain farmers’ cooperatives described in Section 521 of the Code) which is exempt from the tax imposed by Chapter 1 of the Code (including the tax imposed by Section 511 of the Code on unrelated business taxable income), (iv) rural electric and telephone cooperatives described in Section 1381(a)(2)(C) of the Code, (v) an “electing large partnership” within the meaning of Section 775 of the Code and (vi) any other Person so designated by the Trustee or Trust Administrator based upon an Opinion of Counsel that the holding of an Ownership Interest in a Residual Certificate by such Person may cause any REMIC or any Person having an Ownership Interest in any Class of Certificates (other than such Person) to incur a liability for any federal tax imposed under the Code that would not otherwise be imposed but for the Transfer of an Ownership Interest in a Residual Certificate to such Person. The terms “United States,” “State” and “international organization” shall have the meanings set forth in Section 7701 of the Code or successor provisions.
 
“Distribution Account”: The trust account or accounts created and maintained by the Trust Administrator pursuant to Section 3.10(b) which shall be entitled “Citibank, N.A., as Trust Administrator for U.S. Bank National Association as Trustee, in trust for the registered holders of Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2.” The Distribution Account must be an Eligible Account.
 
“Distribution Date”: The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in October 2006.
 
“DOL”: The United States Department of Labor or any successor in interest.
 
“DOL Regulations”: The regulations promulgated by the DOL at 29 C.F.R.ss.2510.3-101.
 
“DBRS”: Dominion Bond Rating Service.
 
“Due Date”: With respect to each Distribution Date, the first day of the calendar month in which such Distribution Date occurs, which is the day of the month on which the Monthly Payment is due on a Mortgage Loan, exclusive of any days of grace.
 
“Due Period”: With respect to any Distribution Date, the period commencing on the second day of the calendar month preceding the calendar month in which such Distribution Date occurs and ending on the related Due Date.
 
“Eligible Account”: Any of (i) an account or accounts maintained with a Depository Institution, (ii) an account or accounts the deposits in which are fully insured by the FDIC, (iii) a trust account or accounts maintained with the corporate trust department of a federal or state chartered depository institution or trust company acting in its fiduciary capacity or (iv) an account otherwise acceptable to each Rating Agency without reduction or withdrawal of their then current ratings of the Certificates as evidenced by a letter from each Rating Agency to the Trustee and Trust Administrator. Eligible Accounts may bear interest.
 
“ERISA”: The Employee Retirement Income Security Act of 1974, as amended.
 
“Estate in Real Property”: A fee simple estate in a parcel of land.
 
“Estimated Swap Termination Payment”: As defined in the Intreest Rate Swap Agreement.
 
“Excess Overcollateralized Amount”: With respect to the Floating Rate Certificates and any Distribution Date, the excess, if any, of (i) the Overcollateralized Amount for such Distribution Date (calculated for this purpose only after assuming that 100% of the Principal Remittance Amount on such Distribution Date has been distributed) over (ii) the Overcollateralization Target Amount for such Distribution Date.
 
“Exchange Act”: The Securities Exchange Act of 1934, as amended.
 
“Expense Adjusted Maximum Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property) as of any date of determination, a per annum rate of interest equal to the then applicable Maximum Mortgage Rate (or Mortgage Rate, in the case of any fixed-rate Mortgage Loan) for such Mortgage Loan minus the sum of the (i) the Servicing Fee Rate and (ii) the Credit Risk Manager Fee Rate.
 
“Expense Adjusted Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property) as of any date of determination, a per annum rate of interest equal to the then applicable Mortgage Rate for such Mortgage Loan minus the sum of the (i) the Servicing Fee Rate and (ii) the Credit Risk Manager Fee Rate.
 
“Extraordinary Trust Fund Expenses”: Any amounts reimbursable to the Servicer or the Depositor pursuant to Section 6.03, any amounts payable from the Distribution Account in respect of taxes pursuant to Section 10.01(g)(iii), any amounts reimbursable to the Trustee, the Trust Administrator or the Custodian from the Trust Fund pursuant to Section 2.01 or Section 8.05 and any other costs, expenses, liabilities and losses borne by the Trust Fund (exclusive of any cost, expense, liability or loss that is specific to a particular Mortgage Loan or REO Property and is taken into account in calculating a Realized Loss in respect thereof) for which the Trust Fund has not and, in the reasonable good faith judgment of the Trust Administrator, shall not, obtain reimbursement or indemnification from any other Person.
 
“Fannie Mae”: Fannie Mae, formerly known as the Federal National Mortgage Association, or any successor thereto.
 
“FDIC”: Federal Deposit Insurance Corporation or any successor thereto.
 
“Final Recovery Determination”: With respect to any defaulted Mortgage Loan or any REO Property (other than a Mortgage Loan or REO Property purchased by the Originator, the Sponsor, the Depositor or the Servicer pursuant to or as contemplated by Section 2.03 or Section 9.01), a determination made by the Servicer that all Liquidation Proceeds have been recovered. The Servicer shall maintain records of each Final Recovery Determination made thereby.
 
“Fixed Swap Payment”: With respect to any Distribution Date, a fixed amount equal to the related amount set forth in the Interest Rate Swap Agreement.
 
“Floating Rate Certificates”: The Class A Certificates and the Mezzanine Certificates.
 
“Floating Swap Payment”: With respect to any Distribution Date, a floating amount equal to the product of (i) Swap LIBOR, (ii) the related Swap Notional Amount (as defined in the Interest Rate Swap Agreement), (iii) 250 and (iv) a fraction, the numerator of which is the actual number of days elapsed from and including the previous Floating Rate Payer Payment Date (as defined in the Interest Rate Swap Agreement) to but excluding the current Floating Rate Payer Payment (or, for the first Floating Rate Payer Payment Date, the actual number of days elapsed from the Closing Date to but excluding the first Floating Rate Payer Payment Date), and the denominator of which is 360.
 
“Formula Rate”: With respect to any Distribution Date and each Class of Floating Rate Certificates, the lesser of (i) One-Month LIBOR plus the related Certificate Margin and (ii) the related Maximum Cap Rate.
 
“Freddie Mac”: Freddie Mac, formally known as the Federal Home Loan Mortgage Corporation, or any successor thereto.
 
“Gross Margin”: With respect to each Adjustable-Rate Mortgage Loan, the fixed percentage set forth in the related Mortgage Note that is added to the Index on each Adjustment Date in accordance with the terms of the related Mortgage Note used to determine the Mortgage Rate for such Adjustable-Rate Mortgage Loan.
 
“Group I Allocation Percentage”: With respect to the Group I Certificates and any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (x) the Group I Principal Remittance Amount for such Distribution Date and the denominator of which is (y) the Principal Remittance Amount for such Distribution Date.
 
“Group I Certificates”: The Class A-1 Certificates.
 
“Group I Interest Remittance Amount”: For any Distribution Date, that portion of the Available Distribution Amount for the related Distribution Date that represents interest received or advanced on the Group I Mortgage Loans and Compensating Interest Payments on the Group I Mortgage Loans (net of Servicing Fees and Credit Risk Manager Fees).
 
“Group I Mortgage Loan”: A Mortgage Loan assigned to Loan Group I. All Group I Mortgage Loans have a principal balance at origination that conforms to Fannie Mae loan limits.
 
“Group I Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the principal portion of each Monthly Payment due on the Group I Mortgage Loans during the related Due Period, whether or not received on or prior to the related Determination Date; (ii) the Stated Principal Balance of any Group I Mortgage Loan that was purchased during the related Prepayment Period pursuant to or as contemplated by Section 2.03 or Section 9.01 and the amount of any shortfall deposited in the Collection Account in connection with the substitution of a Deleted Mortgage Loan pursuant to Section 2.03 during the related Prepayment Period; (iii) the principal portion of all other unscheduled collections (including, without limitation, Principal Prepayments, Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries and REO Principal Amortization) received on the Group I Mortgage Loans during the related Prepayment Period, net of any portion thereof that represents a recovery of principal for which an Advance was made by the Servicer pursuant to Section 4.03 in respect of a preceding Distribution Date and (iv) the Group I Allocation Percentage of any Overcollateralization Increase Amount for such Distribution Date minus (v) the Group I Allocation Percentage of any Overcollateralization Reduction Amount for such Distribution Date. In no event will the Principal Distribution Amount with respect to any Distribution Date be (x) less than zero or (y) greater than the then outstanding aggregate Certificate Principal Balance of the Floating Rate Certificates.
 
“Group I Principal Remittance Amount”: For any Distribution Date, that portion of the Available Distribution Amount equal to the sum of the amounts set forth in (i) through (iii) of the definition of Group I Principal Distribution Amount.
 
“Group I Senior Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the aggregate Certificate Principal Balance of the Group I Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 55.70% and (ii) the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over 0.50% of the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the Cut-off Date.
 
“Group II Allocation Percentage”: With respect to the Group II Certificates and any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (x) the Group II Principal Remittance Amount for such Distribution Date and the denominator of which is (y) the Principal Remittance Amount for such Distribution Date.
 
“Group II Certificates”: The Class A-2A, Class A-2B and Class A-2C Certificates.
 
“Group II Interest Remittance Amount”: For any Distribution Date, that portion of the Available Distribution Amount for the related Distribution Date that represents interest received or advanced on the Group II Mortgage Loans and Compensating Interest Payments on the Group II Mortgage Loans (net of Servicing Fees and Credit Risk Manager Fees).
 
“Group II Mortgage Loan”: A Mortgage Loan assigned to Loan Group II. All Group II Mortgage Loans have a principal balance at origination that may or may not conform to Fannie Mae loan limits.
 
“Group II Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the principal portion of each Monthly Payment due on the Group II Mortgage Loans during the related Due Period, whether or not received on or prior to the related Determination Date; (ii) the Stated Principal Balance of any Group II Mortgage Loan that was purchased during the related Prepayment Period pursuant to or as contemplated by Section 2.03 or Section 9.01 and the amount of any shortfall deposited in the Collection Account in connection with the substitution of a Deleted Mortgage Loan pursuant to Section 2.03 during the related Prepayment Period; (iii) the principal portion of all other unscheduled collections (including, without limitation, Principal Prepayments, Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries and REO Principal Amortization) received on the Group II Mortgage Loans during the related Prepayment Period, net of any portion thereof that represents a recovery of principal for which an Advance was made by the Servicer pursuant to Section 4.03 in respect of a preceding Distribution Date and (iv) the Group II Allocation Percentage of any Overcollateralization Increase Amount for such Distribution Date minus (v) the Group II Allocation Percentage of any Overcollateralization Reduction Amount for such Distribution Date. In no event will the Principal Distribution Amount with respect to any Distribution Date be (x) less than zero or (y) greater than the then outstanding aggregate Certificate Principal Balance of the Floating Rate Certificates.
 
“Group II Principal Remittance Amount”: For any Distribution Date, that portion of the Available Distribution Amount equal to the sum of the amounts set forth in (i) through (iii) of the definition of Group II Principal Distribution Amount.
 
“Group II Senior Principal Distribution Amount”: With respect to any Distribution Date, the excess of (x) the aggregate Certificate Principal Balance of the Group II Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 55.70% and (ii) the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the excess, if any, of the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over 0.50% of the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the Cut-off Date.
 
“Highest Priority”: As of any date of determination, the Class of Mezzanine Certificates then outstanding with a Certificate Principal Balance greater than zero, with the highest priority for payments pursuant to Section 4.01, in the following order: Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates.
 
“Indenture”: An indenture relating to the issuance of notes secured by the Class CE Certificates, the Class P Certificates and/or the Residual Certificates (or any portion thereof).
 
“Independent”: When used with respect to any specified Person, any such Person who (a) is in fact independent of the Depositor, the Servicer and their respective Affiliates, (b) does not have any direct financial interest in or any material indirect financial interest in the Depositor, the Servicer or any Affiliate thereof, and (c) is not connected with the Depositor, the Servicer or any Affiliate thereof as an officer, employee, promoter, underwriter, trustee, partner, director or Person performing similar functions; provided, however, that a Person shall not fail to be Independent of the Depositor, the Servicer or any Affiliate thereof merely because such Person is the beneficial owner of 1% or less of any class of securities issued by the Depositor or the Servicer or any Affiliate thereof, as the case may be.
 
“Independent Contractor”: Either (i) any Person (other than the Servicer) that would be an “independent contractor” with respect to any REMIC within the meaning of Section 856(d)(3) of the Code if any REMIC were a real estate investment trust (except that the ownership tests set forth in that section shall be considered to be met by any Person that owns, directly or indirectly, 35% or more of any Class of Certificates), so long as any REMIC does not receive or derive any income from such Person and provided that the relationship between such Person and any REMIC is at arm’s length, all within the meaning of Treasury Regulation Section 1.856-4(b)(5), or (ii) any other Person (including the Servicer) if the Trust Administrator has received an Opinion of Counsel for the benefit of the Trustee and the Trust Administrator to the effect that the taking of any action in respect of any REO Property by such Person, subject to any conditions therein specified, that is otherwise herein contemplated to be taken by an Independent Contractor will not cause such REO Property to cease to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code (determined without regard to the exception applicable for purposes of Section 860D(a) of the Code), or cause any income realized in respect of such REO Property to fail to qualify as Rents from Real Property.
 
“Index”: With respect to each Adjustable-Rate Mortgage Loan and each related Adjustment Date, the index specified in the related Mortgage Note.
 
“Insurance Proceeds”: Proceeds of any title policy, hazard policy or other insurance policy covering a Mortgage Loan, to the extent such proceeds are not to be applied to the restoration of the related Mortgaged Property or released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing mortgage loans held for its own account, subject to the terms and conditions of the related Mortgage Note and Mortgage.
 
“Interest Accrual Period”: With respect to any Distribution Date and the Floating Rate Certificates, the period commencing on the Distribution Date of the month immediately preceding the month in which such Distribution Date occurs (or, in the case of the first Distribution Date, commencing on the Closing Date) and ending on the day preceding such Distribution Date. With respect to any Distribution Date and the Class CE Certificates and the REMIC Regular Interests, the one-month period ending on the last day of the calendar month preceding the month in which such Distribution Date occurs.
 
“Interest Carry Forward Amount”: With respect to any Distribution Date and the Floating Rate Certificates, the sum of (i) the amount, if any, by which (a) the Interest Distribution Amount for such Class of Certificates as of the immediately preceding Distribution Date exceeded (b) the actual amount distributed on such Class of Certificates in respect of interest on such immediately preceding Distribution Date, (ii) the amount of any Interest Carry Forward Amount for such Class of Certificates remaining unpaid from the previous Distribution Date and (iii) accrued interest on the sum of (i) and (ii) above calculated at the related Pass-Through Rate for the most recently ended Interest Accrual Period.
 
“Interest Determination Date”: With respect to the Floating Rate Certificates and for purposes of the definition of Marker Rate and Maximum LTZZ Uncertificated Interest Deferral Amount, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTM11, and any Interest Accrual Period therefor, the second London Business Day preceding the commencement of such Interest Accrual Period.
 
“Interest Distribution Amount”: With respect to any Floating Rate Certificate and the Class CE Certificates and each Distribution Date, interest accrued during the related Interest Accrual Period at the Pass-Through Rate for such Certificate for such Distribution Date on the Certificate Principal Balance, in the case of the Floating Rate Certificates, or on the Notional Amount, in the case of the Class CE Certificates, of such Certificate immediately prior to such Distribution Date. The Class P Certificates are not entitled to distributions in respect of interest and, accordingly, shall not accrue interest. All distributions of interest on the Floating Rate Certificates shall be calculated on the basis of a 360-day year and the actual number of days in the applicable Interest Accrual Period. All distributions of interest on the Class CE Certificates shall be based on a 360-day year consisting of twelve 30-day months. The Interest Distribution Amount with respect to each Distribution Date, as to any Floating Rate Certificate or the Class CE Certificates, shall be reduced by an amount equal to the portion allocable to such Certificate pursuant to Section 1.02 hereof of the sum of (a) the aggregate Prepayment Interest Shortfall, if any, for such Distribution Date to the extent not covered by payments pursuant to Section 3.24 and (b) the aggregate amount of any Relief Act Interest Shortfall, if any, for such Distribution Date.
 
“Interest Rate Swap Agreement”: The 1992 ISDA Master Agreement (Multicurrency-Cross Border) dated as of the Closing Date (together with the schedule thereto, the Master Agreement) between the Swap Provider and the Supplemental Interest Trust Trustee.
 
“Late Collections”: With respect to any Mortgage Loan, all amounts received subsequent to the Determination Date immediately following any Due Period, whether as late payments of Monthly Payments or as Insurance Proceeds, Liquidation Proceeds or otherwise, which represent late payments or collections of principal and/or interest due (without regard to any acceleration of payments under the related Mortgage and Mortgage Note) but delinquent for such Due Period and not previously recovered.
 
“Liquidation Event”: With respect to any Mortgage Loan, any of the following events: (i) such Mortgage Loan is paid in full; (ii) a Final Recovery Determination is made as to such Mortgage Loan; or (iii) such Mortgage Loan is removed from any REMIC by reason of its being purchased, sold or replaced pursuant to or as contemplated by Section 2.03 or Section 9.01. With respect to any REO Property, either of the following events: (i) a Final Recovery Determination is made as to such REO Property; or (ii) such REO Property is removed from REMIC I by reason of its being purchased pursuant to Section 9.01.
 
“Liquidation Proceeds”: The amount (including any Insurance Proceeds or amounts received in respect of the rental of any REO Property prior to REO Disposition) received by the Servicer in connection with (i) the taking of all or a part of a Mortgaged Property by exercise of the power of eminent domain or condemnation, (ii) the liquidation of a defaulted Mortgage Loan through a trustee’s sale, foreclosure sale or otherwise, or (iii) the repurchase, substitution or sale of a Mortgage Loan or an REO Property pursuant to or as contemplated by Section 2.03, Section 3.23 or Section 9.01.
 
“Loan-to-Value Ratio”: As of any date of determination, the fraction, expressed as a percentage, the numerator of which is the principal balance of the related Mortgage Loan at such date and the denominator of which is the Value of the related Mortgaged Property.
 
“Loan Group”: Loan Group I or Loan Group II, as the context requires.
 
“Loan Group I”: The group of Mortgage Loans identified in the Mortgage Loan Schedule as having been assigned to Loan Group I.
 
“Loan Group II”: The group of Mortgage Loans identified in the Mortgage Loan Schedule as having been assigned to Loan Group II.
 
“London Business Day”: Any day on which banks in the City of London and New York are open and conducting transactions in United States dollars.
 
“Marker Rate”: With respect to the Class CE Certificates and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the REMIC II Remittance Rate for REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11 and REMIC II Regular Interest LTZZ, with the rate on each such REMIC II Regular Interest (other than REMIC II Regular Interest LTZZ) subject to a cap equal to the lesser of (i) One-Month LIBOR plus the related Certificate Margin for the related Corresponding Certificate and (ii) the related Net WAC Pass-Through Rate for the related Corresponding Certificate for the purpose of this calculation for such Distribution Date and with the rate on REMIC II Regular Interest LTZZ subject to a cap of zero for the purpose of this calculation; provided, however, each such cap shall be multiplied by a fraction, the numerator of which is the actual number of days elapsed in the related Interest Accrual Period and the denominator of which is 30.
 
“Master Agreement”: The Master Mortgage Loan Purchase and Interim Servicing Agreement between New Century Mortgage Corporation, as interim servicer, NC Capital Corporation, as seller and the Sponsor, as initial purchaser.
 
“Maximum Cap Rate”: For any Distribution Date with respect to the Group I Certificates, a per annum rate equal to the product of (x) the sum of (i) the weighted average of the Expense Adjusted Maximum Mortgage Rates of the Group I Mortgage Loans, weighted on the basis of the outstanding Stated Principal Balances of the Group I Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Swap Expense Fee Rate plus (ii) an amount, expressed as a per annum rate, equal to the product of 12 and a fraction, the numerator of which is the sum of any payment made by the cap counterparty and any Net Swap Payment made by the Swap Provider for such Distribution Date and the denominator of which is the outstanding Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period.
 
For any Distribution Date with respect to the Group II Certificates, a per annum rate equal to the product of (x) the sum of (i) the weighted average of the Expense Adjusted Maximum Mortgage Rates of the Group II Mortgage Loans, weighted on the basis of the outstanding Stated Principal Balances of the Group II Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Swap Expense Fee Rate plus (ii) an amount, expressed as a per annum rate, equal to the product of 12 and a fraction, the numerator of which is the sum of any payment made by the cap counterparty and any Net Swap Payment made by the Swap Provider for such Distribution Date and the denominator of which is the outstanding Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period.
 
For any Distribution Date with respect to the Mezzanine Certificates, a per annum rate equal to the weighted average (weighted on the basis of the results of subtracting from the aggregate Stated Principal Balance of the applicable Loan Group, the Certificate Principal Balance of the related Class A Certificates) of (i) the Maximum Cap Rate for the Group I Certificates and (ii) the Maximum Cap Rate for the Group II Certificates.
 
“Maximum LTZZ Uncertificated Interest Deferral Amount”: With respect to any Distribution Date, the excess of (i) accrued interest at the REMIC II Remittance Rate applicable to REMIC II Regular Interest LTZZ for such Distribution Date on a balance equal to the Uncertificated Balance of REMIC II Regular Interest LTZZ minus the REMIC II Overcollateralized Amount, in each case for such Distribution Date, over (ii) Uncertificated Interest on REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTM11 for such Distribution Date, with the rate on each such REMIC II Regular Interest subject to a cap equal to the lesser of (i) One-Month LIBOR plus the related Certificate Margin for the related Corresponding Certificate and (ii) the related Net WAC Pass-Through Rate for the related Corresponding Certificate; provided, however, each cap shall be multiplied by a fraction, the numerator of which is the actual number of days elapsed in the related Interest Accrual Period and the denominator of which is 30.
 
“Maximum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the maximum Mortgage Rate thereunder.
 
“MERS”: Mortgage Electronic Registration Systems, Inc., a corporation organized and existing under the laws of the State of Delaware, or any successor thereto.
 
“MERS System”: The system of recording transfers of Mortgages electronically maintained by MERS.
 
“Mezzanine Certificates”: Collectively, the Class M-1 Certificates, the Class M-2 Certificates, the Class M-3 Certificates, the Class M-4 Certificates, Class M-5 Certificates, the Class M-6 Certificates, the Class M-7 Certificates, the Class M-8 Certificates, the Class M-9 Certificates, the Class M-10 Certificates and the Class M-11 Certificates.
 
“MIN”: The Mortgage Identification Number for Mortgage Loans registered with MERS on the MERS System.
 
“Minimum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the minimum Mortgage Rate thereunder.
 
“MOM Loan”: With respect to any Mortgage Loans registered with MERS on the MERS® System, MERS acting as the mortgagee of such Mortgage Loan, solely as nominee for the originator of such Mortgage Loan and its successors and assigns, at the origination thereof.
 
“Monthly Payment”: With respect to any Mortgage Loan, the scheduled monthly payment of principal and interest on such Mortgage Loan which is payable by the related Mortgagor from time to time under the related Mortgage Note, determined: (a) after giving effect to (i) any Deficient Valuation and/or Debt Service Reduction with respect to such Mortgage Loan and (ii) any reduction in the amount of interest collectible from the related Mortgagor pursuant to the Relief Act; (b) without giving effect to any extension granted or agreed to by the Servicer pursuant to Section 3.07; and (c) on the assumption that all other amounts, if any, due under such Mortgage Loan are paid when due.
 
“Moody’s”: Moody’s Investors Service, Inc., or its successor in interest.
 
“Mortgage”: The mortgage, deed of trust or other instrument creating a first or second lien on, or first priority security interest in, a Mortgaged Property securing a Mortgage Note.
 
“Mortgage File”: The mortgage documents listed in Section 2.01 pertaining to a particular Mortgage Loan and any additional documents required to be added to the Mortgage File pursuant to this Agreement.
 
“Mortgage Loan”: Each mortgage loan transferred and assigned to the Trustee pursuant to Section 2.01 or Section 2.03(d) of this Agreement, as from time to time held as a part of REMIC I, the Mortgage Loans so held being identified in the Mortgage Loan Schedule.
 
“Mortgage Loan Remittance Rate”: With respect to any Mortgage Loan or REO Property, as of any date of determination, the then applicable Mortgage Rate in respect thereof net of the Servicing Fee Rate.
 
“Mortgage Loan Schedule”: As of any date, the list of Mortgage Loans included in REMIC I on such date, separately identifying the Group I Mortgage Loans and the Group II Mortgage Loans, attached hereto as Schedule 1. The Mortgage Loan Schedule shall set forth the following information with respect to each Mortgage Loan:
 
(i)  the Mortgage Loan identifying number;
 
(ii)  a code indicating whether the Mortgaged Property is owner-occupied;
 
(iii)  the type of Residential Dwelling constituting the Mortgaged Property;
 
(iv)  the original months to maturity;
 
(v)  the original date of the mortgage;
 
(vi)  the Loan-to-Value Ratio at origination;
 
(vii)  the Mortgage Rate in effect immediately following the Cut-off Date;
 
(viii)  the date on which the first Monthly Payment was due on the Mortgage Loan;
 
(ix)  the stated maturity date;
 
(x)  the amount of the Monthly Payment at origination;
 
(xi)  the amount of the Monthly Payment as of the Cut-off Date;
 
(xii)  the last Due Date on which a Monthly Payment was actually applied to the unpaid Stated Principal Balance;
 
(xiii)  the original principal amount of the Mortgage Loan;
 
(xiv)  the Scheduled Principal Balance of the Mortgage Loan as of the close of business on the Cut-off Date;
 
(xv)  a code indicating the purpose of the Mortgage Loan (i.e., purchase financing, Rate/Term Refinancing, Cash-Out Refinancing);
 
(xvi)  a code indicating the documentation style (i.e., full, alternative or reduced);
 
(xvii)  the Value of the Mortgaged Property;
 
(xviii)  the sale price of the Mortgaged Property, if applicable;
 
(xix)  the actual unpaid principal balance of the Mortgage Loan as of the Cut-off Date;
 
(xx)  the Servicing Fee Rate;
 
(xxi)  the term of the Prepayment Charge , if any;
 
(xxii)  the percentage of the principal balance covered by lender paid mortgage insurance, if any; and
 
(xxiii)  with respect to each Adjustable-Rate Mortgage Loan, the Adjustment Dates, the Gross Margin, the Maximum Mortgage Rate, the Minimum Mortgage Rate, the Periodic Rate Cap, the maximum first Adjustment Date Mortgage Rate adjustment, the first Adjustment Date immediately following the origination date and the rounding code (i.e., nearest 0.125%, next highest 0.125%).
 
The Mortgage Loan Schedule shall set forth the following information with respect to the Mortgage Loans by Loan Group and in the aggregate as of the Cut-off Date: (1) the number of Mortgage Loans; (2) the current principal balance of the Mortgage Loans; (3) the weighted average Mortgage Rate of the Mortgage Loans; (4) the weighted average maturity of the Mortgage Loans; (5) the Scheduled Principal Balance of the Mortgage Loans as of the close of business on the Cut-off Date (not taking into account any Principal Prepayments received on the Cut-off Date); and (6) the amount of the Monthly Payment as of the Cut-off Date. The Mortgage Loan Schedule shall be amended from time to time by the Depositor in accordance with the provisions of this Agreement. With respect to any Qualified Substitute Mortgage Loan, Cut-off Date shall refer to the related Cut-off Date for such Mortgage Loan, determined in accordance with the definition of Cut-off Date herein.
 
“Mortgage Note”: The original executed note or other evidence of the indebtedness of a Mortgagor under a Mortgage Loan.
 
“Mortgage Pool”: The pool of Mortgage Loans, identified on Schedule 1 from time to time, and any REO Properties acquired in respect thereof.
 
“Mortgage Rate”: With respect to each Mortgage Loan, the annual rate at which interest accrues on such Mortgage Loan from time to time in accordance with the provisions of the related Mortgage Note, without regard to any reduction thereof as a result of a Debt Service Reduction or operation of the Relief Act, which rate (i) with respect to each fixed-rate Mortgage Loan shall remain constant at the rate set forth in the Mortgage Loan Schedule as the Mortgage Rate in effect immediately following the Cut-off Date and (ii) with respect to the Adjustable-Rate Mortgage Loans, (A) as of any date of determination until the first Adjustment Date following the Cut-off Date shall be the rate set forth in the Mortgage Loan Schedule as the Mortgage Rate in effect immediately following the Cut-off Date and (B) as of any date of determination thereafter shall be the rate as adjusted on the most recent Adjustment Date equal to the sum, rounded as provided in the Mortgage Note, of the Index, as published as of a date prior to the Adjustment Date as set forth in the related Mortgage Note, plus the related Gross Margin; provided that the Mortgage Rate on such Adjustable-Rate Mortgage Loan on any Adjustment Date shall never be more than the lesser of (i) the sum of the Mortgage Rate in effect immediately prior to the Adjustment Date plus the related Periodic Rate Cap, if any, and (ii) the related Maximum Mortgage Rate, and shall never be less than the greater of (i) the Mortgage Rate in effect immediately prior to the Adjustment Date less the Periodic Rate Cap, if any, and (ii) the related Minimum Mortgage Rate. With respect to each Mortgage Loan that becomes an REO Property, as of any date of determination, the annual rate determined in accordance with the immediately preceding sentence as of the date such Mortgage Loan became an REO Property.
 
“Mortgaged Property”: The underlying property securing a Mortgage Loan, including any REO Property, consisting of an Estate in Real Property improved by a Residential Dwelling.
 
“Mortgagor”: The obligor on a Mortgage Note.
 
“Net Monthly Excess Cashflow”: With respect to any Distribution Date, the sum of (i) any Overcollateralization Reduction Amount and (ii) the excess of (x) the Available Distribution Amount for such Distribution Date over (y) the sum for such Distribution Date of (A) the Senior Interest Distribution Amounts distributable to the Holders of the Class A Certificates and the Interest Distribution Amounts distributable to the Holders of the Mezzanine Certificates and (B) the Principal Remittance Amount.
 
“Net Swap Payment”: In the case of payments made by the Trust, the excess, if any, of (x) the Fixed Swap Payment over (y) the Floating Swap Payment and in the case of payments made by the Swap Provider, the excess, if any, of (x) the Floating Swap Payment over (y) the Fixed Swap Payment. In each case, the Net Swap Payment shall not be less than zero.
 
“Net WAC Pass-Through Rate”: For any Distribution Date with respect to the Group I Certificates, a per annum rate equal to the product of (x) the weighted average of the Expense Adjusted Mortgage Rates of the Group I Mortgage Loans, weighted on the basis of the outstanding Stated Principal Balances of the Group I Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Swap Expense Fee Rate and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period. For federal income tax purposes, the economic equivalent of such rate shall be expressed as the product of (x) the weighted average of the REMIC II Remittance Rate on REMIC II Regular Interest LT1GRP, weighted on the basis of the Uncertificated Balance of such REMIC II Regular Interest and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period.
 
For any Distribution Date with respect to the Group II Certificates, a per annum rate equal to the product of (x) the weighted average of the Expense Adjusted Mortgage Rates of the Group II Mortgage Loans, weighted on the basis of the outstanding Stated Principal Balances of the Group II Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Swap Expense Fee Rate and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period. For federal income tax purposes, the economic equivalent of such rate shall be expressed as the product of (x) the weighted average of the REMIC II Remittance Rate on REMIC II Regular Interest LT2GRP, weighted on the basis of the Uncertificated Balance of such REMIC II Regular Interest and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period.
 
For any Distribution Date with respect to the Mezzanine Certificates, a per annum rate equal to the weighted average (weighted on the basis of the results of subtracting from the aggregate Stated Principal Balance of the applicable Loan Group, the Certificate Principal Balance of the related Class A Certificates) of (i) the Net WAC Pass-Through Rate for the Group I Certificates and (ii) the Net WAC Pass-Through Rate for the Group II Certificates. For federal income tax purposes, the economic equivalent of such rate shall be expressed as the product of (x) the weighted average of the REMIC II Remittance Rates on (i) REMIC II Regular Interest LT1SUB, subject to a cap and a floor equal to the REMIC II Remittance Rate on REMIC II Regular Interest LT1GRP and (ii) REMIC II Regular Interest LT2SUB, subject to a cap and a floor equal to the REMIC II Remittance Rate on REMIC II Regular Interest LT2GRP, weighted on the basis of the Uncertificated Balance of each such REMIC II Regular Interest and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Interest Accrual Period.
 
“Net WAC Rate Carryover Reserve Account”: The Net WAC Rate Carryover Reserve Account established and maintained pursuant to Section 4.06.
 
“Net WAC Rate Carryover Amount”: With respect to any Distribution Date and any Class of Floating Rate Certificates, the sum of (A) the positive excess, if any, of (i) the amount of interest that would have accrued on such Class of Certificates for such Distribution Date if the Pass-Through Rate for such Class of Certificates for such Distribution Date were calculated at the related Formula Rate over (ii) the amount of interest accrued on such Class of Certificates at the related Net WAC Pass-Through Rate for such Distribution Date and (B) the related Net WAC Rate Carryover Amount for the previous Distribution Date not previously distributed together with interest accrued on such unpaid amount for the most recently ended Interest Accrual Period at the related Formula Rate for such Class of Certificates and such Distribution Date.
 
“New Lease”: Any lease of REO Property entered into on behalf of REMIC I, including any lease renewed or extended on behalf of REMIC I, if REMIC I has the right to renegotiate the terms of such lease.
 
“Nonrecoverable Advance”: Any P&I Advance or Servicing Advance previously made or proposed to be made in respect of a Mortgage Loan or REO Property that, in the good faith business judgment of the Servicer will not or, in the case of a proposed P&I Advance or Servicing Advance, would not be ultimately recoverable from related late payments, Insurance Proceeds or Liquidation Proceeds on such Mortgage Loan or REO Property as provided herein.
 
“Non-United States Person”: Any Person other than a United States Person.
 
“Notional Amount”: With respect to the Class CE Interest and any Distribution Date, the aggregate Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest LTP) for such Distribution Date.
 
“Officers’ Certificate”: A certificate signed by the Chairman of the Board, the Vice Chairman of the Board, the President or a vice president (however denominated), and by the Treasurer, the Secretary, or one of the assistant treasurers or assistant secretaries of the Servicer, the Sponsor or the Depositor, as applicable.
 
“One-Month LIBOR”: With respect to the Floating Rate Certificates and for purposes of the Marker Rate and Maximum LTZZ Uncertificated Interest Deferral Amount, REMIC II Remittance Rate for REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTM11, and any Interest Accrual Period therefor, the rate determined by the Trust Administrator on the related Interest Determination Date on the basis of the offered rate for one-month U.S. dollar deposits, as such rate appears on Telerate Page 3750, Bloomberg Page BBAM or another page of these or any other financial reporting service in general use in the financial services industry, as of 11:00 a.m. (London time) on such Interest Determination Date; provided that if such rate does not appear on Telerate Page 3750, the rate for such date will be determined on the basis of the offered rates of the Reference Banks for one-month U.S. dollar deposits, as of 11:00 a.m. (London time) on such Interest Determination Date. In such event, the Trust Administrator will request the principal London office of each of the Reference Banks to provide a quotation of its rate. If on such Interest Determination Date, two or more Reference Banks provide such offered quotations, One-Month LIBOR for the related Interest Accrual Period shall be the arithmetic mean of such offered quotations (rounded upwards if necessary to the nearest whole multiple of 1/16%). If on such Interest Determination Date, fewer than two Reference Banks provide such offered quotations, One-Month LIBOR for the related Interest Accrual Period shall be the higher of (i) LIBOR as determined on the previous Interest Determination Date and (ii) the Reserve Interest Rate. Notwithstanding the foregoing, if, under the priorities described above, LIBOR for an Interest Determination Date would be based on LIBOR for the previous Interest Determination Date for the third consecutive Interest Determination Date, the Trust Administrator, after consultation with the Depositor, shall select an alternative comparable index (over which the Trust Administrator has no control), used for determining one-month Eurodollar lending rates that is calculated and published (or otherwise made available) by an independent party.
 
“Opinion of Counsel”: A written opinion of counsel, who may, without limitation, be salaried counsel for the Depositor, the Servicer or the Trust Administrator acceptable to the Trustee, if such opinion is delivered to the Trustee, or reasonably acceptable to the Trust Administrator, if such opinion is delivered to the Trust Administrator, except that any opinion of counsel relating to (a) the qualification of any Trust REMIC as a REMIC or (b) compliance with the REMIC Provisions must be an opinion of Independent counsel.
 
“Optional Termination Date”: The Determination Date on which the aggregate Stated Principal Balance of the Mortgage Loans and each REO Property remaining in the Trust Fund is less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
“Original Mortgage Loan”: Any Mortgage Loans included in Trust Fund as of the Closing Date.
 
“Originator”: New Century Mortgage Corporation, a California corporation.
 
“Overcollateralization Deficiency Amount”: With respect to any Distribution Date, the excess, if any, of (a) the Overcollateralization Target Amount applicable to such Distribution Date over (b) the Overcollateralized Amount applicable to such Distribution Date (calculated for this purpose only after assuming that 100% of the Principal Remittance Amount on such Distribution Date has been distributed).
 
“Overcollateralization Increase Amount”: With respect to any Distribution Date, the lesser of (a) the sum of (i) the Net Monthly Excess Cashflow for such Distribution Date and (ii) any amounts received under the Cap Contract or Net Swap Payments received under the Interest Rate Swap Agreement for this purpose and (b) the Overcollateralization Deficiency Amount for such Distribution Date (calculated for this purpose only after assuming that 100% of the Principal Remittance Amount on such Distribution Date has been distributed).
 
“Overcollateralization Reduction Amount”: With respect to any Distribution Date, an amount equal to the lesser of (a) the Principal Remittance Amount for such Distribution Date and (b) the Excess Overcollateralized Amount.
 
“Overcollateralization Target Amount”: With respect to any Distribution Date, (i) prior to the Stepdown Date, an amount equal to 1.45% of the aggregate outstanding Stated Principal Balance of the Mortgage Loans as of the Cut-off Date, (ii) on or after the Stepdown Date provided a Trigger Event is not in effect, the greater of (x) 2.90% of the then current aggregate outstanding Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period and (y) 0.50% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date, or (iii) on or after the Stepdown Date and if a Trigger Event is in effect, the Overcollateralization Target Amount for the immediately preceding Distribution Date. Notwithstanding the foregoing, on and after any Distribution Date following the reduction of the aggregate Certificate Principal Balance of the Floating Rate Certificates to zero, the Overcollateralization Target Amount shall be zero.
 
“Overcollateralized Amount”: With respect to any Distribution Date, the excess, if any, of (a) the aggregate Stated Principal Balances of the Mortgage Loans and REO Properties as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (b) the sum of the aggregate Certificate Principal Balance of the Floating Rate Certificates and the Class P Certificates after giving effect to distributions to be made on such Distribution Date.
 
“Ownership Interest”: As to any Certificate, any ownership or security interest in such Certificate, including any interest in such Certificate as the Holder thereof and any other interest therein, whether direct or indirect, legal or beneficial, as owner or as pledgee.
 
“Pass-Through Rate”: With respect to the Floating Rate Certificates and any Distribution Date, the lesser of (x) the related Formula Rate for such Distribution Date and (y) the related Net WAC Pass-Through Rate for such Distribution Date.
 
With respect to the Class CE Interest and any Distribution Date, a per annum rate equal to the percentage equivalent of a fraction, the numerator of which is (x) the sum of (i) 100% of the interest on REMIC II Regular Interest LTP and (ii) interest on the Uncertificated Principal Balance of each REMIC II Regular Interest listed in clause (y) below at a rate equal to the related REMIC II Remittance Rate minus the Marker Rate and the denominator of which is (y) the aggregate Uncertificated Balance of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11 and REMIC II Regular Interest LTZZ.
 
With respect to the Class CE Certificates, 100% of the interest distributable to the Class CE 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 II Regular Interest LTIO.
 
The REMIC VI 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.
 
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.
 
“Percentage Interest”: With respect to any Class of Certificates (other than the Residual Certificates), the portion of the respective Class evidenced by such Certificate, expressed as a percentage, the numerator of which is the initial Certificate Principal Balance or Notional Amount represented by such Certificate, and the denominator of which is the initial aggregate Certificate Principal Balance or Notional Amount of all of the Certificates of such Class. The Floating Rate Certificates are issuable only in minimum Percentage Interests corresponding to minimum initial Certificate Principal Balances of $25,000 and integral multiples of $1.00 in excess thereof. The Class P Certificates are issuable only in Percentage Interests corresponding to initial Certificate Principal Balances of $20 and integral multiples thereof. The Class CE Certificates are issuable only in minimum Percentage Interests corresponding to minimum initial Certificate Principal Balances of $100,000 and integral multiples of $1.00 in excess thereof; provided, however, that a single Certificate of each such Class of Certificates may be issued having a Percentage Interest corresponding to the remainder of the aggregate initial Certificate Principal Balance or Notional Amount of such Class or to an otherwise authorized denomination for such Class plus such remainder. With respect to any Residual Certificate, the undivided percentage ownership in such Class evidenced by such Certificate, as set forth on the face of such Certificate. The Residual Certificates are issuable in Percentage Interests of 20% and multiples thereof.
 
“Periodic Rate Cap”: With respect to each Adjustable-Rate Mortgage Loan and any Adjustment Date therefor, the fixed percentage set forth in the related Mortgage Note, which is the maximum amount by which the Mortgage Rate for such Mortgage Loan may increase or decrease (without regard to the Maximum Mortgage Rate or the Minimum Mortgage Rate) on such Adjustment Date from the Mortgage Rate in effect immediately prior to such Adjustment Date.
 
“Permitted Investments”: Any one or more of the following obligations or securities acquired at a purchase price of not greater than par, regardless of whether issued by the Depositor, the Servicer, the Trustee, the Trust Administrator or any of their respective Affiliates:
 
(i)  direct obligations of, or obligations fully guaranteed as to timely payment of principal and interest by, the United States or any agency or instrumentality thereof, provided such obligations are backed by the full faith and credit of the United States;
 
(ii)  demand and time deposits in, certificates of deposit of, or bankers’ acceptances (which shall each have an original maturity of not more than 90 days and, in the case of bankers’ acceptances, shall in no event have an original maturity of more than 365 days or a remaining maturity of more than 30 days) denominated in United States dollars and issued by, any Depository Institution;
 
(iii)  repurchase obligations with respect to any security described in clause (i) above entered into with a Depository Institution (acting as principal);
 
(iv)  securities bearing interest or sold at a discount that are issued by any corporation incorporated under the laws of the United States of America or any state thereof and that are rated by the Rating Agencies in its highest long-term unsecured rating category at the time of such investment or contractual commitment providing for such investment;
 
(v)  commercial paper (including both non-interest-bearing discount obligations and interest-bearing obligations payable on demand or on a specified date not more than 30 days after the date of acquisition thereof) that is rated by the Rating Agencies that rate such securities in its highest short-term unsecured debt rating available at the time of such investment;
 
(vi)  units of money market funds, including money market funds affiliated with the Trustee, the Trust Administrator or an Affiliate of either of them, that have been rated “AAA” by S&P, “Aaa” by Moody’s and “AAA” by DBRS; and
 
(vii)  if previously confirmed in writing to the Servicer, the Trustee and the Trust Administrator, any other demand, money market or time deposit, or any other obligation, security or investment, as may be acceptable to the Rating Agencies as a permitted investment of funds backing securities having ratings equivalent to its highest initial rating of the Class A Certificates;
 
provided, however, that no instrument described hereunder shall evidence either the right to receive (a) only interest with respect to the obligations underlying such instrument or (b) both principal and interest payments derived from obligations underlying such instrument and the interest and principal payments with respect to such instrument provide a yield to maturity at par greater than 120% of the yield to maturity at par of the underlying obligations.
 
“Permitted Transferee”: Any Transferee of a Residual Certificate other than a Disqualified Organization or Non-United States Person.
 
“Person”: Any individual, corporation, partnership, limited liability company, joint venture, association, joint-stock company, trust, unincorporated organization or government or any agency or political subdivision thereof.
 
“P&I Advance”: As to any Mortgage Loan or REO Property, any advance made by the Servicer in respect of any Distribution Date pursuant to Section 4.03.
 
“Plan”: Any employee benefit plan or certain other retirement plans and arrangements, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that are subject to ERISA or Section 4975 of the Code.
 
“Prepayment Assumption”: As defined in the Prospectus Supplement.
 
“Prepayment Charge”: With respect to any Prepayment Period, any prepayment premium, penalty or charge payable by a Mortgagor in connection with any Principal Prepayment on a Mortgage Loan pursuant to the terms of the related Mortgage Note (other than any Servicer Prepayment Charge Payment Amount).
 
“Prepayment Charge Schedule”: As of any date, the list of Prepayment Charges included in the Trust Fund on such date, attached hereto as Schedule 2 (including the prepayment charge summary attached thereto). The Prepayment Charge Schedule shall set forth the following information with respect to each Prepayment Charge:
 
(i)  the Mortgage Loan identifying number;
 
(ii)  a code indicating the type of Prepayment Charge;
 
(iii)  the date on which the first Monthly Payment was due on the related Mortgage Loan;
 
(iv)  the term of the related Prepayment Charge;
 
(v)  the original Stated Principal Balance of the related Mortgage Loan; and
 
(vi)  the Stated Principal Balance of the related Mortgage Loan as of the Cut-off Date.
 
“Prepayment Interest Excess”: With respect to any Distribution Date, for each Mortgage Loan that was the subject of a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day of the calendar month in which such Distribution Date occurs and the 13th day of the calendar month in which such Distribution Date occurs, an amount equal to interest (to the extent received) at the applicable Mortgage Rate (less the Servicing Fee) on the amount of such Principal Prepayment for the number of days commencing on the first day of the calendar month in which such Distribution Date occurs and ending on the last date through which interest is collected from the related Mortgagor.
 
“Prepayment Interest Shortfall”: With respect to any Distribution Date, for each Mortgage Loan that was during the related Prepayment Period the subject of a Principal Prepayment in full or in part occurring between the first day of the related Prepayment Period and the last day of the calendar month preceding the calendar month in which such Distribution Date occurs, an amount equal to interest at the applicable Mortgage Loan Remittance Rate on the amount of such Principal Prepayment for the number of days commencing on the date on which the prepayment is applied and ending on the last day of the calendar month preceding the calendar month in which such Distribution Date occurs. The obligations of the Servicer in respect of any Prepayment Interest Shortfall are set forth in Section 3.24.
 
“Prepayment Period”: With respect to each Distribution Date, the period commencing on the 14th day of the month preceding the month in which such Distribution Date falls (or, in the case of the first Distribution Date, commencing September 1, 2006) and ending on the 13th day of the calendar month in which such Distribution Date occurs.
 
“Prime Rate”: The lesser of (i) the per annum rate of interest, publicly announced from time to time by Chase Manhattan Bank at its principal office in the City of New York, as its prime or base lending rate (any change in such rate of interest to be effective on the date such change is announced by Chase Manhattan Bank) and (ii) the maximum rate permissible under applicable usury or similar laws limiting interest rates.
 
“Principal Prepayment”: Any payment of principal made by the Mortgagor on a Mortgage Loan which is received in advance of its scheduled Due Date and which is not accompanied by an amount of interest representing the full amount of scheduled interest due on any Due Date in any month or months subsequent to the month of prepayment.
 
“Principal Remittance Amount”: With respect to any Distribution Date, the sum of the (i) the Group I Principal Remittance Amount and (ii) the Group II Principal Remittance Amount.
 
“Private Certificates”: Any of the Class A-1, Class M-11, Class CE, Class P or Residual Certificates.
 
“Prospectus Supplement”: The Prospectus Supplement, dated September 12, 2006, relating to the public offering of the Group II Certificates and the Mezzanine Certificates (other than the Class M-11 Certificates).
 
“Purchase Price”: With respect to any Mortgage Loan or REO Property to be purchased by the Sponsor pursuant to or as contemplated by Section 2.03 or Section 9.01, and as confirmed by an Officers’ Certificate from the party purchasing the Mortgage Loan to the Trustee and the Trust Administrator, an amount equal to the sum of: (i) 100% of the Stated Principal Balance thereof as of the date of purchase (or such other price as provided in Section 9.01), (ii) in the case of (x) a Mortgage Loan, accrued interest on such Stated Principal Balance at the applicable Mortgage Loan Remittance Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer, which payment or advance had as of the date of purchase been distributed pursuant to Section 4.01, through the end of the calendar month in which the purchase is to be effected, and (y) an REO Property, the sum of (1) accrued interest on such Stated Principal Balance at the applicable Mortgage Loan Remittance Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer through the end of the calendar month immediately preceding the calendar month in which such REO Property was acquired, plus (2) REO Imputed Interest for such REO Property for each calendar month commencing with the calendar month in which such REO Property was acquired and ending with the calendar month in which such purchase is to be effected, minus the total of all net rental income, Insurance Proceeds, Liquidation Proceeds and P&I Advances that as of the date of purchase had been distributed as or to cover REO Imputed Interest pursuant to Section 4.01; (iii) any unreimbursed Servicing Advances and P&I Advances and any unpaid Servicing Fees allocable to such Mortgage Loan or REO Property; (iv) any amounts previously withdrawn from the Collection Account in respect of such Mortgage Loan or REO Property pursuant to Sections 3.11(a)(ix) and Section 3.16(b); and (v) in the case of a Mortgage Loan required to be purchased pursuant to Section 2.03, expenses incurred or to be incurred by the Trust Fund in respect of the breach or defect giving rise to the purchase obligation including any costs and damages incurred by the Trust Fund in connection with any violation of any predatory or abusive lending law with respect to the related Mortgage Loan. With respect to any Mortgage Loan or REO Property to be purchased by the Responsible Party pursuant to or as contemplated by Section 2.03 or Section 9.01, and as confirmed by an Officers’ Certificate from the related Originator to the Trustee and the Trust Administrator, an amount equal to the amount set forth pursuant to the terms of the related Master Agreement.
 
“Qualified Insurer”: Any insurer which meets the requirements of Fannie Mae and Freddie Mac.
 
“Qualified Substitute Mortgage Loan”: A mortgage loan substituted for a Deleted Mortgage Loan by the Sponsor pursuant to the terms of this Agreement which must, on the date of such substitution, (i) have an outstanding principal balance, after application of all scheduled payments of principal and interest due during or prior to the month of substitution, not in excess of the Scheduled Principal Balance of the Deleted Mortgage Loan as of the Due Date in the calendar month during which the substitution occurs, (ii) have a Mortgage Rate not less than (and not more than one percentage point in excess of) the Mortgage Rate of the Deleted Mortgage Loan, (iii) be covered under a Primary Mortgage Insurance Policy if such Qualified Substitute Mortgage Loan has a Loan-to-Value Ratio in excess of 80% and the Deleted Mortgage Loan was covered by a Primary Mortgage Insurance Policy, (iv) have a remaining term to maturity not greater than (and not more than one year less than) that of the Deleted Mortgage Loan, (v) have the same Due Date as the Due Date on the Deleted Mortgage Loan, (x) have a Loan-to-Value Ratio as of the date of substitution equal to or lower than the Loan-to-Value Ratio of the Deleted Mortgage Loan as of such date, and (vi) conform to each representation and warranty set forth in the Assignment Agreement applicable to the Deleted Mortgage Loan. In the event that one or more mortgage loans are substituted for one or more Deleted Mortgage Loans, the amounts described in clause (i) hereof shall be determined on the basis of aggregate principal balances, the Mortgage Rates described in clause (ii) hereof shall be determined on the basis of weighted average Mortgage Rates, the terms described in clause (viii) shall be determined on the basis of weighted average remaining terms to maturity, the Loan-to-Value Ratios described in clause (iv) hereof shall be satisfied as to each such mortgage loan and, except to the extent otherwise provided in this sentence, the representations and warranties described in clause (vi) hereof must be satisfied as to each Qualified Substitute Mortgage Loan or in the aggregate, as the case may be. With respect to the Responsible Party, a mortgage loan substituted for a Deleted Mortgage Loan pursuant to the terms of the related Master Agreement which must, on the date of such substitution conform to the terms set forth in the related Master Agreement.
 
“Rate/Term Refinancing”: A Refinanced Mortgage Loan, the proceeds of which are not in excess of the existing first mortgage loan on the related Mortgaged Property and related closing costs, and were used exclusively to satisfy the then existing first mortgage loan of the Mortgagor on the related Mortgaged Property and to pay related closing costs.
 
“Rating Agencies”: S&P, Moody’s and DBRS or their successors. If such agencies or their successors are no longer in existence, the “Rating Agencies” shall be such nationally recognized statistical rating agencies, or other comparable Persons, designated by the Depositor, written notice of which designation shall be given to the Trustee, the Trust Administrator and the Servicer.
 
“Realized Loss”: With respect to each Mortgage Loan as to which a Final Recovery Determination has been made, an amount (not less than zero) equal to (i) the unpaid principal balance of such Mortgage Loan as of the commencement of the calendar month in which the Final Recovery Determination was made, plus (ii) accrued interest from the Due Date as to which interest was last paid by the Mortgagor through the end of the calendar month in which such Final Recovery Determination was made, calculated in the case of each calendar month during such period (A) at an annual rate equal to the annual rate at which interest was then accruing on such Mortgage Loan and (B) on a principal amount equal to the Stated Principal Balance of such Mortgage Loan as of the close of business on the Distribution Date during such calendar month, plus (iii) any amounts previously withdrawn from the Collection Account in respect of such Mortgage Loan pursuant to Section 3.11(a)(ix) and Section 3.16(b), minus (iv) the proceeds, if any, received in respect of such Mortgage Loan prior to the date such Final Recovery Determination was made, net of amounts that are payable therefrom to the Servicer with respect to such Mortgage Loan pursuant to Section 3.11(a)(iii).
 
With respect to any REO Property as to which a Final Recovery Determination has been made an amount (not less than zero) equal to (i) the unpaid principal balance of the related Mortgage Loan as of the date of acquisition of such REO Property on behalf of any REMIC, plus (ii) accrued interest from the Due Date as to which interest was last paid by the Mortgagor in respect of the related Mortgage Loan through the end of the calendar month immediately preceding the calendar month in which such REO Property was acquired, calculated in the case of each calendar month during such period (A) at an annual rate equal to the annual rate at which interest was then accruing on the related Mortgage Loan and (B) on a principal amount equal to the Stated Principal Balance of the related Mortgage Loan as of the close of business on the Distribution Date during such calendar month, plus (iii) REO Imputed Interest for such REO Property for each calendar month commencing with the calendar month in which such REO Property was acquired and ending with the calendar month that occurs during the Prepayment Period in which such Final Recovery Determination was made, plus (iv) any amounts previously withdrawn from the Collection Account in respect of the related Mortgage Loan pursuant to Section 3.11(a)(ix) and Section 3.16(b), minus (v) the aggregate of all Servicing Advances made by the Servicer in respect of such REO Property or the related Mortgage Loan (without duplication of amounts netted out of the rental income, Insurance Proceeds and Liquidation Proceeds described in clause (vi) below) and any unpaid Servicing Fees for which the Servicer has been or, in connection with such Final Recovery Determination, will be reimbursed pursuant to Section 3.11(a)(iii) or Section 3.23 out of rental income, Insurance Proceeds and Liquidation Proceeds received in respect of such REO Property, minus (vi) the total of all net rental income, Insurance Proceeds and Liquidation Proceeds received in respect of such REO Property that has been, or in connection with such Final Recovery Determination, will be transferred to the Distribution Account pursuant to Section 3.23.
 
With respect to each Mortgage Loan which has become the subject of a Deficient Valuation, the difference between the principal balance of the Mortgage Loan outstanding immediately prior to such Deficient Valuation and the principal balance of the Mortgage Loan as reduced by the Deficient Valuation.
 
With respect to each Mortgage Loan which has become the subject of a Debt Service Reduction, the portion, if any, of the reduction in each affected Monthly Payment attributable to a reduction in the Mortgage Rate imposed by a court of competent jurisdiction. Each such Realized Loss shall be deemed to have been incurred on the Due Date for each affected Monthly Payment.
 
“Record Date”: With respect to each Distribution Date and any Floating Rate Certificate so long as such Floating Rate Certificates is a Book-Entry Certificate, the Business Day immediately preceding such Distribution Date. With respect to each Distribution Date and any other Certificates, including any Definitive Certificates, the last Business Day of the month immediately preceding the month in which such Distribution Date occurs.
 
“Refinanced Mortgage Loan”: A Mortgage Loan the proceeds of which were not used to purchase the related Mortgaged Property.
 
“Regular Certificate”: Any Class A Certificate, Mezzanine Certificate, Class CE Certificate or Class P Certificate.
 
“Regular Interest”: A “regular interest” in a REMIC within the meaning of Section 860G(a)(1) of the Code.
 
“Relief Act”: The Servicemembers Civil Relief Act, or any state law providing for similar relief.
 
“Relief Act Interest Shortfall”: With respect to any Distribution Date and any Mortgage Loan, any reduction in the amount of interest collectible on such Mortgage Loan for the most recently ended calendar month as a result of the application of the Relief Act.
 
“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 related thereto as from time to time are subject to this Agreement, together with the Mortgage Files relating thereto, and together with all collections thereon and proceeds thereof; (ii) any REO Property, together with all collections thereon and proceeds thereof; (iii) the Trustee’s rights with respect to the Mortgage Loans under all insurance policies required to be maintained pursuant to this Agreement and any proceeds thereof; (iv) the Depositor’s rights under the Assignment Agreement (including any security interest created thereby); and (v) the Collection Account (other than any amounts representing the Servicer Prepayment Charge Payment Amount), the Distribution Account (other than any amounts representing the Servicer Prepayment Charge Payment Amount) and any REO Account, and such assets that are deposited therein from time to time and any investments thereof, together with any and all income, proceeds and payments with respect thereto. Notwithstanding the foregoing, however, REMIC I specifically excludes all payments and other collections of principal and interest due on the Mortgage Loans on or before the Cut-off Date, all Prepayment Charges payable in connection with Principal Prepayments on the Mortgage Loans made before the Cut-off Date, the Net WAC Rate Carryover Reserve Account, the Cap Contract, the Cap Account, the Cap Administration Agreement, the Interest Rate Swap Agreement, the Swap Account, the Supplemental Interest Trust and Servicer Prepayment Charge Payment Amounts.
 
“REMIC I Group I Regular Interests”: REMIC I Regular Interest I and REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-35-B as designated in the Preliminary Statement hereto.
 
“REMIC I Group II Regular Interests”: REMIC I Regluar Interest II and REMIC I Regular Interest II-1-A through REMIC II Regular Interest II-35-B as designated in the Preliminary Statement hereto.
 
“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 Remittance Rate”: With respect to REMIC I Regular Interest I, a per annum rate equal to the weighted average of the Expense Adjusted Mortgage Rate of the Group I Mortgage Loans. With respect to each REMIC I Group I Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Expense Adjusted Mortgage Rate of the Group I Mortgage Loans multiplied by 2, subject to a maximum rate of 10.300%. With respect to each REMIC I Group I Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Expense Adjusted Mortgage Rate of the Group I Mortgage Loans over (ii) 10.300% and (y) 0.00%. With respect to REMIC I Regular Interest II, a per annum rate equal to the weighted average of the Expense Adjusted Mortgage Rate of the Group II Mortgage Loans. With respect to each REMIC I Group II Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Expense Adjusted Mortgage Rate of the Group II Mortgage Loans multiplied by 2, subject to a maximum rate of 10.300%. With respect to each REMIC I Group II Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Expense Adjusted Mortgage Rate of the Group II Mortgage Loans over (ii) 10.300% and (y) 0.00%.
 
“REMIC II”: The segregated pool of assets consisting of all of the REMIC I Regular Interests conveyed in trust to the Trustee, for the benefit of the REMIC II Regular Interests pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC II Interest Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to (a) the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) the REMIC II Remittance Rate for REMIC II Regular Interest LTAA minus the Marker Rate, divided by (b) 12.
 
“REMIC II Marker Allocation Percentage”: 50% of any amount payable or loss attributable from the Mortgage Loans, which shall be allocated to REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11, REMIC II Regular Interest LTZZ and REMIC II Regular Interest LTP.
 
“REMIC II Overcollateralized Amount”: With respect to any date of determination, (i) 0.50% of the aggregate Uncertificated Balance of the REMIC II Regular Interests (other than REMIC II Regular Interest LTP) minus (ii) the aggregate Uncertificated Balance of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTM11, in each case as of such date of determination.
 
“REMIC II Principal Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to the product of (i) 50% of the aggregate Stated Principal Balance of the Mortgage Loans and REO Properties then outstanding and (ii) 1 minus a fraction, the numerator of which is two times the aggregate Uncertificated Balance of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11 and the denominator of which is the aggregate Uncertificated Balance of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11 and REMIC II Regular Interest LTZZ.
 
“REMIC II Regular Interest”: Any of the separate non-certificated beneficial ownership interests in REMIC II issued hereunder and designated as a “regular interest” in REMIC I. Each REMIC II Regular Interest shall accrue interest at the related REMIC II Remittance Rate in effect from time to time or shall otherwise be entitled to interest as set forth herein, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Balance as set forth in the Preliminary Statement hereto. The REMIC II Regular Interests are set forth in the Preliminary Statement hereto.
 
“REMIC II Remittance Rate”: With respect to REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11, REMIC II Regular Interest LTZZ, REMIC II Regular Interest LTP, REMIC II Regular Interest LT1SUB, REMIC II Regular Interest LT2SUB and REMIC II Regular Interest LTXX, a per annum rate (but not less than zero) equal to the weighted average of: (w) with respect to REMIC I Regular Interest I and REMIC I Regular Interest II, the REMIC I Remittance Rate for each such REMIC I Regular Interest for each such Distribution Date, (x) with respect to each REMIC I Regular Interest ending with the designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balances of such REMIC I Regular Interests for each such Distribution Date and (y) with respect to REMIC I Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for each such REMIC I Regular Interest listed below, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date:

Distribution Date
REMIC I Regular Interest
Rate
1st through
I-1-A through I-35-A
REMIC I Remittance Rate
25th
II-1-A through II-35-A
REMIC I Remittance Rate
26
I-2-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-2-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate REMIC I Remittance Rate
 
I-1-A
REMIC I Remittance Rate
 
II-1-A
REMIC I Remittance Rate
27
I-3-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-3-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A and I-2-A
REMIC I Remittance Rate
 
II-1-A and II-2-A
REMIC I Remittance Rate
28
I-4-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-4-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-3-A
REMIC I Remittance Rate
 
II-1-A through II-3-A
REMIC I Remittance Rate
29
I-5-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-5-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-4-A
REMIC I Remittance Rate
 
II-1-A through II-4-A
REMIC I Remittance Rate
30
I-6-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-6-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-5-A
REMIC I Remittance Rate
 
II-1-A through II-5-A
REMIC I Remittance Rate
31
I-7-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-7-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-6-A
REMIC I Remittance Rate
 
II-1-A through II-6-A
REMIC I Remittance Rate
32
I-8-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-8-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-7-A
REMIC I Remittance Rate
 
II-1-A through II-7-A
REMIC I Remittance Rate
33
I-9-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-9-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-8-A
REMIC I Remittance Rate
 
II-1-A through II-8-A
REMIC I Remittance Rate
34
I-10-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-10-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-9-A
REMIC I Remittance Rate
 
II-1-A through II-9-A
REMIC I Remittance Rate
35
I-11-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-11-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-10-A
REMIC I Remittance Rate
 
II-1-A through II-10-A
REMIC I Remittance Rate
36
I-12-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-12-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-11-A
REMIC I Remittance Rate
 
II-1-A through II-11-A
REMIC I Remittance Rate
37th through 39th
I-13-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-13-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-12-A
REMIC I Remittance Rate
 
II-1-A through II-12-A
REMIC I Remittance Rate
40
I-14-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-14-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-13-A
REMIC I Remittance Rate
 
II-1-A through II-13-A
REMIC I Remittance Rate
41
I-15-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-15-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-14-A
REMIC I Remittance Rate
 
II-1-A through II-14-A
REMIC I Remittance Rate
42
I-16-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-16-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-15-A
REMIC I Remittance Rate
 
II-1-A through II-15-A
REMIC I Remittance Rate
43
I-17-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-17-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-16-A
REMIC I Remittance Rate
 
II-1-A through II-16-A
REMIC I Remittance Rate
44
I-18-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-18-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-17-A
REMIC I Remittance Rate
 
II-1-A through II-17-A
REMIC I Remittance Rate
45
I-19-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-19-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-18-A
REMIC I Remittance Rate
 
II-1-A through II-18-A
REMIC I Remittance Rate
46
I-20-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-20-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-19-A
REMIC I Remittance Rate
 
II-1-A through II-19-A
REMIC I Remittance Rate
47
I-21-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-21-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-20-A
REMIC I Remittance Rate
 
II-1-A through II-20-A
REMIC I Remittance Rate
48
I-22-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-22-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-21-A
REMIC I Remittance Rate
 
II-1-A through II-21-A
REMIC I Remittance Rate
49
I-23-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-23-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-22-A
REMIC I Remittance Rate
 
II-1-A through II-22-A
REMIC I Remittance Rate
50
I-24-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-24-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-23-A
REMIC I Remittance Rate
 
II-1-A through II-23-A
REMIC I Remittance Rate
51
I-25-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-25-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-24-A
REMIC I Remittance Rate
 
II-1-A through II-24-A
REMIC I Remittance Rate
52
I-26-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-26-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-25-A
REMIC I Remittance Rate
 
II-1-A through II-25-A
REMIC I Remittance Rate
53
I-27-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-27-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-26-A
REMIC I Remittance Rate
 
II-1-A through II-26-A
REMIC I Remittance Rate
54
I-28-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-28-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-27-A
REMIC I Remittance Rate
 
II-1-A through II-27-A
REMIC I Remittance Rate
55
I-29-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-29-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-28-A
REMIC I Remittance Rate
 
II-1-A through II-28-A
REMIC I Remittance Rate
56
I-30-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-30-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-29-A
REMIC I Remittance Rate
 
II-1-A through II-29-A
REMIC I Remittance Rate
57
I-31-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-31-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-30-A
REMIC I Remittance Rate
 
II-1-A through II-30-A
REMIC I Remittance Rate
58
I-32-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-32-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-31-A
REMIC I Remittance Rate
 
II-1-A through II-31-A
REMIC I Remittance Rate
59
I-33-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-33-A through II-25-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-32-A
REMIC I Remittance Rate
 
II-1-A through II-32-A
REMIC I Remittance Rate
60
I-34-A and I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-34-A and II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-33-A
REMIC I Remittance Rate
 
II-1-A through II-33-A
REMIC I Remittance Rate
61
I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-34-A
REMIC I Remittance Rate
 
II-1-A through II-34-A
REMIC I Remittance Rate
thereafter
I-1-A through I-35-A
REMIC I Remittance Rate
 
II-1-A through II-35-A
REMIC I Remittance Rate

With respect to REMIC II Regular Interest LT1GRP, a per annum rate (but not less than zero) equal to the weighted average of: (w) with respect to REMIC I Regular Interest I, the REMIC I Remittance Rate for such REMIC I Regular Interest for each such Distribution Date, (x) with respect to REMIC I Group I Regular Interests ending with the designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date and (y) with respect to REMIC I Group I Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for such REMIC I Regular Interests listed below, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date:
 
Distribution Date
REMIC I Regular Interest
Rate
1st through
I-1-A through I-24-A
REMIC I Remittance Rate
25th
   
26
I-2-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A
REMIC I Remittance Rate
     
27
I-3-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A and I-2-A
REMIC I Remittance Rate
     
28
I-4-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-3-A
REMIC I Remittance Rate
     
29
I-5-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-4-A
REMIC I Remittance Rate
     
30
I-6-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-5-A
REMIC I Remittance Rate
     
31
I-7-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-6-A
REMIC I Remittance Rate
     
32
I-8-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-7-A
REMIC I Remittance Rate
     
33
I-9-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-8-A
REMIC I Remittance Rate
     
34
I-10-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-9-A
REMIC I Remittance Rate
     
35
I-11-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-10-A
REMIC I Remittance Rate
     
36
I-12-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-11-A
REMIC I Remittance Rate
     
37th through 39th
I-13-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-12-A
REMIC I Remittance Rate
     
40
I-14-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-13-A
REMIC I Remittance Rate
     
41
I-15-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-14-A
REMIC I Remittance Rate
     
42
I-16-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-15-A
REMIC I Remittance Rate
     
43
I-17-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-16-A
REMIC I Remittance Rate
     
44
I-18-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-17-A
REMIC I Remittance Rate
     
45
I-19-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-18-A
REMIC I Remittance Rate
     
46
I-20-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-19-A
REMIC I Remittance Rate
     
47
I-21-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-20-A
REMIC I Remittance Rate
     
48
I-22-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-21-A
REMIC I Remittance Rate
     
49
I-23-A and I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-22-A
REMIC I Remittance Rate
     
50
I-24-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-23-A
REMIC I Remittance Rate
     
51
I-25-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-24-A
REMIC I Remittance Rate
     
52
I-26-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-25-A
REMIC I Remittance Rate
     
53
I-27-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-26-A
REMIC I Remittance Rate
     
54
I-28-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-27-A
REMIC I Remittance Rate
     
55
I-29-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-28-A
REMIC I Remittance Rate
     
56
I-30-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-29-A
REMIC I Remittance Rate
     
57
I-31-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-30-A
REMIC I Remittance Rate
     
58
I-32-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-31-A
REMIC I Remittance Rate
     
59
I-33-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-32-A
REMIC I Remittance Rate
     
60
I-34-A through I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-33-A
REMIC I Remittance Rate
     
61
I-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
I-1-A through I-34-A
REMIC I Remittance Rate
thereafter
I-1-A through I-35-A
REMIC I Remittance Rate

With respect to REMIC II Regular Interest LT2GRP, a per annum rate (but not less than zero) equal to the weighted average of: (w) with respect to REMIC I Regular Interest II, the REMIC I Remittance Rate for such REMIC I Regular Interest for each such Distribution Date, (x) with respect to REMIC I Group II Regular Interests ending with the designation “B”, the weighted average of the REMIC I Remittance Rates for such REMIC I Regular Interests, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date and (y) with respect to REMIC I Group II Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for such REMIC I Regular Interests listed below, weighted on the basis of the Uncertificated Balances of each such REMIC I Regular Interest for each such Distribution Date:
 
Distribution Date
REMIC I Regular Interest
Rate
1st through
II-1-A through II-24-A
REMIC I Remittance Rate
25th
   
26
II-2-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A
REMIC I Remittance Rate
     
27
II-3-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A and II-2-A
REMIC I Remittance Rate
     
28
II-4-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-3-A
REMIC I Remittance Rate
     
29
II-5-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-4-A
REMIC I Remittance Rate
     
30
II-6-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-5-A
REMIC I Remittance Rate
     
31
II-7-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-6-A
REMIC I Remittance Rate
     
32
II-8-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-7-A
REMIC I Remittance Rate
     
33
II-9-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-8-A
REMIC I Remittance Rate
     
34
II-10-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-9-A
REMIC I Remittance Rate
     
35
II-11-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-10-A
REMIC I Remittance Rate
     
36
II-12-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-11-A
REMIC I Remittance Rate
     
37th through 39th
II-13-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-12-A
REMIC I Remittance Rate
     
40
II-14-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-13-A
REMIC I Remittance Rate
     
41
II-15-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-14-A
REMIC I Remittance Rate
     
42
II-16-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-15-A
REMIC I Remittance Rate
     
43
II-17-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-16-A
REMIC I Remittance Rate
     
44
II-18-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-17-A
REMIC I Remittance Rate
     
45
II-19-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-18-A
REMIC I Remittance Rate
     
46
II-20-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-19-A
REMIC I Remittance Rate
     
47
II-21-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-20-A
REMIC I Remittance Rate
     
48
II-22-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-21-A
REMIC I Remittance Rate
     
49
II-23-A and II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-22-A
REMIC I Remittance Rate
     
50
II-24-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-23-A
REMIC I Remittance Rate
     
51
II-25-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-24-A
REMIC I Remittance Rate
     
52
II-26-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-25-A
REMIC I Remittance Rate
     
53
II-27-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-26-A
REMIC I Remittance Rate
     
54
II-28-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-27-A
REMIC I Remittance Rate
     
55
II-29-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-28-A
REMIC I Remittance Rate
     
56
II-30-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-29-A
REMIC I Remittance Rate
     
57
II-31-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-30-A
REMIC I Remittance Rate
     
58
II-32-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-31-A
REMIC I Remittance Rate
     
59
II-33-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-34-A
REMIC I Remittance Rate
     
60
II-34-A through II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-33-A
REMIC I Remittance Rate
     
61
II-35-A
2 multiplied by Swap LIBOR, subject to a maximum rate of REMIC I Remittance Rate
 
II-1-A through II-34-A
REMIC I Remittance Rate
thereafter
II-1-A through II-35-A
REMIC I Remittance Rate

With respect to REMIC II Regular Interest LTIO, and (i) the first Distribution Date through the 24nd Distribution Date, the excess of (x) the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests ending with the designation “A”, over (y) the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests ending with the designation “A” and (ii) the 25th Distribution Date through the 61st Distribution Date, the excess of (x) the weighted average of the REMIC I Remittance Rates for REMIC I Regular Interests ending with the designation “A”, over (y) 2 multiplied by Swap LIBOR and (iii) thereafter, 0.00%.
 
“REMIC II Required Overcollateralized Amount”: 0.50% of the Overcollateralization Target Amount.
 
“REMIC II Sub WAC Allocation Percentage”: 50% of any amount payable from or loss attributable to the Mortgage Loans, which shall be allocated to REMIC II Regular Interest LT1SUB, REMIC II Regular Interest LT1GRP, REMIC II Regular Interest LT2SUB, REMIC II Regular Interest LT2GRP and REMIC II Regular Interest LTXX.
 
“REMIC II Subordinated Balance Ratio”: The ratio between the Uncertificated Balances of each REMIC II Regular Interest ending with the designation “SUB,” equal to the ratio between, with respect to each such REMIC II Regular Interest, the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Certificate Principal Balance of Class A Certificates in the related Loan Group.
 
“REMIC III”: The segregated pool of assets consisting of all of the REMIC II Regular Interests conveyed in trust to the Trustee, for the benefit of the Class A Certificates, the Mezzanine Certificates, the Class CE Interest, the Class P Interest, the Class IO Interest and the Class R-III Interest and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC IV”: The segregated pool of assets consisting of all of the Class CE Interest conveyed in trust to the Trust Administrator, for the benefit of the Class CE Certificates, and the Class R-IV Interest and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC V”: The segregated pool of assets consisting of all of the Class P Interest conveyed in trust to the Trust Administrator, for the benefit of the Class P Certificates, and the Class R-V Interest and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC VI”: The segregated pool of assets consisting of all of the Class IO Interest conveyed in trust to the Trust Administrator, for the benefit of REMIC VI Regular Interest SWAP IO, and the Class R-VI Interest and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC Provisions”: Provisions of the federal income tax law relating to real estate mortgage investment conduits, which appear at Section 860A through 860G of the Code, and related provisions, and proposed, temporary and final regulations and published rulings, notices and announcements promulgated thereunder, as the foregoing may be in effect from time to time.
 
“REMIC Regular Interests”: The REMIC I Regular Interests, the Class CE Interest, the Class P Interest and the Class IO Interest.
 
“Remittance Report”: A report in form and substance acceptable to the Trust Administrator and the Servicer in an electronic data file or tape prepared by the Servicer pursuant to Section 4.03 with such additions, deletions and modifications as agreed to by the Trust Administrator and the Servicer.
 
“Rents from Real Property”: With respect to any REO Property, gross income of the character described in Section 856(d) of the Code as being included in the term “rents from real property.”
 
“REO Account”: The account or accounts maintained by the Servicer in respect of an REO Property pursuant to Section 3.23.
 
“REO Disposition”: The sale or other disposition of an REO Property on behalf of any Trust REMIC.
 
“REO Imputed Interest”: As to any REO Property, for any calendar month during which such REO Property was at any time part of REMIC I, one month’s interest at the applicable Mortgage Loan Remittance Rate on the Stated Principal Balance of such REO Property (or, in the case of the first such calendar month, of the related Mortgage Loan if appropriate) as of the close of business on the Distribution Date in such calendar month.
 
“REO Property”: A Mortgaged Property acquired by the Servicer on behalf of the Trust Fund through foreclosure or deed-in-lieu of foreclosure, as described in Section 3.23.
 
“Request for Release”: A release signed by a Servicing Officer, in the form of Exhibit E attached hereto.
 
“Residential Dwelling”: Any one of the following: (i) an attached or detached one- family dwelling, (ii) a detached two- to four-family dwelling, (iii) a one-family dwelling unit in a Fannie Mae eligible condominium project, or (iv) a detached one-family dwelling in a planned unit development, none of which is a co-operative, mobile or manufactured home (as defined in 42 United States Code, Section 5402(6)).
 
“Residual Certificates”: The Class R Certificates and the Class R-X Certificates.
 
“Residual Interest”: The sole class of “residual interests” in a REMIC within the meaning of Section 860G(a)(2) of the Code.
 
“Responsible Officer”: When used with respect to the Trust Administrator, the President, any vice president, any assistant vice president, the Secretary, any assistant secretary, the Treasurer, any assistant treasurer, any trust officer or assistant trust officer, the Controller and any assistant controller or any other officer thereof customarily performing functions similar to those performed by any of the above designated officers and, with respect to a particular matter relating to this Agreement, to whom such matter is referred because of such officer’s knowledge of and familiarity with the particular subject. When used with respect to the Trustee, any officer of the Trustee with direct responsibility for the administration of this Agreement and, with respect to a particular matter relating to this Agreement, to whom such matter is referred because of such officer’s knowledge of and familiarity with the particular subject.
 
“Responsible Party”: NC Capital Corporation, a California corporation, or its successor in interest.
 
“S&P” Standard & Poor’s Ratings Services, a division of the McGraw-Hill Companies, Inc., or its successors in interest.
 
“Scheduled Principal Balance”: With respect to any Mortgage Loan: (a) as of the Cut-off Date, the outstanding principal balance of such Mortgage Loan as of such date, net of the principal portion of all unpaid Monthly Payments, if any, due on or before such date; (b) as of any Due Date subsequent to the Cut-off Date up to and including the Due Date in the calendar month in which a Liquidation Event occurs with respect to such Mortgage Loan, the Scheduled Principal Balance of such Mortgage Loan as of the Cut-off Date, minus the sum of (i) the principal portion of each Monthly Payment due on or before such Due Date but subsequent to the Cut-off Date, whether or not received, (ii) all Principal Prepayments received before such Due Date but after the Cut-off Date, (iii) the principal portion of all Liquidation Proceeds and Insurance Proceeds received before such Due Date but after the Cut-off Date, net of any portion thereof that represents principal due (without regard to any acceleration of payments under the related Mortgage and Mortgage Note) on a Due Date occurring on or before the date on which such proceeds were received and (iv) any Realized Loss incurred with respect thereto as a result of a Deficient Valuation occurring before such Due Date, but only to the extent such Realized Loss represents a reduction in the portion of principal of such Mortgage Loan not yet due (without regard to any acceleration of payments under the related Mortgage and Mortgage Note) as of the date of such Deficient Valuation; and (c) as of any Due Date subsequent to the occurrence of a Liquidation Event with respect to such Mortgage Loan, zero. With respect to any REO Property: (a) as of any Due Date subsequent to the date of its acquisition on behalf of the Trust Fund up to and including the Due Date in the calendar month in which a Liquidation Event occurs with respect to such REO Property, an amount (not less than zero) equal to the Scheduled Principal Balance of the related Mortgage Loan as of the Due Date in the calendar month in which such REO Property was acquired minus the principal portion of each Monthly Payment that would have become due on such related Mortgage Loan after such REO Property was acquired if such Mortgage Loan had not been converted to an REO Property; and (b) as of any Due Date subsequent to the occurrence of a Liquidation Event with respect to such REO Property, zero.
 
“Senior Enhancement Percentage”: For any Distribution Date, the percentage equivalent of a fraction, the numerator of which is the sum of the aggregate Certificate Principal Balance of the Mezzanine, Class CE and Class P Certificates, calculated after taking into account distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Certificates then entitled to distributions of principal on such Distribution Date, and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period).
 
“Senior Interest Distribution Amount”: With respect to any Distribution Date and each Class of Class A Certificates, an amount equal to the sum of (i) the Interest Distribution Amount for such Distribution Date and (ii) the Interest Carry Forward Amount, if any, for such Distribution Date.
 
“Senior Principal Distribution Amount”: With respect to any Distribution Date, an amount equal to the sum of (i) the Group I Senior Principal Distribution Amount and (ii) the Group II Senior Principal Distribution Amount.
 
“Servicer”: From and after the Servicing Transfer Date, Wells Fargo Bank, N.A. or any successor Servicer appointed as herein provided, each in its capacity as a Servicer hereunder. Prior to the Servicing Transfer Date, the “Servicer” shall mean New Century Mortgage Corporation.
 
“Servicer Event of Default”: One or more of the events described in Section 7.01.
 
“Servicer Prepayment Charge Payment Amount”: The amounts payable by the Servicer in respect of any waived Prepayment Charges pursuant to Section 3.01.
 
“Servicer Remittance Date”: With respect to any Distribution Date, the 18th day of the calendar month in which such Distribution Date occurs or, if such 18th day is not a Business Day, the Business Day immediately following.
 
“Servicing Account”: The account or accounts created and maintained pursuant to Section 3.09.
 
“Servicing Advances”: The reasonable “out-of-pocket” costs and expenses incurred by the Servicer in connection with a default, delinquency or other unanticipated event by the Servicer in the performance of its servicing obligations, including, but not limited to, the cost of (i) the preservation, restoration and protection of a Mortgaged Property, (ii) any enforcement or judicial proceedings, including foreclosures, in respect of a particular Mortgage Loan, including any expenses incurred in relation to any such proceedings that result from the Mortgage Loan being registered on the MERS System, (iii) the management (including reasonable fees in connection therewith) and liquidation of any REO Property, (iv) the performance of its obligations under Section 3.01, Section 3.09, Section 3.13, Section 3.14, Section 3.16 and Section 3.23. Servicing Advances shall also include any reasonable “out-of-pocket” costs and expenses (including legal fees) incurred by the Servicer in connection with executing and recording instruments of satisfaction, deeds of reconveyance or Assignments of Mortgage in connection with any foreclosure in respect of any Mortgage Loan to the extent not recovered from the related Mortgagor or otherwise payable under this Agreement.The Servicer shall not be required to make any Servicing Advance in respect of a Mortgage Loan or REO Property that, in the good faith business judgment of the Servicer, would not be ultimately recoverable from related Insurance Proceeds or Liquidation Proceeds on such Mortgage Loan or REO Property as provided herein. The Servicer shall not be required to make any Servicing Advance that would be a Nonrecoverable Advance.
 
“Servicing Fee”: With respect to each Mortgage Loan, the amount of the annual fee paid to the Servicer, which shall, for a period of one full month, be equal to one-twelfth of the product of (a) the Servicing Fee Rate (without regard to the words "per annum") and (b) the outstanding principal balance of such Mortgage Loan. Such fee shall be payable monthly, computed on the basis of the same principal amount and period respecting which any related interest payment on a Mortgage Loan is received. The obligation for payment of the Servicing Fee is limited to, and the Servicing Fee is payable solely from, the interest portion (including recoveries with respect to interest from Liquidation Proceeds) of such Monthly Payment collected by the Servicer, or as otherwise provided under Section 3.11.
 
“Servicing Fee Rate”: With respect to each Mortgage Loan, the rate of 0.50% per annum.
 
“Servicing Officer”: Any employee of the Servicer involved in, or responsible for, the administration and servicing of the Mortgage Loans, whose name appear on a list of Servicing Officers furnished by the Servicer to the Trustee, the Trust Administrator and the Depositor on the Closing Date, as such list may from time to time be amended.
 
“Servicing Transfer Date”: November 1, 2006.
 
“Significance Percentage”: With respect to the Cap Contract, the percentage equivalent of a fraction, the numerator of which is (I) the present value (such calculation of present value using the two-year swaps rate made available at Bloomberg Financial Markets, L.P.) of the aggregate amount payable under the Cap Contract (assuming that one-month LIBOR for each remaining Calculation Period (as defined in the Cap Contract) beginning with the Calculation Period immediately following the related Distribution Date is equal to the sum of (a) the one-month LIBOR rate for each remaining Calculation Period made available at Bloomberg Financial Markets, L.P. by taking the following steps: (1) typing in the following keystrokes: fwcv <go>, us <go>, 3 <go>; (2) the Forwards shall be set to “1-Mo”; (3) the Intervals shall be set to “1-Mo”; and (4) the Points shall be set to equal the remaining term of the Cap Contract in months and the Trust Administrator shall click <go> (provided that the Depositor shall notify the Trust Administrator in writing of any changes to such keystrokes), (b) the percentage equivalent of a fraction, the numerator of which is 2.00% and the denominator of which is the initial number of Distribution Dates on which the Trust Administrator is entitled to receive payments under the Cap Contract (the “Add-On Amount”) and (c) the Add-On Amount for each previous period) and the denominator of which is (II) the aggregate Certificate Principal Balance of the Floating Rate Certificates on such Distribution Date (after giving effect to all distributions on such Distribution Date).
 
With respect to the Interet Rate Swap Agreement, the percentage equivalent of a fraction, the numerator of which is (I) the present value (such calculation of present value using the two-year swaps rate made available at Bloomberg Financial Markets, L.P.) of the aggregate amount payable under the Interest Rate Swap Agreement (assuming that one-month LIBOR for each remaining Calculation Period (as defined in the Interest Rate Swap Agreement) beginning with the Calculation Period immediately following the related Distribution Date is equal to the sum of (a) the one-month LIBOR rate for each remaining Calculation Period made available at Bloomberg Financial Markets, L.P. by taking the following steps: (1) typing in the following keystrokes: fwcv <go>, us <go>, 3 <go>; (2) the Forwards shall be set to “1-Mo”; (3) the Intervals shall be set to “1-Mo”; and (4) the Points shall be set to equal the remaining term of the Interest Rate Swap Agreement in months and the Trust Administrator shall click <go> (provided that the Depositor shall notify the Trust Administrator in writing of any changes to such keystrokes), (b) the percentage equivalent of a fraction, the numerator of which is 2.00% and the denominator of which is the initial number of Distribution Dates on which the Trust Administrator is entitled to receive payments under the Interest Rate Swap Agreement (the “Add-On Amount”) and (c) the Add-On Amount for each previous period) and the denominator of which is (II) the aggregate Certificate Principal Balance of the Floating Rate Certificates on such Distribution Date (after giving effect to all distributions on such Distribution Date).
 
“Single Certificate”: With respect to any Class of Certificates (other than the Residual Certificates), a hypothetical Certificate of such Class evidencing a Percentage Interest for such Class corresponding to an initial Certificate Principal Balance or Notional Amount of $1,000. With respect to the Class P and the Residual Certificates, a hypothetical Certificate of such Class evidencing a 20% Percentage Interest in such Class.
 
“Sponsor”: Citigroup Global Markets Realty Corp. or its successor in interest.
 
“Startup Day”: With respect to any Trust REMIC, the day designated as such pursuant to Section 10.01(b) hereof.
 
“Stated Principal Balance”: With respect to any Mortgage Loan: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, the Scheduled Principal Balance of such Mortgage Loan as of the Cut-off Date, as shown in the Mortgage Loan Schedule, minus the sum of (i) the principal portion of each Monthly Payment due on a Due Date subsequent to the Cut-off Date, to the extent received from the Mortgagor or advanced by the Servicer and distributed pursuant to Section 4.01 on or before such date of determination, (ii) all Principal Prepayments received after the Cut-off Date, to the extent distributed pursuant to Section 4.01 on or before such date of determination, (iii) all Liquidation Proceeds and Insurance Proceeds applied by the Servicer as recoveries of principal in accordance with the provisions of Section 3.16, to the extent distributed pursuant to Section 4.01 on or before such date of determination, and (iv) any Realized Loss incurred with respect thereto as a result of a Deficient Valuation made during or prior to the Prepayment Period for the most recent Distribution Date coinciding with or preceding such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, zero. With respect to any REO Property: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, an amount (not less than zero) equal to the Stated Principal Balance of the related Mortgage Loan as of the date on which such REO Property was acquired on behalf of the Trust Fund, minus, the principal portion of Monthly Payments that would have become due on such related Mortgage Loan after such REO Property was acquired if such Mortgage Loan had not been converted to an REO Property, to the extent advanced by the Servicer and distributed pursuant to Section 4.01 on or before such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, zero.
 
“Stayed Funds”: If the Servicer is the subject of a proceeding under the federal Bankruptcy Code and the making of any payment required to be made under the terms of the Certificates and this Agreement is prohibited by Section 362 of the federal Bankruptcy Code, funds which are in the custody of the Servicer, a trustee in bankruptcy or a federal bankruptcy court and should have been the subject of such Remittance absent such prohibition.
 
“Stepdown Date”: The earlier to occur of (i) the first Distribution Date on which the aggregate Certificate Principal Balance of the Class A Certificates has been reduced to zero and (ii) the later to occur of (a) the Distribution Date occurring in October 2009 and (b) the first Distribution Date on which the Senior Enhancement Percentage (calculated for this purpose only after taking into account distributions of principal on the Mortgage Loans but prior to any distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Certificates then entitled to distributions of principal on such Distribution Date) is equal to or greater than 44.30%.
 
“Sub-Servicer”: Any Person with which any Servicer has entered into a Sub- Servicing Agreement and which meets the qualifications of a Sub-Servicer pursuant to Section 3.02.
 
“Sub-Servicing Account”: An account established by a Sub-Servicer which meets the requirements set forth in Section 3.08 and is otherwise acceptable to the Servicer.
 
“Sub-Servicing Agreement”: The written contract between the Servicer and a Sub-Servicer relating to servicing and administration of certain Mortgage Loans as provided in Section 3.02.
 
“Subsequent Recoveries”: As of any Distribution Date, amounts received by the Trust Fund (net of any related expenses permitted to be reimbursed to the related Sub-Servicer or the Servicer from such amounts under the related Sub-Servicing Agreement or hereunder) specifically related to a Mortgage Loan that was the subject of a liquidation or an REO Disposition prior to the related Prepayment Period that resulted in a Realized Loss.
 
“Substitution Shortfall Amount”: As defined in Section 2.03(d) hereof.
 
“Supplemental Interest Trust”: As defined in Section 4.09.
 
“Supplmental Interst Trust Trustee”: Citibank, N.A., a national banking association, not in its individual capacity but solely in its capacity as Supplemental Interest Trust Trustee, and any successor thereto.
 
“Swap Account”: The account or accounts created and maintained pursuant to Section 4.09. The Swap Account must be an Eligible Account.
 
“Swap Expense Fee Rate”: With respect to each Distribution Date, an amount, expressed as a per annum rate, equal to the product of 12 and a fraction, the numerator of which is the sum of any Net Swap Payment and any Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) owed to the Swap Provider for such Distribution Date and the denominator of which is the outstanding Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period)
 
“Swap Interest Shortfall Amount”: Any shortfall of interest with respect to any Class of Certificates resulting from the application of the Net WAC Pass-Through Rate due to a discrepancy between the Uncertificated Notional Amount of REMIC VI Regular Interest SWAP IO and the scheduled notional amount.
 
“Swap LIBOR”: A per annum rate equal to the floating rate payable by the Swap Provider under the Interest Rate Swap Agreement. 
 
“Swap Provider”: Citibank, N.A.
 
“Swap Provider Trigger Event”: A Swap Termination Payment that is triggered upon: (i) an Event of Default under the Interest Rate Swap Agreement with respect to which the Swap Provider is a Defaulting Party (as defined in the Interest Rate Swap Agreement), (ii) a Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party (as defined in the Interest Rate Swap Agreement) or (iii) an Additional Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party.
 
“Swap Termination Payment”: The payment due to either party under the Interest Rate Swap Agreement upon the early termination of the Interest Rate Swap Agreement.
 
“Tax Returns”: The federal income tax return on Internal Revenue Service Form 1066, U.S. Real Estate Mortgage Investment Conduit Income Tax Return, including Schedule Q thereto, Quarterly Notice to Residual Interest Holders of REMIC Taxable Income or Net Loss Allocation, or any successor forms, to be filed on behalf of any Trust REMIC due to its classification as a REMIC under the REMIC Provisions, together with any and all other information reports or returns that may be required to be furnished to the Certificateholders or filed with the Internal Revenue Service or any other governmental taxing authority under any applicable provisions of federal, state or local tax laws.
 
“Telerate Page 3750”: The display designated as page “3750” on the Dow Jones Telerate Capital Markets Report (or such other page as may replace page 3750 on that report for the purpose of displaying London interbank offered rates of major banks).
 
“Termination Price”: As defined in Section 9.01.
 
“Terminator”: As defined in Section 9.01.
 
“Transfer”: Any direct or indirect transfer, sale, pledge, hypothecation, or other form of assignment of any Ownership Interest in a Certificate.
 
“Transferee”: Any Person who is acquiring by Transfer any Ownership Interest in a Certificate.
 
“Transferor”: Any Person who is disposing by Transfer of any Ownership Interest in a Certificate.
 
“Trigger Event”: A Trigger Event is in effect on any Distribution Date on or after the Stepdown Date if:
 
(a) the Delinquency Percentage exceeds 36.12% of the Senior Enhancement Percentage for the prior Distribution Date; or
 
(b) the aggregate amount of Realized Losses incurred since the Cut-off Date through the last day of the related Due Period (reduced by the aggregate amount of Subsequent Recoveries received since the Cut-off Date through the last day of the related Due Period) divided by aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date exceeds the applicable percentages set forth below with respect to such Distribution Date:

Distribution Date Occurring In
Percentage
October 2008 through September 2009
1.30%
October 2009 through September 2010
2.90%
October 2010 through September 2011
4.60%
October 2011 through September 2012
5.90%
October 2012 and thereafter
6.65%

“Trust”: Citigroup Mortgage Loan Trust 2006-NC2.
 
“Trust Administrator”: Citibank, N.A., or its successor in interest, or any successor trust administrator appointed as herein provided.
 
“Trust Fund”: Collectively, all of the assets of each Trust REMIC, the Net WAC Rate Carryover Reserve Account, distributions made to the Trust Administrator by the Cap Administrator under the Cap Administration Agreement, the Cap Account, the Interest Rate Swap Agreement, the Swap Account, Servicer Prepayment Charge Payment Amounts and the other assets conveyed by the Depositor to the Trustee pursuant to Section 2.01.
 
“Trust REMIC”: Any of REMIC I, REMIC II, REMIC III, REMIC IV, REMIC V and REMIC VI.
 
“Trustee”: U.S. Bank National Association, or its successor in interest, or any successor trustee appointed as herein provided.
 
“Uncertificated Balance”: The amount of any REMIC Regular Interest outstanding as of any date of determination. As of the Closing Date, the Uncertificated Balance of each REMIC Regular Interest shall equal the amount set forth in the Preliminary Statement hereto as its initial Uncertificated Balance. On each Distribution Date, the Uncertificated Balance of each REMIC Regular Interest shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.01 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.04. The Uncertificated Balance of REMIC II Regular Interest LTZZ shall be increased by interest deferrals as provided in Section 4.01. With respect to the Class CE 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 II Regular Interests over (B) the then aggregate Certificate Principal Balance of the Floating Rate Certificates and the Class P Certificates then outstanding. The Uncertificated Principal Balance of each REMIC Regular Interest that has an Uncertificated Principal Balance shall never be less than zero.
 
“Uncertificated Interest”: With respect to any REMIC Regular Interest for any Distribution Date, one month’s interest at the related REMIC Remittance Rate applicable to such REMIC Regular Interest for such Distribution Date, accrued on the Uncertificated Balance thereof immediately prior to such Distribution Date. Uncertificated Interest in respect of any REMIC Regular Interest shall accrue on the basis of a 360-day year consisting of twelve 30-day months. Uncertificated Interest with respect to each Distribution Date, as to any REMIC Regular Interest, shall be reduced by an amount equal to the sum of (a) the aggregate Prepayment Interest Shortfall, if any, for such Distribution Date to the extent not covered by payments pursuant to Section 3.24 and (b) the aggregate amount of any Relief Act Interest Shortfall, if any allocated, in each case, to such REMIC Regular Interest pursuant to Section 1.02. In addition, Uncertificated Interest with respect to each Distribution Date, as to any REMIC Regular Interest shall be reduced by Realized Losses, if any, allocated to such REMIC Regular Interest pursuant to Section 1.02 and Section 4.04.
 
“Uninsured Cause”: Any cause of damage to a Mortgaged Property such that the complete restoration of such property is not fully reimbursable by the hazard insurance policies required to be maintained pursuant to Section 3.14.
 
“Uncertificated Notional Amount”: With respect to REMIC II Regular Interest LTIO and each Distribution Date listed below, the aggregate Uncertificated Balance of the REMIC I Regular Interests ending with the designation “A” listed below:

Distribution Date
REMIC I Regular Interests
1st through 25th 
I-1-A through I-35-A and II-1-A through II-35-A
26
I-2-A through I-35-A and II-2-A through II-35-A
27
I-3-A through I-35-A and II-3-A through II-35-A
28
I-4-A through I-35-A and II-4-A through II-35-A
29
I-5-A through I-35-A and II-5-A through II-35-A
30
I-6-A through I-35-A and II-6-A through II-35-A
31
I-7-A through I-35-A and II-7-A through II-35-A
32
I-8-A through I-35-A and II-8-A through II-35-A
33
I-9-A through I-35-A and II-9-A through II-35-A
34
I-10-A through I-35-A and II-10-A through II-35-A
35
I-11-A through I-35-A and II-11-A through II-35-A
36
I-12-A through I-35-A and II-12-A through II-35-A
37-39
I-13-A through I-35-A and II-13-A through II-35-A
40
I-14-A through I-35-A and II-14-A through II-35-A
41
I-15-A through I-35-A and II-15-A through II-35-A
42
I-16-A through I-35-A and II-16-A through II-35-A
43
I-17-A through I-35-A and II-17-A through II-35-A
44
I-18-A through I-35-A and II-18-A through II-35-A
45
I-19-A through I-35-A and II-19-A through II-35-A
46
I-20-A through I-35-A and II-20-A through II-35-A
47
I-21-A through I-35-A and II-21-A through II-35-A
48
I-22-A through I-35-A and II-22-A through II-35-A
49
I-23-A through I-35-A and II-23-A through II-35-A
50
I-24-A through I-35-A and II-24-A through II-35-A
51
I-25-A through I-35-A and II-25-A through II-35-A
52
I-26-A through I-35-A and II-26-A through II-35-A
53
I-27-A through I-35-A and II-27-A through II-35-A
54
I-28-A through I-35-A and II-28-A through II-35-A
55
I-29-A through I-35-A and II-29-A through II-35-A
56
I-30-A through I-35-A and II-30-A through II-35-A
57
I-31-A through I-35-A and II-31-A through II-35-A
58
I-32-A through I-35-A and II-32-A through II-35-A
59
I-33-A through I-35-A and II-33-A through II-35-A
60
I-34-A through I-35-A and II-34-A through II-35-A
61
I-35-A and II-35-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 II Regular Interest LTIO.
 
“United States Person”: A citizen or resident of the United States, a corporation, partnership or other entity created or organized in, or under the laws of, the United States, any State thereof or the District of Columbia (except, in the case of a partnership, to the extent provided in regulations); provided that, for purposes solely of the restrictions on the transfer of the Residual Certificates, no partnership or other entity treated as a partnership for United States federal income tax purposes shall be treated as a United States Person unless all persons that own an interest in such partnership either directly or through any entity that is not a corporation for United States federal income tax purposes are required by the applicable operative agreement to be United States Persons, or an estate whose income is subject to United States federal income tax regardless of its source, or a trust if a court within the United States is able to exercise primary supervision over the administration of the trust and one or more United States Persons have the authority to control all substantial decisions of the trust. To the extent prescribed in regulations by the Secretary of the Treasury, which have not yet been issued, a trust which was in existence on August 20, 1996 (other than a trust treated as owned by the grantor under subpart E of part I of subchapter J of chapter 1 of the Code), and which was treated as a United States person on August 20, 1996 may elect to continue to be treated as a United States person notwithstanding the previous sentence. The term “United States” shall have the meaning set forth in Section 7701 of the Code.
 
“Value”: With respect to any Mortgaged Property, the lesser of (i) the value thereof as determined by an appraisal made for the originator of the Mortgage Loan at the time of origination of the Mortgage Loan and (ii) the purchase price paid for the related Mortgaged Property by the Mortgagor with the proceeds of the Mortgage Loan, provided, however, in the case of a Refinanced Mortgage Loan, such value of the Mortgaged Property is based solely upon the value determined by an appraisal made for the originator of such Refinanced Mortgage Loan at the time of origination of such Refinanced Mortgage Loan by an appraiser.
 
“Voting Rights”: The portion of the voting rights of all of the Certificates which is allocated to any Certificate. With respect to any date of determination, 98% of all Voting Rights will be allocated among the holders of the Floating Rate Certificates and the Class CE Certificates in proportion to the then outstanding Certificate Principal Balances of their respective Certificates, 1% of all Voting Rights will be allocated to the holders of the Class P Certificates and 1% of all Voting Rights will be allocated among the holders of the Residual Certificates. The Voting Rights allocated to each Class of Certificate shall be allocated among Holders of each such Class in accordance with their respective Percentage Interests as of the most recent Record Date.
 
SECTION 1.02  
Allocation of Certain Interest Shortfalls.
 
For purposes of calculating the Interest Distribution Amount for the Floating Rate Certificates and the Class CE Certificates for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.24) and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, to the Class CE Certificates based on, and to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of the Class CE Certificates and, thereafter, among the Floating Rate 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 immediately prior to such Distribution Date.
 
For purposes of calculating the amount of Uncertificated Interest for the REMIC I Group I Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.23 of this Agreement or the Master Servicer pursuant to Section 4.18) and any Relief Act Interest Shortfalls incurred in respect of Group I Mortgage Loans shall be allocated first, to REMIC I Regular Interest I and to the REMIC I Group I Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest, and then, to REMIC I Group I Regular Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Balances of each such REMIC I Regular Interest.
 
For purposes of calculating the amount of Uncertificated Interest for the REMIC I Group II Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.23 of this Agreement or the Master Servicer pursuant to Section 4.18) and any Relief Act Interest Shortfalls incurred in respect of Group II Mortgage Loans shall be allocated first, to REMIC I Regular Interest II and to the REMIC I Group II Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Principal Balances of each such REMIC I Regular Interest , and then, to REMIC I Group II Regular Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC I Remittance Rates on the respective Uncertificated Balances of each such REMIC I Regular Interest.
 
For purposes of calculating the amount of Uncertificated Interest for the REMIC II Regular Interests for any Distribution Date:
 
(A) The REMIC II Marker Allocation Percentage of the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.24) and the REMIC II Marker Allocation Percentage of any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated among REMIC II Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11 and REMIC II Regular Interest LTZZ pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC II Remittance Rate on the respective Uncertificated Balance of each such REMIC II Regular Interest; and
 
(B) The REMIC II Sub WAC Allocation Percentage of the aggregate amount of any Prepayment Interest Shortfalls (to the extent not covered by payments by the Servicer pursuant to Section 3.24) and the REMIC II Sub WAC Allocation Percentage of any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, to Uncertificated Interest payable to REMIC II Regular Interest LT1SUB, REMIC II Regular Interest LT1GRP, REMIC II Regular Interest LT2SUB, REMIC II Regular Interest LT2GRP and REMIC II Regular Interest LTXX, pro rata based on, and to the extent of, one month’s interest at the then applicable respective REMIC II Remittance Rate on the respective Uncertificated Balance of each such REMIC II Regular Interest.
 
ARTICLE II
 
CONVEYANCE OF MORTGAGE LOANS;
ORIGINAL ISSUANCE OF CERTIFICATES
 
SECTION 2.01  
Conveyance of Mortgage Loans.
 
The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey to the Trustee without recourse for the benefit of the Certificateholders all the right, title and interest of the Depositor, including any security interest therein for the benefit of the Depositor, in and to the Mortgage Loans identified on the Mortgage Loan Schedule, the rights of the Depositor under the Assignment Agreement, payments made to the Trust Administrator by the Cap Administrator under the Cap Administration Agreement and the Cap Account and the Interest Rate Swap Agreement and Swap Account, and all other assets included or to be included in REMIC I. Such assignment includes all interest and principal received by the Depositor or the Servicer on or with respect to the Mortgage Loans (other than payments of principal and interest due on such Mortgage Loans on or before the Cut-off Date). The Depositor herewith delivers to the Trustee executed copies of the Assignment Agreement, and the Trustee and the Trust Administrator acknowledge receipt of the same on behalf of the Certificateholders.
 
The Depositor hereby directs the Trust Administrator to execute, deliver and perform its obligations under the Interest Rate Swap Agreement (in its capacity as Supplemental Interest Trust Trustee) and the Cap Contract (in its capacity as Cap Trustee). The Depositor, the Servicer and the Holders of the Floating Rate Certificates by their acceptance of such Certificates acknowledge and agree that the Trust Administrator shall execute, deliver and perform its obligations under the Interest Rate Swap Agreement and the Cap Contract and shall do so solely in its capacity as Supplemental Interest Trust Trustee or Cap Trustee, as the case may be, and not in its individual capacity. Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trust Administrator shall apply to the Trust Administrator’s execution of the Interest Rate Swap Agreement and the Cap Contract, and the performance of its duties and satisfaction of its obligations thereunder.
 
In connection with such transfer and assignment, the Depositor does hereby deliver to, and deposit with, the Trustee or the Custodian on its behalf, the following documents or instruments (a “Mortgage File”) with respect to each Mortgage Loan so transferred and assigned:
 
(i)  The Mortgage Note, endorsed by manual or facsimile signature without recourse by the Originator or an Affiliate of the Originator in blank or to the Trustee showing a complete chain of endorsements from the named payee to the Trustee or from the named payee to the Affiliate of the Originator and from such Affiliate to the Trustee;
 
(ii)  The original recorded Mortgage, noting the presence of the MIN of the Mortgage Loan, if applicable, and language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan, with evidence of recording thereon or a copy of the Mortgage certified by the public recording office in those jurisdictions where the public recording office retains the original;
 
(iii)  Unless the Mortgage Loan is registered on the MERS® System, an assignment from the Originator or an Affiliate of the Originator to the Trustee in recordable form of the Mortgage which may be included, where permitted by local law, in a blanket assignment or assignments of the Mortgage to the Trustee, including any intervening assignments and showing a complete chain of title from the original mortgagee named under the Mortgage to the Person assigning the Mortgage Loan to the Trustee (or to MERS, noting the presence of the MIN, if the Mortgage Loan is registered on the MERS® System);
 
(iv)  Any original assumption, modification, buydown or conversion-to- fixed-interest-rate agreement applicable to the Mortgage Loan; and
 
(v)  The original or a copy of the title insurance policy (which may be a certificate or a short form policy relating to a master policy of title insurance) pertaining to the Mortgaged Property, or in the event such original title policy is unavailable, a copy of the preliminary title report and the lender’s recording instructions, with the original to be delivered within 180 days of the Closing Date or an attorney’s opinion of title in jurisdictions where such is the customary evidence of title.
 
In instances where an original recorded Mortgage cannot be delivered by the Depositor to the Trustee (or the Custodian on behalf of the Trustee) prior to or concurrently with the execution and delivery of this Agreement, due to a delay in connection with the recording of such Mortgage, the Depositor may, (a) in lieu of delivering such original recorded Mortgage referred to in clause (ii) above, deliver to the Trustee (or the Custodian on behalf of the Trustee) a copy thereof, provided that the Depositor certifies that the original Mortgage has been delivered to a title insurance company for recordation after receipt of its policy of title insurance or binder therefor (which may be a certificate relating to a master policy of title insurance), and (b) in lieu of delivering the completed assignment in recordable form referred to in clause (iii) above to the Trustee (or the Custodian on behalf of the Trustee), deliver such assignment to the Trustee (or the Custodian on behalf of the Trustee) completed except for recording information. In all such instances, the Depositor will deliver the original recorded Mortgage and completed assignment (if applicable) to the Trustee (or the Custodian on behalf of the Trustee) promptly upon receipt of such Mortgage. In instances where an original recorded Mortgage has been lost or misplaced, the Depositor or the related title insurance company may deliver, in lieu of such Mortgage, a copy of such Mortgage bearing recordation information and certified as true and correct by the office in which recordation thereof was made. In instances where the original or a copy of the title insurance policy referred to in clause (vi) above (which may be a certificate relating to a master policy of title insurance) pertaining to the Mortgaged Property relating to a Mortgage Loan cannot be delivered by the Depositor to the Trustee (or the Custodian on behalf of the Trustee) prior to or concurrently with the execution and delivery of this Agreement because such policy is not yet available, the Depositor may, in lieu of delivering the original or a copy of such title insurance referred to in clause (vi) above, deliver to the Trustee (or the Custodian on behalf of the Trustee) a binder with respect to such policy (which may be a certificate relating to a master policy of title insurance) and deliver the original or a copy of such policy (which may be a certificate relating to a master policy of title insurance) to the Trustee (or the Custodian on behalf of the Trustee) within 180 days of the Closing Date, in instances where an original assumption, modification, buydown or conversion-to-fixed- interest-rate agreement cannot be delivered by the Depositor to the Trustee (or the Custodian on behalf of the Trustee) prior to or concurrently with the execution and delivery of this Agreement, the Depositor may, in lieu of delivering the original of such agreement referred to in clause (iv) above, deliver a certified copy thereof.
 
To the extent not already recorded, except with respect to any Mortgage Loan for which MERS is identified on the Mortgage or on a properly recorded assignment of the Mortgage as the mortgagee of record, the Servicer, at the expense of the Sponsor shall promptly (and in no event later than five Business Days following the later of the Closing Date and the date of receipt by the Servicer of the recording information for a Mortgage) submit or cause to be submitted for recording, at no expense to any Trust REMIC, in the appropriate public office for real property records, each Assignment delivered to it pursuant to (iii) above. In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Servicer, at the expense of the Sponsor, shall promptly prepare or cause to be prepared a substitute Assignment or cure or cause to be cured such defect, as the case may be, and thereafter cause each such Assignment to be duly recorded. Notwithstanding the foregoing, but without limiting the requirement that such Assignments be in recordable form, neither the Servicer nor the Trustee shall be required to submit or cause to be submitted for recording any Assignment delivered to it or the Custodian pursuant to (iii) above if such recordation shall not, as of the Closing Date, be required by the Rating Agencies, as a condition to their assignment on the Closing Date of their initial ratings to the Certificates, as evidenced by the delivery by the Rating Agencies of their ratings letters on the Closing Date; provided, however, notwithstanding the foregoing, the Servicer shall submit each Assignment for recording, at no expense to the Trust Fund or the Servicer, upon the earliest to occur of: (A) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, (B) the occurrence of a Servicer Event of Default, (C) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Sponsor, (D) the occurrence of a servicing transfer as described in Section 7.02 of this Agreement and (E) with respect to any one Assignment the occurrence of a foreclosure relating to the Mortgagor under the related Mortgage. Notwithstanding the foregoing, if the Sponsor fails to pay the cost of recording the Assignments, such expense will be paid by the Servicer and the Servicer shall be reimbursed for such expenses by the Trust as Servicing Advances.
 
In connection with the assignment of any Mortgage Loan registered on the MERS System, the Depositor further agrees that it will cause, within 30 Business Days after the Closing Date, the MERS System to indicate that such Mortgage Loans have been assigned by the Depositor to the Trustee in accordance with this Agreement for the benefit of the Certificateholders by including in such computer files (a) the code in the field which identifies the specific Trustee and (b) the code in the field “Pool Field” which identifies the series of the Certificates issued in connection with such Mortgage Loans. The Depositor further agrees that it will not, and will not permit the Servicer to, and the Servicer agrees that it will not and will not permit a Sub-Servicer to, alter the codes referenced in this paragraph with respect to any Mortgage Loan during the term of this Agreement unless and until such Mortgage Loan is repurchased in accordance with the terms of this Agreement.
 
With respect to a maximum of approximately 5.00% of the Original Mortgage Loans, by outstanding principal balance of the Original Mortgage Loans as of the Cut-off Date, if any original Mortgage Note referred to in (i) above cannot be located, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon delivery to the Trustee (or the Custodian on behalf of the Trustee) of a photocopy of such Mortgage Note, if available, with a lost note affidavit. If any of the original Mortgage Notes for which a lost note affidavit was delivered to the Trustee (or the Custodian on behalf of the Trustee) is subsequently located, such original Mortgage Note shall be delivered to the Trustee (or the Custodian on behalf of the Trustee) within three Business Days.
 
The Depositor shall deliver or cause to be delivered to the Trustee (or the Custodian on behalf of the Trustee) promptly upon receipt thereof any other original documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption, modification, consolidation or extension of any Mortgage Loan.
 
All original documents relating to the Mortgage Loans that are not delivered to the Trustee (or the Custodian on behalf of the Trustee) are and shall be held by or on behalf of the Sponsor, the Depositor or the Servicer, as the case may be, in trust for the benefit of the Trustee on behalf of the Certificateholders. In the event that any such original document is required pursuant to the terms of this Section to be a part of a Mortgage File, such document shall be delivered promptly to the Trustee (or the Custodian on behalf of the Trustee). Any such original document delivered to or held by the Depositor that is not required pursuant to the terms of this Section to be a part of a Mortgage File, shall be delivered promptly to the Servicer.
 
Wherever it is provided in this Section 2.01 that any document, evidence or information relating to a Mortgage Loan be delivered or supplied to the Trustee, the Depositor shall do so by delivery thereof to the Trustee or the Custodian on behalf of the Trustee.
 
The parties hereto understand and agree that it is not intended that any Mortgage Loan be included in the Trust that is a high-cost home loan as defined by the Homeownership and Equity Protection Act of 1994 or any other applicable predatory or abusive lending laws.
 
SECTION 2.02  
Acceptance of the Trust Fund by the Trustee.
 
Subject to the provisions of Section 2.01 and subject to any exceptions noted on an exception report delivered by or on behalf of the Trustee, the Trustee acknowledges receipt of the documents referred to in Section 2.01 (other than such documents described in Section 2.01(iv)) above and all other assets included in the definition of “Trust Fund” and declares that it holds and will hold such documents and the other documents delivered to it constituting the Mortgage File, and that it holds or will hold all such assets and such other assets included in the definition of “Trust Fund” in trust for the exclusive use and benefit of all present and future Certificateholders.
 
The Trustee, by execution and delivery hereof, acknowledges receipt, subject to the review described in the succeeding sentence, of the documents and other property referred to in Section 2.01 and declares that the Trustee (or the Custodian on behalf of the Trustee) holds and will hold such documents and other property, including property yet to be received in the Trust Fund, in trust, upon the trusts herein set forth, for the benefit of all present and future Certificateholders. The Trustee or the Custodian on its behalf shall, for the benefit of the Trustee and the Certificateholders, review each Mortgage File within 90 days after execution and delivery of this Agreement, to ascertain that all required documents have been executed, received and recorded, if applicable, and that such documents relate to the Mortgage Loans. If in the course of such review the Trustee or the Custodian on its behalf finds a document or documents constituting a part of a Mortgage File to be defective or missing in any material respect, the Trustee or the Custodian on its behalf shall promptly so notify the Depositor, the Trust Administrator, the Sponsor, the Servicer and, if such notice is from the Custodian on the Trustee’s behalf, the Trustee. In addition, upon the discovery by the Depositor, the Servicer, the Trust Administrator or the Trustee of a breach of any of the representations and warranties made by the Responsible Party or the Sponsor in the related Assignment Agreement in respect of any Mortgage Loan which materially adversely affects such Mortgage Loan or the interests of the related Certificateholders in such Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties.
 
The Depositor and the Trustee intend that the assignment and transfer herein contemplated constitute a sale of the Mortgage Loans, the related Mortgage Notes and the related documents, conveying good title thereto free and clear of any liens and encumbrances, from the Depositor to the Trustee in trust for the benefit of the Certificateholders and that such property not be part of the Depositor’s estate or property of the Depositor in the event of any insolvency by the Depositor. In the event that such conveyance is deemed to be, or to be made as security for, a loan, the parties intend that the Depositor shall be deemed to have granted and does hereby grant to the Trustee a first priority perfected security interest in all of the Depositor’s right, title and interest in and to the Mortgage Loans, the related Mortgage Notes and the related documents, and that this Agreement shall constitute a security agreement under applicable law.
 
The Trustee may, concurrently with the execution and delivery hereof or at any time thereafter, enter into a custodial agreement with the Custodian pursuant to which the Trustee appoints the Custodian to hold the Mortgage Files on behalf of the Trustee for the benefit of the Trustee and all present and future Certificateholders, which may provide that the Custodian shall, on behalf of the Trustee, conduct the review of each Mortgage File required under the first paragraph of this Section 2.02. Initially, Citibank West, FSB is appointed as Custodian with respect to the Mortgage Files of all the Mortgage Loans and, notwithstanding anything to the contrary herein, it is understood that such initial Custodian shall be responsible for the review contemplated in the second paragraph of this Section 2.02 and for all other functions relating to the receipt, review, reporting and certification provided for herein with respect to the Mortgage Files (other than ownership thereof for the benefit of the Certificateholders and related duties and obligations set forth herein).
 
SECTION 2.03  
Repurchase or Substitution of Mortgage Loans by the Sponsor or the Depositor.
 
(a)  Upon discovery or receipt of notice by the Depositor, the Servicer, the Trust Administrator or the Trustee of any materially defective document in, or that a document is missing from, a Mortgage File or of the breach by the Responsible Party or the Sponsor of any representation, warranty or covenant under the Master Agreement or the Assignment Agreement in respect of any Mortgage Loan which materially adversely affects the value of such Mortgage Loan or the interest therein of the Certificateholders, the party so discovering or receiving notice shall promptly notify the other parties to this Agreement, and the Trustee thereupon shall promptly notify the Responsible Party and the Sponsor of such defect, missing document or breach and request that the the Responsible Party deliver such missing document or cure such defect or that the Responsible Party or the Sponsor, as applicable, cure such breach within 90 days from the date the Responsible Party or the Sponsor, as applicable, was notified of such missing document, defect or breach, and if the Responsible Party or Sponsor, as applicable, does not deliver such missing document or cure such defect or breach in all material respects during such period, the Trustee shall enforce the obligations of the Responsible Party or Sponsor, as applicable, under the Master Agreement or the Assignment Agreement (i) to repurchase such Mortgage Loan from REMIC I at the Purchase Price within 90 days after the date on which the Sponsor was notified (subject to Section 2.03(e)) of such missing document, defect or breach, and (ii) to indemnify the Trust Fund in respect of such missing document, defect or breach, in the case of each of (i) and (ii), if and to the extent that the Responsible Party or Sponsor, as applicable, is obligated to do so under the Master Agreement or the Assignment Agreement. The Purchase Price for the repurchased Mortgage Loan and any indemnification shall be remitted by the Responsible Party or the Sponsor, as applicable, to the Servicer for deposit into the Collection Account, and the Trust Administrator, upon receipt of written notice from the Servicer of such deposit, shall give written notice to the Trustee and the Custodian that such deposit has taken place and the Trustee shall release (or cause the Custodian to release on its behalf) to the Responsible Party or the Sponsor, as applicable, the related Mortgage File, and the Trustee and the Trust Administrator shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Responsible Party or the Sponsor, as applicable, shall furnish to it and as shall be necessary to vest in the Responsible Party or the Sponsor, as applicable, any Mortgage Loan released pursuant hereto, and the Trustee and the Trust Administrator shall have no further responsibility with regard to such Mortgage File. In furtherance of the foregoing, if the Responsible Party or the Sponsor, as applicable, is not a member of MERS and repurchases a Mortgage Loan which is registered on the MERS System, the Responsible Party or the Sponsor, as applicable, pursuant to the Master Agreement or the Assignment Agreement at its own expense and without any right of reimbursement, shall cause MERS to execute and deliver an assignment of the Mortgage in recordable form to transfer the Mortgage from MERS to the Responsible Party or the Sponsor, as applicable, and shall cause such Mortgage to be removed from registration on the MERS System in accordance with MERS rules and regulations. In lieu of repurchasing any such Mortgage Loan as provided above, if so provided in the Master Agreement or Assignment Agreement the Responsible Party or the Sponsor, as applicable, may cause such Mortgage Loan to be removed from REMIC I (in which case it shall become a Deleted Mortgage Loan) and substitute one or more Qualified Substitute Mortgage Loans in the manner and subject to the limitations set forth in Section 2.03(d). It is understood and agreed that the obligation of the Responsible Party or the Sponsor, as applicable, to cure or to repurchase (or to substitute for) any Mortgage Loan as to which a document is missing, a material defect in a constituent document exists or as to which such a breach has occurred and is continuing, and if and to the extent provided in the Master Agreement or Assignment Agreement to perform any applicable indemnification obligations with respect to any such omission, defect or breach, as provided in such Assignment Agreement, shall constitute the only remedies respecting such omission, defect or breach available to the Trustee or the Trust Administrator on behalf of the Certificateholders.
 
(b)  Notwithstanding anything to the contrary in this Section 2.03, with respect to any breach by the Responsible Party or the Sponsor, as applicable, of any representation and warranty which breach materially and adversely affects the value of any Prepayment Charge or the interests of the Certificateholders therein, the Trustee shall enforce the obligation of the Responsible Party or the Sponsor, as applicable, to remedy such breach as provided in the Master Agreement or Assignment Agreement as follows: upon any Principal Prepayment with respect to the affected Mortgage Loan, the Responsible Party or the Sponsor, as applicable, shall pay or cause to be paid to the Purchaser the excess, if any, of (x) the amount of such Prepayment Charge calculated as set forth in the Mortgage Loan Schedule and (y) the amount collected from the Mortgagor in respect of such Prepayment Charge.
 
(c)  Within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Depositor of the breach of any representation, warranty or covenant of the Servicer set forth in Section 2.05 which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the Servicer shall cure such breach in all material respects.
 
(d)  Any substitution of Qualified Substitute Mortgage Loans for Deleted Mortgage Loans made pursuant to Section 2.03(a) must be effected prior to the date which is two years after the Startup Day for REMIC I.
 
As to any Deleted Mortgage Loan for which the Responsible Party or the Sponsor, as applicable, substitutes a Qualified Substitute Mortgage Loan or Loans, such substitution shall be effected by the Responsible Party or the Sponsor, as applicable, delivering to the Trustee (or to the Custodian on behalf of the Trustee, as applicable), for such Qualified Substitute Mortgage Loan or Loans, the Mortgage Note, the Mortgage, the Assignment in blank or to the Trustee, and such other documents and agreements, with all necessary endorsements thereon, as are required by Section 2.01, together with an Officers’ Certificate providing that each such Qualified Substitute Mortgage Loan satisfies the definition thereof and specifying the Substitution Shortfall Amount (as described below), if any, in connection with such substitution. The Custodian on its behalf and on behalf of the Trustee shall, for the benefit of the Certificateholders, review each Mortgage File within 90 days after execution and delivery of this Agreement, to ascertain that all required documents have been executed, received and recorded, if applicable, and that such documents relate to the Mortgage Loans. If in the course of such review the Trustee or the Custodian on its behalf finds a document or documents constituting a part of a Mortgage File to be defective in any material respect, the Trustee or the Custodian on its behalf shall promptly so notify the Depositor, the Trust Administrator, the related Originator, the Sponsor and the Servicer. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution are not part of the Trust Fund and will be retained by the Responsible Party or the Sponsor, as applicable. For the month of substitution, distributions to Certificateholders will reflect the Monthly Payment due on such Deleted Mortgage Loan on or before the Due Date in the month of substitution, and the Responsible Party or the Sponsor, as applicable, shall thereafter be entitled to retain all amounts subsequently received in respect of such Deleted Mortgage Loan. The Trust Administrator shall give or cause to be given written notice to the Trustee and the Certificateholders that such substitution has taken place, and the Trust Administrator shall amend or cause the Custodian to amend the Mortgage Loan Schedule to reflect the removal of such Deleted Mortgage Loan from the terms of this Agreement and the substitution of the Qualified Substitute Mortgage Loan or Loans and, upon receipt thereof, shall deliver a copy of such amended Mortgage Loan Schedule to the Servicer. Upon such substitution, such Qualified Substitute Mortgage Loan or Loans shall constitute part of the Mortgage Pool and shall be subject in all respects to the terms of this Agreement and the Master Agreement or Assignment Agreement (including all applicable representations and warranties thereof included in such Master Agreement or Assignment Agreement), in each case as of the date of substitution.
 
For any month in which the the Responsible Party or the Sponsor, as applicable, substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount (the “Substitution Shortfall Amount”), if any, by which the aggregate Purchase Price of all such Deleted Mortgage Loans exceeds the aggregate of, as to each such Qualified Substitute Mortgage Loan, the Scheduled Principal Balance thereof as of the date of substitution, together with one month’s interest on such Scheduled Principal Balance at the applicable Mortgage Loan Remittance Rate. On the date of such substitution, the Trustee will monitor the obligation of the Responsible Party or the Sponsor, as applicable, to deliver or cause to be delivered, and shall request that such delivery be to the Servicer for deposit in the Collection Account, an amount equal to the Substitution Shortfall Amount, if any, and the Trustee (or the Custodian on behalf of the Trustee, as applicable), upon receipt of the related Qualified Substitute Mortgage Loan or Loans and written notice given by the Servicer of such deposit, shall release to the Responsible Party or the Sponsor, as applicable, the related Mortgage File or Files and the Trustee and the Trust Administrator shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Responsible Party or the Sponsor, as applicable, shall deliver to it and as shall be necessary to vest therein any Deleted Mortgage Loan released pursuant hereto.
 
In addition, the Responsible Party or the Sponsor, as applicable, shall obtain at its own expense and deliver to the Trustee and the Trust Administrator an Opinion of Counsel to the effect that such substitution will not cause (a) any federal tax to be imposed on any Trust REMIC, including without limitation, any federal tax imposed on “prohibited transactions” under Section 860F(a)(1) of the Code or on “contributions after the startup date” under Section 860G(d)(1) of the Code, or (b) any Trust REMIC to fail to qualify as a REMIC at any time that any Certificate is outstanding.
 
(e)  Upon discovery by the Depositor, the Servicer, the Trust Administrator or the Trustee that any Mortgage Loan does not constitute a “qualified mortgage” within the meaning of Section 860G(a)(3) of the Code, the party discovering such fact shall within two Business Days give written notice thereof to the other parties to this Agreement, and the Trustee shall give written notice thereof to the Sponsor. In connection therewith, the Responsible Party or the Sponsor, as applicable, pursuant to the Master Agreement or Assignment Agreement or the Depositor pursuant to this Agreement shall repurchase or, subject to the limitations set forth in Section 2.03(d), substitute one or more Qualified Substitute Mortgage Loans for the affected Mortgage Loan within 90 days of the earlier of discovery or receipt of such notice with respect to such affected Mortgage Loan. Such repurchase or substitution shall be made by (i) the Responsible Party or the Sponsor, as applicable, if the affected Mortgage Loan’s status as a non-qualified mortgage is or results from a breach of any representation, warranty or covenant made by the Responsible Party or the Sponsor, as applicable, under the Master Agreement or Assignment Agreement or (iii) the Depositor, if the affected Mortgage Loan’s status as a non-qualified mortgage is a breach of no representation or warranty. Any such repurchase or substitution shall be made in the same manner as set forth in Sections 2.03(a). The Trustee shall reconvey to the Depositor, the Responsible Party or the Sponsor, as the case may be, the Mortgage Loan to be released pursuant hereto in the same manner, and on the same terms and conditions, as it would a Mortgage Loan repurchased by the Responsible Party or the Sponsor for breach of a representation or warranty.
 
SECTION 2.04  
[Reserved].
 
SECTION 2.05  
Representations, Warranties and Covenants of the Servicer.
 
(a)  The Servicer hereby represents, warrants and covenants to the Trust Administrator and the Trustee, for the benefit of each of the Trustee, the Trust Administrator, the Certificateholders and to the Depositor that as of the Closing Date or as of such date specifically provided herein:
 
(i)  The Servicer is a national banking association duly formed, validly existing and in good standing under the laws of the United States of America and is duly authorized and qualified to transact any and all business contemplated by this Agreement to be conducted by the Servicer;
 
(ii)  The Servicer has the full power and authority to conduct its business as presently conducted by it and to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Servicer has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement, and this Agreement, assuming the due authorization, execution and delivery thereof by the Trustee, the Depositor and the Trust Administrator, constitutes a legal, valid and binding obligation of the Servicer, enforceable against the Servicer in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency, reorganization or similar laws affecting the enforcement of creditors' rights generally, laws affecting the contract obligations of insured banks and by general principles of equity;
 
(iii)  The execution and delivery of this Agreement by the Servicer, the servicing of the Mortgage Loans by the Servicer hereunder, the consummation by the Servicer of any other of the transactions herein contemplated, and the fulfillment of or compliance with the terms hereof are in the ordinary course of business of the Servicer and will not (A) result in a breach of any term or provision of the charter of by-laws of the Servicer or (B) conflict with, result in a breach, violation or acceleration of, or result in a default under, the terms of any other material agreement or instrument to which the Servicer is a party or by which it may be bound, or any statute, order or regulation applicable to the Servicer of any court, regulatory body, administrative agency or governmental body having jurisdiction over the Servicer; and the Servicer is not a party to, bound by, or in breach or violation of any indenture or other agreement or instrument, or subject to or in violation of any statute, order or regulation of any court, regulatory body, administrative agency or governmental body having jurisdiction over it, which materially and adversely affects or, to the Servicer's knowledge, would in the future materially and adversely affect, (x) the ability of the Servicer to perform its obligations under this Agreement, (y) the business, operations, financial condition, properties or assets of the Servicer taken as a whole or (z) the legality, validity or enforceability of this Agreement;
 
(iv)  The Servicer is a HUD approved mortgagee pursuant to Section 203 and Section 211 of the National Housing Act and is an approved seller/servicer for Fannie Mae or Freddie Mac in good standing. No event has occurred, including but not limited to a change in insurance coverage, that would make the Servicer unable to comply with HUD eligibility requirements or that would require notification to HUD;
 
(v)  The Servicer does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant made by it and contained in this Agreement;
 
(vi)  No litigation is pending against the Servicer that would materially and adversely affect the execution, delivery or enforceability of this Agreement or the ability of the Servicer to service the Mortgage Loans or to perform any of its other obligations hereunder in accordance with the terms hereof;
 
(vii)  There are no actions or proceedings against, or investigations known to it of, the Servicer before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Servicer of its obligations under, or the validity or enforceability of, this Agreement;
 
(viii)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Servicer of, or compliance by the Servicer with, this Agreement or the consummation by it of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained prior to the Closing Date;
 
(ix)  The Servicer has fully furnished and will continue to fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (e.g., favorable and unfavorable) on its borrower credit files to Equifax, Experian and Trans Union Credit Information Company or their successors (the “Credit Repositories”) in a timely manner; and
 
(x)  The Servicer 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 Mortgage Loans that are registered with MERS.
 
It is understood and agreed that the representations, warranties and covenants set forth in this Section 2.05 shall survive delivery of the Mortgage Files to the Trustee or to the related Custodian on its behalf and shall inure to the benefit of the Trustee, the Trust Administrator, the Depositor and the Certificateholders. Upon discovery by any of the Depositor, the Servicer, the Trust Administrator or the Trustee of a breach of any of the foregoing representations, warranties and covenants which materially and adversely affects the value of any Mortgage Loan or the interests therein of the Certificateholders, the party discovering such breach shall give prompt written notice (but in no event later than two Business Days following such discovery) to the Trustee and the Trust Administrator. Subject to Section 7.01, the obligation of the Servicer set forth in Section 2.03(c) to cure breaches shall constitute the sole remedies against the Servicer available to the Certificateholders, the Depositor, the Trust Administrator or the Trustee on behalf of the Certificateholders respecting a breach of the representations, warranties and covenants contained in this Section 2.05.
 
SECTION 2.06  
Issuance of the Certificates.
 
The Trustee acknowledges the assignment to it of the Mortgage Loans and the delivery to it or to the related Custodian on its behalf 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 delivered on the date hereof, receipt of which is hereby acknowledged. Concurrently with such assignment and delivery of such assets delivered on the date hereof and in exchange therefor, the Trust Administrator, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered, to or upon the order of the Depositor, the Certificates in authorized denominations. The interests evidenced by the Certificates (other than the Class CE Certificates, the Class P Certificates and the Class R-X Certificates), the Class CE Interest, the Class P Interest and the Class IO Interest constitute the entire beneficial ownership interest in REMIC III.
 
SECTION 2.07  
Conveyance of the REMIC Regular Interests; Acceptance of the Trust REMICs by the Trustee.
 
(a)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the assets described in the definition of REMIC 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 (or the related Custodian on its behalf, as applicable) acknowledges receipt of the assets described in the definition of REMIC I and declares that it holds and will 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.
 
(b)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC I Regular Interests (which are uncertificated) for the benefit of the Holders of 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 I Regular Interests and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the REMIC II Regular Interests (which are uncertificated) 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.
 
(c)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC II Regular Interests (which are uncertificated) for the benefit of the Holders of the Regular Certificates (other than the Class CE Certificates and the Class P Certificates), the Class CE Interest, the Class P Interest, the Class IO Interest and the Class R Certificates (in respect of the Class R-III Interest). The Trustee acknowledges receipt of the REMIC II Regular Interests and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Regular Certificates (other than the Class CE Certificates and the Class P Certificates), the Class CE Interest, the Class P Interest, the Class IO Interest and the Class R Certificates (in respect of the Class R-II Interest). The interests evidenced by the Class R-III Interest, together with the Regular Certificates, the Class CE Interest, the Class IO Interest and the Class P Interest, constitute the entire beneficial ownership interest in REMIC III.
 
(d)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class CE Interest (which is uncertificated) for the benefit of the Holders of the Class CE Certificates and the Class R-IV Certificates (in respect of the Class R-IV Interest). The Trustee acknowledges receipt of the Class CE Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Class CE Certificates and the Class R-X Certificates (in respect of the Class R-IV Interest). The interests evidenced by the Class R-IV Interest, together with the Class CE Certificates, constitute the entire beneficial ownership interest in REMIC IV.
 
(e)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class P Interest (which is uncertificated) for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-V Interest). The Trustee acknowledges receipt of the Class P Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-V Interest). The interests evidenced by the Class R-V Interest, together with the Class P Certificates, constitute the entire beneficial ownership interest in REMIC IV.
 
(f)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class IO Interest (which is uncertificated) for the benefit of the Holders of REMIC VI Regular Interest SWAP IO (which is uncertificated) and the Class R-X Certificates (in respect of the Class R-VI Interest). The Trustee acknowledges receipt of the Class IO Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of REMIC VI Regular Interest SWAP IO 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 REMIC VI Regular Interest SWAP IO, constitute the entire beneficial ownership interest in REMIC VI.
 
(g)  Concurrently with (i) the assignment and delivery to the Trustee of REMIC I and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and subsection (a) hereof, (ii) the assignment and delivery to the Trustee of REMIC II (including the Residual Interest therein represented by the Class R-II Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and subsection (b) hereof, (iii) the assignment and delivery to the Trustee of REMIC III (including the Residual Interest therein represented by the Class R-III Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and subsection (c) hereof and (iv) the assignment and delivery to the Trustee of REMIC IV (including the Residual Interest therein represented by the Class IV Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and subsection (d) hereof, (v) the assignment and delivery to the Trustee of REMIC V (including the Residual Interest therein represented by the Class R-V Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and subsection (e) hereof and (vi) the assignment and delivery to the Trustee of REMIC VI (including the Residual Interest therein represented by the Class VI Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.01, Section 2.02 and subsection (f) hereof, the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, (A) the Class R Certificates in authorized denominations evidencing the Class R-I Interest, the Class R-II Interest and the Class R-III Interest and (B) the Class R-X Certificates in authorized denominations evidencing the Class R-IV Interest, the Class R-V Interest and the Class R-VI Interest.
 
ARTICLE III
 
ADMINISTRATION AND SERVICING
OF THE MORTGAGE LOANS
 
SECTION 3.01  
Servicer to Act as Servicer.
 
The Servicer shall service and administer the Mortgage Loans on behalf of the Trustee and in the best interests of and for the benefit of the Certificateholders (as determined by the Servicer in its reasonable judgment) in accordance with the terms of this Agreement and the respective Mortgage Loans and, to the extent consistent with such terms, in the same manner in which it services and administers similar mortgage loans for its own portfolio, giving due consideration to customary and usual standards of practice of prudent mortgage lenders and loan servicers administering similar mortgage loans but without regard to:
 
(i)  any relationship that the Servicer, any Sub-Servicer or any Affiliate of the Servicer or any Sub-Servicer may have with the related Mortgagor;
 
(ii)  the ownership of any Certificate by the Servicer or any Affiliate of the Servicer;
 
(iii)  the Servicer’s obligation to make P&I Advances or Servicing Advances; or
 
(iv)  the Servicer’s or any Sub-Servicer’s right to receive compensation for its services hereunder or with respect to any particular transaction.
 
To the extent consistent with the foregoing, the Servicer (a) shall seek the timely and complete recovery of principal and interest on the Mortgage Notes and (b) shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge only under the following circumstances: (i) such waiver is standard and customary in servicing similar Mortgage Loans and such waiver relates to a default or a reasonably foreseeable default and would, in the reasonable judgment of the Servicer, maximize recovery of total proceeds taking into account the value of such Prepayment Charge and the related Mortgage Loan, (ii) the collection of such Prepayment Charge would be in violation of applicable laws or (iii) the amount of the Prepayment Charge set forth on the Prepayment Charge Schedule is not consistent with the related Mortgage Note or is otherwise unenforceable. If a Prepayment Charge is waived other than in accordance with (i), (ii) or (iii) above, the Servicer shall pay the amount of such waived Prepayment Charge to the Trust Administrator for deposit in the Distribution Account for the benefit of the Holders of the Class P Certificates (the “Servicer Prepayment Charge Payment Amount”). If a Prepayment Charge is waived as permitted by meeting the standard described in clauses (ii) or (iii) above, then, the Trustee shall make commercially reasonable efforts to attempt to enforce the obligations of the Responsible Party under the Master Agreement to pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Class P Certificates; provided, however, that the Trustee shall not be under any obligation to take any action pursuant to this paragraph unless directed by the Depositor and provided, further, the Depositor hereby agrees to assist the Trustee in enforcing any obligations of the Responsible Party to repurchase or substitute for a Mortgage Loan which has breached a representation or warranty under the Master Agreement or Assignment Agreement. If the Trustee makes a good faith determination as evidenced by an officer’s certificate delivered by the Trustee to the Trust Administrator, that the Servicer’s efforts are not reasonably expected to be successful in enforcing such rights, it shall notify the Trust Administrator of such failure and the Trust Administrator, with the cooperation of the Servicer, shall enforce the obligation of the Responsible Party under the Master Agreement to pay to the Servicer the amount of such waived Prepayment Charge. If such Responsible Party fails to pay the amount of such waived Prepayment Charge in accordance with its obligations under the related Master Agreement, the Trustee, Trust Administrator, the Servicer and the Depositor shall consult on further actions to be taken against the Responsible Party. Notwithstanding the foregoing, to the extent that the Trustee and the Responsible Party are the same entity, the Trust Administrator shall enforce the obligations of the Responsible Party under the related Master Agreement pursuant to the terms of this paragraph.
 
To the extent consistent with the foregoing, the Servicer shall also seek to maximize the timely and complete recovery of principal and interest on the Mortgage Notes. Subject only to the above-described servicing standards and the terms of this Agreement and of the respective Mortgage Loans, the Servicer shall have full power and authority, acting alone or through Sub-Servicers as provided in Section 3.02, to do or cause to be done any and all things in connection with such servicing and administration which it may deem necessary or desirable. Without limiting the generality of the foregoing, the Servicer in its own name or in the name of a Sub-Servicer is hereby authorized and empowered by the Trustee when the Servicer believes it appropriate in its best judgment in accordance with the servicing standards set forth above, to execute and deliver, on behalf of the Certificateholders and the Trustee, and upon notice to the Trustee, any and all instruments of satisfaction or cancellation, or of partial or full release or discharge, and all other comparable instruments, with respect to the Mortgage Loans and the Mortgaged Properties and to institute foreclosure proceedings or obtain a deed-in-lieu of foreclosure so as to convert the ownership of such properties, and to hold or cause to be held title to such properties, on behalf of the Trustee and Certificateholders. The Servicer shall service and administer the Mortgage Loans in accordance with applicable state and federal law and shall provide to the Mortgagors any reports required to be provided to them thereby. The Servicer shall also comply in the performance of this Agreement with all reasonable rules and requirements of any standard hazard insurance policy. Subject to Section 3.17, the Trustee shall execute, at the written request of the Servicer, and furnish to the Servicer and any Sub-Servicer such documents as are necessary or appropriate to enable the Servicer or any Sub-Servicer to carry out their servicing and administrative duties hereunder, and the Trustee hereby grants to the Servicer a power of attorney to carry out such duties. The Trustee shall not be liable for the actions of the Servicer or any Sub-Servicers under such powers of attorney.
 
In accordance with the standards of the preceding paragraph, the Servicer shall advance or cause to be advanced funds as necessary for the purpose of effecting the timely payment of taxes and assessments on the Mortgaged Properties, which advances shall be Servicing Advances reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.09, and further as provided in Section 3.11. Any cost incurred by the Servicer or by Sub-Servicers in effecting the timely payment of taxes and assessments on a Mortgaged Property shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid principal balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit provided, however, that (subject to Section 3.07) the Servicer may capitalize the amount of any Servicing Advances incurred pursuant to this Section 3.01 in connection with the modification of a Mortgage Loan.
 
The Servicer further is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name or in the name of the Sub-Servicer, when the Servicer or the Sub-Servicer, as the case may be, believes it is 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. Any reasonable expenses (i) incurred as a result of MERS discontinuing or becoming unable to continue operations in connection with the MERS System or (ii) if the affected Mortgage Loan is in default or, in the judgment of the Servicer, such default is reasonably foreseeable, incurred in connection with the actions described in the preceding sentence, shall be subject to withdrawal by the Servicer from the Collection Account.
 
Notwithstanding anything in this Agreement to the contrary, the Servicer may not make any future advances with respect to a Mortgage Loan (except as provided in Section 4.03) and the Servicer shall not (i) permit any modification with respect to any Mortgage Loan (except with respect to a Mortgage Loan that is in default or, in the judgment of the Servicer, such default is reasonably foreseeable) that would change the Mortgage Rate, reduce or increase the principal balance (except for reductions resulting from actual payments of principal) or change the final maturity date on such Mortgage Loan or (ii) permit any modification, waiver or amendment of any term of any Mortgage Loan that would both (A) effect an exchange or reissuance of such Mortgage Loan under Section 1001 of the Code (or final, temporary or proposed Treasury regulations promulgated thereunder) and (B) cause any Trust REMIC to fail to qualify as a REMIC under the Code or the imposition of any tax on “prohibited transactions” or “contributions after the startup date” under the REMIC Provisions.
 
The Servicer may delegate its responsibilities under this Agreement; provided, however, that no such delegation shall release the Servicer from the responsibilities or liabilities arising under this Agreement.
 
SECTION 3.02  
Sub-Servicing Agreements Between the Servicer and Sub-Servicers.
 
(a)  The Servicer may enter into Sub-Servicing Agreements (provided that such agreements would not result in a withdrawal or a downgrading by the Rating Agencies of the rating on any Class of Certificates) with Sub-Servicers, for the servicing and administration of the Mortgage Loans; provided, however, such sub-servicing arrangement and the terms of the related Sub-Subservicing Agreement must provide for the servicing of Mortgage Loans in a manner consistent with the servicing arrangement contemplated hereunder.
 
(b)  Each Sub-Servicer shall be (i) authorized to transact business in the state or states in which the related Mortgaged Properties it is to service are situated, if and to the extent required by applicable law to enable the Sub-Servicer to perform its obligations hereunder and under the Sub-Servicing Agreement and (ii) a Freddie Mac or Fannie Mae approved mortgage servicer. Each Sub-Servicing Agreement must impose on the Sub-Servicer requirements conforming to the provisions set forth in Section 3.08 and provide for servicing of the Mortgage Loans consistent with the terms of this Agreement. The Servicer will examine each Sub-Servicing Agreement and will be familiar with the terms thereof. The terms of any Sub-Servicing Agreement will not be inconsistent with any of the provisions of this Agreement. The Servicer and the Sub-Servicers may enter into and make amendments to the Sub-Servicing Agreements or enter into different forms of Sub-Servicing Agreements; provided, however, that any such amendments or different forms shall be consistent with and not violate the provisions of this Agreement, and that no such amendment or different form shall be made or entered into which could be reasonably expected to be materially adverse to the interests of the Certificateholders, without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any variation without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights from the provisions set forth in Section 3.08 relating to insurance or priority requirements of Sub-Servicing Accounts, or credits and charges to the Sub- Servicing Accounts or the timing and amount of remittances by the Sub-Servicers to the Servicer, are conclusively deemed to be inconsistent with this Agreement and therefore prohibited. The Servicer shall deliver to the Trustee and the Trust Administrator copies of all Sub-Servicing Agreements, and any amendments or modifications thereof, promptly upon the Servicer’s execution and delivery of such instruments.
 
(c)  As part of its servicing activities hereunder, the Servicer (except as otherwise provided in the last sentence of this paragraph), for the benefit of the Trustee and the Certificateholders, shall enforce the obligations of each Sub-Servicer under the related Sub-Servicing Agreement, including, without limitation, any obligation to make advances in respect of delinquent payments as required by a Sub-Servicing Agreement. Such enforcement, including, without limitation, the legal prosecution of claims, termination of Sub-Servicing Agreements, and the pursuit of other appropriate remedies, shall be in such form and carried out to such an extent and at such time as the Servicer, in its good faith business judgment, would require were it the owner of the related Mortgage Loans. The Servicer shall pay the costs of such enforcement at its own expense, and shall be reimbursed therefor only (i) from a general recovery resulting from such enforcement, to the extent, if any, that such recovery exceeds all amounts due in respect of the related Mortgage Loans, or (ii) from a specific recovery of costs, expenses or attorneys’ fees against the party against whom such enforcement is directed.
 
SECTION 3.03  
Successor Sub-Servicers.
 
The Servicer shall be entitled to terminate any Sub-Servicing Agreement and the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing Agreement in accordance with the terms and conditions of such Sub-Servicing Agreement. In the event of termination of any Sub-Servicer, all servicing obligations of such Sub-Servicer shall be assumed simultaneously by the Servicer without any act or deed on the part of such Sub-Servicer or the Servicer, and the Servicer either shall service directly the related Mortgage Loans or shall enter into a Sub-Servicing Agreement with a successor Sub-Servicer which qualifies under Section 3.02.
 
Any Sub-Servicing Agreement shall include the provision that such agreement may be immediately terminated by the Trustee or the Trust Administrator without fee, in accordance with the terms of this Agreement, in the event that the Servicer shall, for any reason, no longer be the Servicer (including termination due to a Servicer Event of Default).
 
SECTION 3.04  
Liability of the Servicer.
 
Notwithstanding any Sub-Servicing Agreement, any of the provisions of this Agreement relating to agreements or arrangements between the Servicer and a Sub-Servicer or reference to actions taken through a Sub-Servicer or otherwise, the Servicer shall remain obligated and primarily liable to the Trustee and the Certificateholders for the servicing and administering of the Mortgage Loans in accordance with the provisions of Section 3.01 without diminution of such obligation or liability by virtue of such Sub-Servicing Agreements or arrangements or by virtue of indemnification from the Sub-Servicer and to the same extent and under the same terms and conditions as if the Servicer alone were servicing and administering the Mortgage Loans. The Servicer shall be entitled to enter into any agreement with a Sub- Servicer for indemnification of the Servicer by such Sub-Servicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.
 
SECTION 3.05  
No Contractual Relationship Between Sub-Servicers and Trustee, Trust Administrator or Certificateholders.
 
Any Sub-Servicing Agreement that may be entered into and any transactions or services relating to the Mortgage Loans involving a Sub-Servicer in its capacity as such shall be deemed to be between the Sub-Servicer and the Servicer alone, and the Trustee, the Trust Administrator and the Certificateholders shall not be deemed parties thereto and shall have no claims, rights, obligations, duties or liabilities with respect to the Sub-Servicer except as set forth in Section 3.06. The Servicer shall be solely liable for all fees owed by it to any Sub-Servicer, irrespective of whether the Servicer’s compensation pursuant to this Agreement is sufficient to pay such fees.
 
SECTION 3.06  
Assumption or Termination of Sub-Servicing Agreements by Trust Administrator.
 
In the event the Servicer shall for any reason no longer be the servicer (including by reason of the occurrence of a Servicer Event of Default), the Trust Administrator or its designee shall thereupon assume all of the rights and obligations of the Servicer under each Sub-Servicing Agreement that the Servicer may have entered into, unless the Trust Administrator elects to terminate any Sub-Servicing Agreement in accordance with its terms as provided in Section 3.03. Upon such assumption, the Trust Administrator, its designee or the successor servicer for the Trust Administrator appointed pursuant to Section 7.02 shall be deemed, subject to Section 3.03, to have assumed all of the Servicer’s interest therein and to have replaced the Servicer as a party to each Sub-Servicing Agreement to the same extent as if each Sub-Servicing Agreement had been assigned to the assuming party, except that (i) the Servicer shall not thereby be relieved of any liability or obligations under any Sub-Servicing Agreement and (ii) none of the Trust Administrator, its designee or any successor Servicer shall be deemed to have assumed any liability or obligation of the Servicer that arose before it ceased to be the Servicer.
 
The Servicer at its expense shall, upon request of the Trust Administrator, deliver to the assuming party all documents and records relating to each Sub-Servicing Agreement and the Mortgage Loans then being serviced and an accounting of amounts collected and held by or on behalf of it, and otherwise use its best efforts to effect the orderly and efficient transfer of the Sub- Servicing Agreements to the assuming party.
 
SECTION 3.07  
Collection of Certain Mortgage Loan Payments.
 
The Servicer shall make reasonable efforts to collect all payments called for under the terms and provisions of the Mortgage Loans, and shall, to the extent such procedures shall be consistent with this Agreement and the terms and provisions of any applicable insurance policies, follow such collection procedures as it would follow with respect to mortgage loans comparable to the Mortgage Loans and held for its own account. Consistent with the foregoing and the servicing standards set forth in Section 3.01, the Servicer may in its discretion (i) waive any late payment charge or, if applicable, penalty interest or (ii) extend the due dates for Monthly Payments due on a Mortgage Note for a period of not greater than 180 days; provided that any extension pursuant to clause (ii) above shall not affect the amortization schedule of any Mortgage Loan for purposes of any computation hereunder, except as provided below. In the event of any such arrangement pursuant to clause (ii) above, the Servicer shall make timely advances on such Mortgage Loan during such extension pursuant to Section 4.03 and in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangements. Notwithstanding the foregoing, in the event that any Mortgage Loan is in default or, in the judgment of the Servicer, such default is reasonably foreseeable, the Servicer, consistent with the standards set forth in Section 3.01, may waive, modify or vary any term of such Mortgage Loan (including, but not limited to, modifications that change the Mortgage Rate, forgive the payment of principal or interest or extend the final maturity date of such Mortgage Loan), accept payment from the related Mortgagor of an amount less than the Stated Principal Balance in final satisfaction of such Mortgage Loan (such payment, a “Short Pay-off”) or consent to the postponement of strict compliance with any such term or otherwise grant indulgence to any Mortgagor, if in the Servicer’s determination such waiver, modification, postponement or indulgence is not materially adverse to the interests of the Certificateholders (taking into account any estimated Realized Loss that might result absent such action); provided, however, the Servicer shall not modify any Mortgage Loan in a manner that would capitalize the amount of any unpaid Monthly Payments or tax or insurance payments advanced by the Servicer on the Mortgagor’s behalf unless the related Mortgagor shall have remitted an amount equal to a full Monthly Payment (or, in the case of any Mortgage Loan subject to a forbearance plan or bankruptcy plan, a full modified monthly payment under such plan) in each of the three calendar months immediately preceding the month of such modification.
 
SECTION 3.08  
Sub-Servicing Accounts.
 
In those cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a Sub-Servicing Agreement, the Sub-Servicer will be required to establish and maintain one or more accounts (collectively, the “Sub-Servicing Account”). The Sub-Servicing Account shall be an Eligible Account and shall comply with all requirements of this Agreement relating to the Collection Account. The Sub-Servicer shall deposit in the Sub-Servicing Account, in no event more than two Business Days after the Sub-Servicer’s receipt thereof, all proceeds of Mortgage Loans received by the Sub-Servicer less its servicing compensation to the extent permitted by the Sub-Servicing Agreement. The Sub-Servicer shall thereafter remit such proceeds to the Servicer for deposit in the Collection Account not later than two Business Days after the deposit of such amounts in the Sub-Servicing Account. For purposes of this Agreement, the Servicer shall be deemed to have received payments on the Mortgage Loans when the Sub-Servicer receives such payments.
 
SECTION 3.09  
Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
 
To the extent the terms of a Mortgage provide for Escrow Payments, the Servicer shall establish and maintain one or more accounts (the “Servicing Accounts”), into which all collections from the Mortgagors (or related advances from Sub-Servicers) for the payment of taxes, assessments, fire, flood, and hazard insurance premiums, hazard insurance proceeds (to the extent such amounts are to be applied to the restoration or repair of the property) and comparable items for the account of the Mortgagors (“Escrow Payments”) shall be deposited and retained. Servicing Accounts shall be Eligible Accounts. The Servicer shall deposit in the Servicing Accounts on a daily basis and in no event later than the second Business Day after receipt, and retain therein, all Escrow Payments collected on account of the Mortgage Loans, for the purpose of effecting the timely payment of any such items as required under the terms of this Agreement. Withdrawals of amounts from a Servicing Account may be made only to (i) effect timely payment of taxes, assessments, fire, flood, and hazard insurance premiums, and comparable items; (ii) reimburse the Servicer out of related collections for any advances made pursuant to Section 3.01 (with respect to taxes and assessments) and Section 3.14 (with respect to fire, flood and hazard insurance); (iii) refund to Mortgagors any sums as may be determined to be overages; (iv) pay interest, if required and as described below, to Mortgagors on balances in the Servicing Account; or (v) clear and terminate the Servicing Account at the termination of the Servicer’s obligations and responsibilities in respect of the Mortgage Loans under this Agreement in accordance with Article IX. As part of its servicing duties, the Servicer shall pay to the Mortgagors interest on funds in Servicing Accounts, to the extent required by law and, to the extent that interest earned on funds in the Servicing Accounts is insufficient, to pay such interest from its or their own funds, without any reimbursement therefor. Notwithstanding the foregoing, the Servicer shall not be obligated to collect Escrow Payments if the related Mortgage Loan does not require such payments but the Servicer shall nevertheless be obligated to make Servicing Advances as provided in Section 3.01. In the event the Servicer shall deposit in the Servicing Accounts any amount not required to be deposited therein, it may at any time withdraw such amount from the Servicing Accounts, any provision to the contrary notwithstanding.
 
To the extent that a Mortgage does not provide for Escrow Payments, the Servicer (i) shall determine whether any such payments are made by the Mortgagor in a manner and at a time that is necessary to avoid the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien and (ii) shall ensure that all insurance required to be maintained on the Mortgaged Property pursuant to this Agreement is maintained. If any such payment has not been made and the Servicer receives notice of a tax lien with respect to the Mortgage Loan being imposed, the Servicer will, to the extent required to avoid loss of the Mortgaged Property, advance or cause to be advanced funds necessary to discharge such lien on the Mortgaged Property. The Servicer assumes full responsibility for the payment of all such bills and shall effect payments of all such bills irrespective of the Mortgagor’s faithful performance in the payment of same or the making of the Escrow Payments and shall make Servicing Advances from its own funds to effect such payments.
 
SECTION 3.10  
Collection Account and Distribution Account.
 
(a)  On behalf of the Trust Fund, the Servicer shall establish and maintain one or more separate, segregated trust accounts (such account or accounts, the “Collection Account”), held in trust for the benefit of the Trust Administrator, the Trustee and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deposit or cause to be deposited in the clearing account (which account must be an Eligible Account) in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than two Business Days after the Servicer’s receipt thereof, and shall thereafter deposit in the Collection Account, in no event more than one Business Day after the deposit of such funds into the clearing account, as and when received or as otherwise required hereunder, the following payments and collections received or made by it from and after the Cut-off Date (other than in respect of principal or interest on the related Mortgage Loans due on or before the Cut-off Date), or payments (other than Principal Prepayments) received by it on or prior to the Cut-off Date but allocable to a Due Period subsequent thereto:
 
(i)  all payments on account of principal, including Principal Prepayments (but not Prepayment Charges), on the Mortgage Loans;
 
(ii)  all payments on account of interest (net of the related Servicing Fee and any Prepayment Interest Excess) on each Mortgage Loan;
 
(iii)  all Insurance Proceeds and Liquidation Proceeds (other than proceeds collected in respect of any particular REO Property and amounts paid by the Servicer in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 9.01);
 
(iv)  any amounts required to be deposited pursuant to Section 3.12 in connection with any losses realized on Permitted Investments with respect to funds held in the Collection Account;
 
(v)  any amounts required to be deposited by the Servicer pursuant to the second paragraph of Section 3.14(a) in respect of any blanket policy deductibles;
 
(vi)  all proceeds of any Mortgage Loan repurchased or purchased in accordance with Section 2.03 or Section 9.01;
 
(vii)  all amounts required to be deposited in connection with shortfalls in principal amount of Qualified Substitute Mortgage Loans pursuant to Section 2.03; and
 
(viii)  all Prepayment Charges collected by the Servicer and any Servicer Prepayment Charge Payment Amounts in connection with the Principal Prepayment of any of the Mortgage Loans.
 
For purposes of the immediately preceding sentence, the Cut-off Date with respect to any Qualified Substitute Mortgage Loan shall be deemed to be the date of substitution.
 
The foregoing requirements for deposit in the Collection Accounts shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of late payment charges or assumption fees (other than Prepayment Charges) need not be deposited by the Servicer in the Collection Account. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
 
(b)  On behalf of the Trust Fund, the Trust Administrator, as agent for the Trustee, shall establish and maintain one or more separate, segregated trust accounts (such account or accounts, the “Distribution Account”), held in trust for the benefit of the Certificateholders. On behalf of the Trust Fund, the Servicer shall deliver to the Trust Administrator in immediately available funds for deposit in the Distribution Account on or before 4:00 p.m. New York time (i) on the Servicer Remittance Date, that portion of the Available Distribution Amount (calculated without regard to the subtraction therefrom of the Credit Risk Manager Fee) for the related Distribution Date then on deposit in the Collection Account, the amount of all Prepayment Charges collected during the applicable Prepayment Period by the Servicer and Servicer Prepayment Charge Payment Amounts in connection with the Principal Prepayment of any of the Mortgage Loans then on deposit in the Collection Account and (ii) on each Business Day as of the commencement of which the balance on deposit in the Collection Account exceeds $75,000 following any withdrawals pursuant to the next succeeding sentence, the amount of such excess, but only if the Collection Account constitutes an Eligible Account solely pursuant to clause (ii) of the definition of “Eligible Account.” If the balance on deposit in the Collection Account exceeds $75,000 as of the commencement of business on any Business Day and the Collection Account constitutes an Eligible Account solely pursuant to clause (ii) of the definition of “Eligible Account,” the Servicer shall, on or before 4:00 p.m. New York time on such Business Day, withdraw from the Collection Account any and all amounts payable or reimbursable to the Depositor, the Servicer, the Trustee, the Trust Administrator, the Sponsor or any Sub-Servicer pursuant to Section 3.11 and shall pay such amounts to the Persons entitled thereto.
 
(c)  Funds in the Collection Account and the Distribution Account may be invested in Permitted Investments in accordance with the provisions set forth in Section 3.12. The Servicer shall give notice to the Trust Administrator and the Trust Administrator shall give notice to the Trustee and the Depositor of the location of the Collection Account maintained by it when established and prior to any change thereof. The Trust Administrator shall give notice to the Servicer, the Trustee and the Depositor of the location of the Distribution Account when established and prior to any change thereof.
 
(d)  Funds held in the Collection Account at any time may be delivered by the Servicer to the Trust Administrator for deposit in an account (which may be the Distribution Account and must satisfy the standards for the Distribution Account as set forth in the definition thereof) and for all purposes of this Agreement shall be deemed to be a part of the Collection Account; provided, however, that the Trust Administrator shall have the sole authority to withdraw any funds held pursuant to this subsection (d). In the event the Servicer shall deliver to the Trust Administrator for deposit in the Distribution Account any amount not required to be deposited therein, it may at any time request that the Trust Administrator withdraw such amount from the Distribution Account and remit to it any such amount, any provision herein to the contrary notwithstanding. In addition, the Servicer shall deliver to the Trust Administrator from time to time for deposit, and upon written notification from the Servicer, the Trust Administrator shall so deposit, in the Distribution Account:
 
(i)  any P&I Advances, as required pursuant to Section 4.03;
 
(ii)  any amounts required to be deposited pursuant to Section 3.23(d) or (f) in connection with any REO Property;
 
(iii)  any amounts to be paid by the Servicer in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 9.01;
 
(iv)  any amounts required to be deposited pursuant to Section 3.24 in connection with any Prepayment Interest Shortfalls; and
 
(v)  any Stayed Funds, as soon as permitted by the federal bankruptcy court having jurisdiction in such matters.
 
(e)  Promptly upon receipt of any Stayed Funds, whether from the Servicer, a trustee in bankruptcy, or federal bankruptcy court or other source, the Trust Administrator shall deposit such funds in the Distribution Account, subject to withdrawal thereof as permitted hereunder.
 
(f)  The Servicer shall deposit in the Collection Account any amounts required to be deposited pursuant to Section 3.12(b) in connection with losses realized on Permitted Investments with respect to funds held in the Collection Account.
 
SECTION 3.11  
Withdrawals from the Collection Account and Distribution Account.
 
(a)  The Servicer shall, from time to time, make withdrawals from the Collection Account for any of the following purposes or as described in Section 4.03:
 
(i)  to remit to the Trust Administrator for deposit in the Distribution Account the amounts required to be so remitted pursuant to Section 3.10(b) or permitted to be so remitted pursuant to the first sentence of Section 3.10(d);
 
(ii)  subject to Section 3.16(d), to reimburse the Servicer for P&I Advances, but only to the extent of amounts received which represent Late Collections (net of the related Servicing Fees) of Monthly Payments on Mortgage Loans with respect to which such P&I Advances were made in accordance with the provisions of Section 4.03;
 
(iii)  subject to Section 3.16(d), to pay the Servicer or any Sub-Servicer (A) any unpaid Servicing Fees, (B) any unreimbursed Servicing Advances with respect to each Mortgage Loan, but only to the extent of any Liquidation Proceeds, Insurance Proceeds or other amounts as may be collected by the Servicer from a Mortgagor, or otherwise received with respect to such Mortgage Loan and (C) without limiting any right of withdrawal set forth in clause (vi) below, any Servicing Advances made with respect to a Mortgage Loan that, following the final liquidation of a Mortgage Loan are Nonrecoverable Advances, but only to the extent that Late Collections, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer or any Sub-Servicer for such Servicing Advances;
 
(iv)  to pay to the Servicer as servicing compensation (in addition to the Servicing Fee) on the Servicer Remittance Date any interest or investment income earned on funds deposited in the Collection Account;
 
(v)  to pay to the Servicer, the Depositor or the Sponsor, as the case may be, with respect to each Mortgage Loan that has previously been purchased or replaced pursuant to Section 2.03 all amounts received thereon subsequent to the date of purchase or substitution, as the case may be;
 
(vi)  to reimburse the Servicer for any P&I Advance or Servicing Advance previously made which the Servicer has determined to be a Nonrecoverable Advance in accordance with the provisions of Section 4.03;
 
(vii)  to reimburse the Servicer or the Depositor for expenses incurred by or reimbursable to the Servicer or the Depositor, as the case may be, pursuant to Section 6.03;
 
(viii)  to reimburse the Servicer, the Trust Administrator or the Trustee, as the case may be, for expenses reasonably incurred in respect of the breach or defect giving rise to the purchase obligation under Section 2.03 or Section 2.04 of this Agreement that were included in the Purchase Price of the Mortgage Loan, including any expenses arising out of the enforcement of the purchase obligation;
 
(ix)  [reserved];
 
(x)  to pay, or to reimburse the Servicer for advances in respect of expenses incurred in connection with any Mortgage Loan pursuant to Section 3.16(b); and
 
(xi)  to clear and terminate the Collection Account pursuant to Section 9.01.
 
The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the Collection Account, to the extent held by or on behalf of it, pursuant to subclauses (ii), (iii), (iv), (v), (vi), (viii) and (ix) above. The Servicer shall provide written notification to the Trustee and the Trust Administrator, on or prior to the next succeeding Servicer Remittance Date, upon making any withdrawals from the Collection Account pursuant to subclause (vii) above.
 
(b)  The Trust Administrator shall, from time to time, make withdrawals from the Distribution Account, for any of the following purposes, without priority:
 
(i)  to make distributions to the Cap Account in accordance with Section 4.08 and to make distributions to the Swap Account in accordance with Section 4.09;
 
(ii)  to make distributions to Certificateholders in accordance with Section 4.01;
 
(iii)  to pay to itself any interest income earned on funds deposited in the Distribution Account pursuant to Section 3.12(c);
 
(iv)  to reimburse the Trust Administrator or the Trustee pursuant to Section 7.02;
 
(v)  to pay any amounts in respect of taxes pursuant to 10.01(g)(iii);
 
(vi)  to pay any Extraordinary Trust Fund Expenses;
 
(vii)  to reimburse the Trust Administrator or the Trustee for any P&I Advance made by it under Section 7.01 (if not reimbursed by the Servicer) to the same extent the Servicer would be entitled to reimbursement under Section 3.11(a);
 
(viii)  to pay the Credit Risk Manager the Credit Risk Manager Fee; and
 
(ix)  to clear and terminate the Distribution Account pursuant to Section 9.01.
 
SECTION 3.12  
Investment of Funds in the Collection Account and the Distribution Account.
 
(a)  The Servicer may direct any depository institution maintaining the Collection Account (for purposes of this Section 3.12, an “Investment Account”), and the Trust Administrator may at the direction of the Depositor direct any depository institution maintaining the Distribution Account (for purposes of this Section 3.12, also an “Investment Account”), to hold the funds in such Investment Account uninvested or to invest the funds in such Investment Account in one or more Permitted Investments specified in such instruction bearing interest or sold at a discount, and maturing, unless payable on demand, (i) no later than the Business Day immediately preceding the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if a Person other than the Trust Administrator is the obligor thereon, and (ii) no later than the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if the Trust Administrator is the obligor thereon. All such Permitted Investments shall be held to maturity, unless payable on demand. Any investment of funds in an Investment Account shall be made in the name of the Trust Administrator (in its capacity as such) or in the name of a nominee of the Trust Administrator. The Trust Administrator shall be entitled to sole possession (except with respect to investment direction of funds held in the Collection Account and the Distribution Account and any income and gain realized thereon) over each such investment, and any certificate or other instrument evidencing any such investment shall be delivered directly to the Trust Administrator or its agent, together with any document of transfer necessary to transfer title to such investment to the Trust Administrator or its nominee. In the event amounts on deposit in an Investment Account are at any time invested in a Permitted Investment payable on demand, the Trust Administrator shall:
 
(x) consistent with any notice required to be given thereunder, demand that payment thereon be made on the last day such Permitted Investment may otherwise mature hereunder in an amount equal to the lesser of (1) all amounts then payable thereunder and (2) the amount required to be withdrawn on such date; and
 
(y) demand payment of all amounts due thereunder promptly upon determination by a Responsible Officer of the Trust Administrator that such Permitted Investment would not constitute a Permitted Investment in respect of funds thereafter on deposit in the Investment Account.
 
(b)  All income and gain realized from the investment of funds deposited in the Collection Account held by or on behalf of the Servicer, shall be for the benefit of the Servicer and shall be subject to its withdrawal in accordance with Section 3.11. The Servicer shall deposit in the Collection Account the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such accounts immediately upon realization of such loss.
 
(c)  All income and gain realized from the investment of funds deposited in the Distribution Account held by or on behalf of the Trust Administrator, shall be for the benefit of the Trust Administrator and shall be subject to its withdrawal at any time. The Trust Administrator shall deposit in the Distribution Account the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such accounts immediately upon realization of such loss.
 
(d)  Except as otherwise expressly provided in this Agreement, if any default occurs in the making of a payment due under any Permitted Investment, or if a default occurs in any other performance required under any Permitted Investment, the Trust Administrator may and, subject to Section 8.01 and Section 8.02(a)(v), upon the request of the Holders of Certificates representing more than 50% of the Voting Rights allocated to any Class of Certificates, shall take such action as may be appropriate to enforce such payment or performance, including the institution and prosecution of appropriate proceedings.
 
SECTION 3.13  
[Reserved].
 
SECTION 3.14  
Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.
 
(a)  The terms of each Mortgage Note require the related Mortgagor to maintain fire, flood and hazard insurance policies. To the extent such policies are not maintained, the Servicer shall cause to be maintained for each Mortgaged Property fire and hazard insurance with extended coverage as is customary in the area where the Mortgaged Property is located in an amount which is at least equal to the lesser of the current principal balance of such Mortgage Loan and the amount necessary to fully compensate for any damage or loss to the improvements which are a part of such property on a replacement cost basis, in each case in an amount not less than such amount as is necessary to avoid the application of any coinsurance clause contained in the related hazard insurance policy. The Servicer shall also cause to be maintained fire and hazard insurance on each REO Property with extended coverage as is customary in the area where the Mortgaged Property is located in an amount which is at least equal to the lesser of (i) the maximum insurable value of the improvements which are a part of such property and (ii) the outstanding principal balance of the related Mortgage Loan at the time it became an REO Property. The Servicer will comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any such hazard policies. Any amounts to be collected by the Servicer under any such policies (other than amounts to be applied to the restoration or repair of the property subject to the related Mortgage or amounts to be released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing loans held for its own account, subject to the terms and conditions of the related Mortgage and Mortgage Note) shall be deposited in the Collection Account, subject to withdrawal pursuant to Section 3.11, if received in respect of a Mortgage Loan, or in the REO Account, subject to withdrawal pursuant to Section 3.23, if received in respect of an REO Property. Any cost incurred by the Servicer in maintaining any such insurance shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid principal balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit; provided, however, that the Servicer may capitalize the amount of any Servicing Advances incurred pursuant to this Section 3.14 in connection with the modification of a Mortgage Loan. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance. If the Mortgaged Property or REO Property is at any time in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards, the Servicer will cause to be maintained a flood insurance policy in respect thereof. Such flood insurance shall be in an amount equal to the lesser of (i) the unpaid principal balance of the related Mortgage Loan and (ii) the maximum amount of such insurance available for the related Mortgaged Property under the national flood insurance program (assuming that the area in which such Mortgaged Property is located is participating in such program). Such flood insurance must also be equal to the replacement value or the maximum payable amount under the Flood Disaster Protection Act (FDPA).
 
In the event that the Servicer shall obtain and maintain a blanket policy with an insurer having a General Policy Rating of B:VI or better in Best’s Key Rating Guide insuring against hazard losses on all of the Mortgage Loans, it shall conclusively be deemed to have satisfied its obligations as set forth in the first two sentences of this Section 3.14, it being understood and agreed that such policy may contain a deductible clause, in which case the Servicer shall, in the event that there shall not have been maintained on the related Mortgaged Property or REO Property a policy complying with the first two sentences of this Section 3.14, and there shall have been one or more losses which would have been covered by such policy, deposit to the Collection Account from its own funds the amount not otherwise payable under the blanket policy because of such deductible clause. In connection with its activities as administrator and servicer of the Mortgage Loans, the Servicer agrees to prepare and present, on behalf of itself, the Trustee, the Trust Fund and the Certificateholders, claims under any such blanket policy in a timely fashion in accordance with the terms of such policy.
 
(b)  The Servicer shall keep in force during the term of this Agreement a policy or policies of insurance covering errors and omissions for failure in the performance of its respective obligations under this Agreement, which policy or policies shall be in such form and amount that would meet the requirements of Fannie Mae or Freddie Mac if it were the purchaser of the Mortgage Loans, unless the Servicer, has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall each also maintain a fidelity bond in the form and amount that would meet the requirements of Fannie Mae or Freddie Mac, unless the Servicer, has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall be deemed to have complied with this provision if an Affiliate of the Servicer, has such errors and omissions and fidelity bond coverage and, by the terms of such insurance policy or fidelity bond, the coverage afforded thereunder extends to the Servicer. Any such errors and omissions policy and fidelity bond shall by its terms not be cancelable without thirty days’ prior written notice to the Trustee and the Trust Administrator.
 
SECTION 3.15  
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
 
The Servicer will, to the extent it has knowledge of any conveyance or prospective conveyance of any Mortgaged Property by any Mortgagor (whether by absolute conveyance or by contract of sale, and whether or not the Mortgagor remains or is to remain liable under the Mortgage Note and/or the Mortgage), exercise its rights to accelerate the maturity of such Mortgage Loan under the “due-on-sale” clause, if any, applicable thereto; provided, however, that the Servicer shall not exercise any such rights if prohibited by law from doing so. If the Servicer reasonably believes it is unable under applicable law to enforce such “due-on-sale” clause, or if any of the other conditions set forth in the proviso to the preceding sentence apply, the Servicer will enter into an assumption and modification agreement from or with the person to whom such property has been conveyed or is proposed to be conveyed, pursuant to which such person becomes liable under the Mortgage Note and, to the extent permitted by applicable state law, the Mortgagor remains liable thereon. The Servicer is also authorized to enter into a substitution of liability agreement with such person, pursuant to which the original Mortgagor is released from liability and such person is substituted as the Mortgagor and becomes liable under the Mortgage Note, provided that no such substitution shall be effective unless such person satisfies the then current underwriting criteria of the Servicer for mortgage loans similar to the Mortgage Loans. In connection with any assumption or substitution, the Servicer shall apply such underwriting standards and follow such practices and procedures as shall be normal and usual in its general mortgage servicing activities and as it applies to other mortgage loans owned solely by it. The Servicer shall not take or enter into any assumption and modification agreement, however, unless (to the extent practicable in the circumstances) it shall have received confirmation, in writing, of the continued effectiveness of any applicable hazard insurance policy. Any fee collected by the Servicer in respect of an assumption or substitution of liability agreement will be retained by the Servicer as additional servicing compensation. In connection with any such assumption, no material term of the Mortgage Note (including but not limited to the related Mortgage Rate and the amount of the Monthly Payment) may be amended or modified, except as otherwise required pursuant to the terms thereof. The Servicer shall notify the Trustee and the Trust Administrator that any such substitution or assumption agreement has been completed by forwarding to the Trust Administrator on behalf of the Trustee the executed original of such substitution or assumption agreement, which document shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof.
 
Notwithstanding the foregoing paragraph or any other provision of this Agreement, the Servicer shall not be deemed to be in default, breach or any other violation of its obligations hereunder by reason of any assumption of a Mortgage Loan by operation of law or by the terms of the Mortgage Note or any assumption which the Servicer may be restricted by law from preventing, for any reason whatever. For purposes of this Section 3.15, the term “assumption” is deemed to also include a sale (of the Mortgaged Property) subject to the Mortgage that is not accompanied by an assumption or substitution of liability agreement.
 
SECTION 3.16  
Realization Upon Defaulted Mortgage Loans.
 
(a)  The Servicer shall, consistent with the servicing standard set forth in Section 3.01, foreclose upon or otherwise comparably convert the ownership of properties securing such of the Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments pursuant to Section 3.07. The Servicer shall be responsible for all costs and expenses incurred by it in any such proceedings; provided, however, that such costs and expenses will be recoverable as Servicing Advances by the Servicer as contemplated in Section 3.11 and Section 3.23. The foregoing is subject to the provision that, in any case in which Mortgaged Property shall have suffered damage from an Uninsured Cause, the Servicer shall not be required to expend its own funds toward the restoration of such property unless it shall determine in its discretion that such restoration will increase the proceeds of liquidation of the related Mortgage Loan after reimbursement to itself for such expenses.
 
(b)  Notwithstanding the foregoing provisions of this Section 3.16 or any other provision of this Agreement, with respect to any Mortgage Loan as to which the Servicer has received actual notice of, or has actual knowledge of, the presence of any toxic or hazardous substance on the related Mortgaged Property, the Servicer shall not, on behalf of the Trustee, either (i) obtain title to such Mortgaged Property as a result of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession of, or take any other action with respect to, such Mortgaged Property, if, as a result of any such action, the Trustee, the Trust Fund, the Trust Administrator, the Servicer or the Certificateholders would be considered to hold title to, to be a “mortgagee-in-possession” of, or to be an “owner” or “operator” of such Mortgaged Property within the meaning of the Comprehensive Environmental Response, Compensation and Liability Act of 1980, as amended from time to time, or any comparable law, unless the Servicer has also previously determined, based on its reasonable judgment and a report prepared by a Person who regularly conducts environmental audits using customary industry standards, that:
 
(1) such Mortgaged Property is in compliance with applicable environmental laws or, if not, that it would be in the best economic interest of the Trust Fund to take such actions as are necessary to bring the Mortgaged Property into compliance therewith; and
 
(2) there are no circumstances present at such Mortgaged Property relating to the use, management or disposal of any hazardous substances, hazardous materials, hazardous wastes, or petroleum-based materials for which investigation, testing, monitoring, containment, clean-up or remediation could be required under any federal, state or local law or regulation, or that if any such materials are present for which such action could be required, that it would be in the best economic interest of the Trust Fund to take such actions with respect to the affected Mortgaged Property.
 
The cost of the environmental audit report contemplated by this Section 3.16 shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(ix), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
 
If the Servicer determines, as described above, that it is in the best economic interest of the Trust Fund to take such actions as are necessary to bring any such Mortgaged Property into compliance with applicable environmental laws, or to take such action with respect to the containment, clean-up or remediation of hazardous substances, hazardous materials, hazardous wastes or petroleum-based materials affecting any such Mortgaged Property, then the Servicer shall take such action as it deems to be in the best economic interest of the Trust Fund. The cost of any such compliance, containment, cleanup or remediation shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(ix), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
 
(c)   The Servicer shall have the right to purchase from REMIC I any defaulted Mortgage Loan that is 90 days or more delinquent, which the Servicer determines in good faith will otherwise become subject to foreclosure proceedings (evidence of such determination to be delivered in writing to the Trustee and the Trust Administrator, in form and substance satisfactory to the Trustee and the Trust Administrator prior to purchase), at a price equal to the Purchase Price. The Purchase Price for any Mortgage Loan purchased hereunder shall be deposited in the Collection Account, and the Trust Administrator, upon receipt of written certification from the Servicer of such deposit, shall release or cause to be released to the Servicer the related Mortgage File and the Trust Administrator, upon receipt of written certification from the Servicer of such deposit, shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Servicer shall furnish and as shall be necessary to vest in the Servicer title to any Mortgage Loan released pursuant hereto.
 
(d)  Proceeds received in connection with any Final Recovery Determination, as well as any recovery resulting from a partial collection of Insurance Proceeds or Liquidation Proceeds, in respect of any Mortgage Loan, will be applied in the following order of priority: first, to reimburse the Servicer or any Sub-Servicer for any related unreimbursed Servicing Advances and P&I Advances, pursuant to Section 3.11(a)(ii) or (a)(iii)(B); second, to accrued and unpaid interest on the Mortgage Loan, to the date of the Final Recovery Determination, or to the Due Date prior to the Distribution Date on which such amounts are to be distributed if not in connection with a Final Recovery Determination; and third, as a recovery of principal of the Mortgage Loan. If the amount of the recovery so allocated to interest is less than the full amount of accrued and unpaid interest due on such Mortgage Loan, the amount of such recovery will be allocated by the Servicer as follows: first, to unpaid Servicing Fees; and second, to the balance of the interest then due and owing. The portion of the recovery so allocated to unpaid Servicing Fees shall be reimbursed to the Servicer or any Sub-Servicer pursuant to Section 3.11(a)(iii)(A).
 
SECTION 3.17  
Trustee to Cooperate; Release of Mortgage Files.
 
(a)  Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full shall be escrowed in a manner customary for such purposes, the Servicer will immediately notify the Custodian, on behalf of the Trustee, by a Request for Release in the form of Exhibit E (which certification shall include a statement to the effect that all amounts received or to be received in connection with such payment which are required to be deposited in the Collection Account pursuant to Section 3.10 have been or will be so deposited) of a Servicing Officer and shall request that the Custodian, on behalf of the Trustee, deliver to it the Mortgage File. Upon receipt of such certification and request, the Custodian, on behalf of the Trustee, shall release within two Business Days the related Mortgage File to the Servicer, and the Servicer is authorized to cause the removal from the registration on the MERS® System of any such Mortgage, if applicable, and to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of satisfaction or cancellation or of partial or full release. No expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the Collection Account or the Distribution Account.
 
The Trustee (or the Custodian on its behalf) shall, at the written request and expense of any Certificateholder, provide a written report to such Certificateholder of all Mortgage Files released to the Servicer for servicing purposes.
 
(b)  From time to time and as appropriate for the servicing or foreclosure of any Mortgage Loan, including, for this purpose, collection under any insurance policy relating to the Mortgage Loans, the Custodian, on behalf of the Trustee, shall, upon request of the Servicer and delivery to the related Custodian and the Trustee of a Request for Release in the form of Exhibit E, release the related Mortgage File to the Servicer within two Business Days, and the Custodian, on behalf of the Trustee, shall, at the direction of the Servicer, execute such documents as shall be necessary to the prosecution of any such proceedings. Such Request for Release shall obligate the Servicer to return each and every document previously requested from the Mortgage File to the Custodian when the need therefor by the Servicer no longer exists, unless the Mortgage Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage Loan have been deposited in the Collection Account or the Mortgage File or such document has been delivered to an attorney, or to a public trustee or other public official as required by law, for purposes of initiating or pursuing legal action or other proceedings for the foreclosure of the Mortgaged Property either judicially or non-judicially, and the Servicer has delivered to the Custodian, on behalf of the Trustee, a certificate of a Servicing Officer certifying as to the name and address of the Person to which such Mortgage File or such document was delivered and the purpose or purposes of such delivery. Upon receipt of a certificate of a Servicing Officer stating that such Mortgage Loan was liquidated and that all amounts received or to be received in connection with such liquidation that are required to be deposited into the Collection Account have been so deposited, or that such Mortgage Loan has become an REO Property, a copy of the Request for Release shall be released by the Custodian, on behalf of the Trustee, to the Servicer.
 
(c)  Upon written certification of a Servicing Officer, the Trustee shall execute and deliver to the Servicer any court pleadings, requests for trustee’s sale or other documents reasonably necessary to the foreclosure or trustee’s sale in respect of a Mortgaged Property or to any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Mortgage or to obtain a deficiency judgment, or to enforce any other remedies or rights provided by the Mortgage Note or Mortgage or otherwise available at law or in equity. Each such certification shall include a request that such pleadings or documents be executed by the Trustee and a statement as to the reason such documents or pleadings are required and that the execution and delivery thereof by the Trustee will not invalidate or otherwise affect the lien of the Mortgage, except for the termination of such a lien upon completion of the foreclosure or trustee’s sale.
 
SECTION 3.18  
Servicing Compensation.
 
As compensation for the activities of the Servicer hereunder, the Servicer shall be entitled to the Servicing Fee with respect to each Mortgage Loan payable solely from payments of interest in respect of such Mortgage Loan, subject to Section 3.24. In addition, the Servicer shall be entitled to recover unpaid Servicing Fees out of Insurance Proceeds or Liquidation Proceeds to the extent permitted by Section 3.11(a)(iii)(A) and out of amounts derived from the operation and sale of an REO Property to the extent permitted by Section 3.23. The right to receive the Servicing Fee may not be transferred in whole or in part except in connection with the transfer of all of the Servicer’s responsibilities and obligations under this Agreement.
 
Additional servicing compensation in the form of assumption fees, late payment charges and other similar fees and charges (other than Prepayment Charges) shall be retained by the Servicer (subject to Section 3.24) only to the extent such fees or charges are received by the Servicer. The Servicer shall also be entitled pursuant to Section 3.11(a)(iv) to withdraw from the Collection Account, and pursuant to Section 3.23(b) to withdraw from any REO Account, as additional servicing compensation, interest or other income earned on deposits therein, subject to Section 3.12 and Section 3.24. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including premiums for the insurance required by Section 3.14, to the extent such premiums are not paid by the related Mortgagors or by a Sub-Servicer, servicing compensation of each Sub-Servicer, and to the extent provided herein in Section 8.05, the fees and expenses of the Trustee and the Trust Administrator) and shall not be entitled to reimbursement therefor except as specifically provided herein.
 
SECTION 3.19  
Reports to the Trust Administrator; Collection Account Statements.
 
Not later than fifteen days after each Distribution Date, the Servicer shall forward to the Trust Administrator, upon the request of the Trust Administrator, a statement prepared by the Servicer setting forth the status of the Collection Account as of the close of business on the last day of the calendar month relating to such Distribution Date and showing, for the period covered by such statement, the aggregate amount of deposits into and withdrawals from the Collection Account of each category of deposit specified in Section 3.10(a) and each category of withdrawal specified in Section 3.11. Such statement may be in the form of the then current Fannie Mae Monthly Accounting Report for its Guaranteed Mortgage Pass-Through Program with appropriate additions and changes, and shall also include information as to the aggregate of the outstanding principal balances of all of the Mortgage Loans as of the last day of the calendar month immediately preceding such Distribution Date. Copies of such statement shall be provided by the Trust Administrator to any Certificateholder and to any Person identified to the Trust Administrator as a prospective transferee of a Certificate, upon the request and at the expense of the requesting party, provided such statement is delivered by the Servicer to the Trust Administrator.
 
SECTION 3.20  
Statement as to Compliance.
 
The Servicer shall deliver to the Trust Administrator, on or before March 15th of each calendar year beginning in 2007, an Officers’ Certificate (an “Annual Statement of Compliance”) stating, as to each signatory thereof, that (i) a review of the activities of the Servicer during the preceding calendar year and of performance under this Agreement has been made under such officers’ supervision and (ii) to the best of such officers’ knowledge, based on such review, the Servicer has fulfilled all of its obligations under this Agreement in all material respects throughout such year, or, if there has been a failure to fulfill any such obligation in any material respect, specifying each such failure known to such officer and the nature and status of cure provisions thereof. The Servicer shall deliver, or cause any Sub-Servicer to deliver, a similar Annual Statement of Compliance by any Sub-Servicer to which the Servicer has delegated any servicing responsibilites with respect to the Mortgage Loans, to the Trust Administrator as described above as and when required with respect to the Servicer.
 
If the Servicer cannot deliver the related Annual Statement of Compliance by March 15th of such year, the Trust Administrator, at its sole option, may permit a cure period for the Servicer to deliver such Annual Statement of Compliance, but in no event later than March 20th of such year.
 
Failure of the Servicer to timely comply with this Section 3.20, which continues unremedied for ten (10) calendar days after the date on which the Annual Statement of Compliance was required to be delivered, shall be deemed an Event of Default, and upon the receipt of written notice from the Trust Administrator of such Event of Default, the Trustee may at the direction 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, upon notice immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same; provided that to the extent that any provision of this Agreement expressly provides for the survival of certain rights or obligations following termination of the Servicer, such provision shall be given effect. This paragraph shall supercede any other provision in this Agreement or any other agreement to the contrary.
 
The Servicer shall indemnify and hold harmless the Depositor, the Trust Administrator and their officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon a breach of the Servicer’s obligations under this Section 3.20.
 
SECTION 3.21  
Assessments of Compliance and Attestation Reports.
 
(a)  The Servicer shall service and administer the Mortgage Loans in accordance with all applicable requirements of the Servicing Criteria (as set forth in Exhibit C hereto). The Servicer shall deliver to the Trust Administrator on or before March 1st of each calendar year beginning in 2007, the following:
 
(i)  a report (an “Assessment of Compliance”) regarding the Servicer’s assessment of compliance with the Servicing Criteria during the immediately preceding calendar year, as required under Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB. Such report shall be signed by an authorized officer of the Servicer, and shall address each of the Servicing Criteria set forth in Exhibit C hereto;
 
(ii)  a report (an “Attestation Report”) of a registered public accounting firm reasonably acceptable to the Depositor that attests to, and reports on, the assessment of compliance made by the Servicer and delivered pursuant to the preceding paragraph. Such attestation shall be in accordance with Rules 1-02(a)(3) and 2-02(g) of Regulation S-X under the Securities Act and the Exchange Act; and
 
(iii)  cause each 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 an Assessment of Compliance and Attestation Report as and when provided in paragraphs (i) and (ii) of this Section 3.21(a).
 
(iv)  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.
 
(b)  The Servicer shall, or shall cause 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 Trust Administrator 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 C 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 1st of such year, the Trust Administrator, 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 15th of such year.
 
Failure of the Servicer to timely comply with this Section 3.21 shall be deemed a Servicer Event of Default, and upon the receipt of written notice from the Trust Administrator of such Event of Default, the Trustee at the direction of the Depositor may, 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, upon notice immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same; provided, however, the Depositor shall not be entitled to instruct the Trustee to terminate the rights and obligations of the Servicer pursuant to clause (iii) above if a failure of the Servicer to identify a subcontractor “participating in the servicing function” within the meaning of Item 1122 of Regulation AB was attributable solely to the role or functions of such subcontractor with respect to mortgage loans other than the Mortgage Loans. This paragraph shall supercede any other provision in this Agreement or any other agreement to the contrary.
 
The Trust Administrator 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 C hereto which are indicated as applicable to the “trust administrator.”
 
The Servicer shall indemnify and hold harmless the Depositor and the Trust Administrator and their officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon a breach of the Servicer’s obligations, as applicable, under this Section 3.21.
 
SECTION 3.22  
Access to Certain Documentation.
 
The Servicer shall provide to the Depositor, the Trust Administrator and the Trustee access to the documentation regarding the Mortgage Loans required by applicable laws and regulations. Such access shall be afforded without charge, but only upon reasonable request and during normal business hours at the offices of the Servicer designated by it. In addition, access to the documentation regarding the Mortgage Loans required by applicable laws and regulations will be provided to the Trustee or the Trust Administrator for purposes of any Person identified as a Certificateholder or any federal or state banking or insurance regulatory authority that may exercise authority over any Certificateholder or a prospective transferee of a Certificate or a subject to the execution of a confidentiality agreement in form and substance satisfactory to the Servicer, upon reasonable request during normal business hours at the offices of the Servicer designated by it at the expense of the Trustee or Trust Administrator. Nothing in this Section 3.22 shall derogate from the obligation of any such party to observe any applicable law prohibiting disclosure of information regarding the Mortgagors and the failure of any such party to provide access as provided in this Section as a result of such obligation shall not constitute a breach of this Section 3.22
 
SECTION 3.23  
Title, Management and Disposition of REO Property.
 
(a)  The deed or certificate of sale of any REO Property shall be taken in the name of the Trustee, or its nominee, in trust for the benefit of the Certificateholders. The Servicer, on behalf of the Trust Fund, shall either sell any REO Property before the close of the third taxable year following the year the Trust Fund acquires ownership of such REO Property for purposes of Section 860G(a)(8) of the Code or request from the Internal Revenue Service, no later than 60 days before the day on which the above three-year grace period would otherwise expire, an extension of the above three-year grace period, unless the Servicer shall have delivered to the Trustee, the Trust Administrator and the Depositor an Opinion of Counsel, addressed to the Trustee, the Trust Administrator and the Depositor, to the effect that the holding by the Trust Fund of such REO Property subsequent to the close of the third taxable year after its acquisition will not result in the imposition on the Trust Fund of taxes on “prohibited transactions” thereof, as defined in Section 860F of the Code, or cause any Trust REMIC to fail to qualify as a REMIC under Federal law at any time that any Certificates are outstanding. The Servicer shall manage, conserve, protect and operate each REO Property for the Certificateholders solely for the purpose of its prompt disposition and sale in a manner which does not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code or result in the receipt by any Trust REMIC of any “income from non-permitted assets” within the meaning of Section 860F(a)(2)(B) of the Code, or any “net income from foreclosure property” which is subject to taxation under the REMIC Provisions.
 
(b)  The Servicer shall segregate and hold all funds collected and received in connection with the operation of any REO Property separate and apart from its own funds and general assets and shall establish and maintain with respect to REO Properties an account held in trust for the Trustee for the benefit of the Certificateholders (the “REO Account”), which shall be an Eligible Account. The Servicer shall be permitted to allow the Collection Account to serve as the REO Account, subject to separate ledgers for each REO Property. The Servicer shall be entitled to retain or withdraw any interest income paid on funds deposited in the REO Account.
 
(c)  The Servicer shall have full power and authority, subject only to the specific requirements and prohibitions of this Agreement, to do any and all things in connection with any REO Property as are consistent with the manner in which the Servicer manages and operates similar property owned by the Servicer or any of its Affiliates, all on such terms and for such period as the Servicer deems to be in the best interests of Certificateholders. In connection therewith, the Servicer shall deposit, or cause to be deposited in the clearing account (which account must be an Eligible Account) in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than two Business Days after the Servicer’s receipt thereof, and shall thereafter deposit in the REO Account, in no event more than one Business Day after the deposit of such funds into the clearing account, all revenues received by it with respect to an REO Property and shall withdraw therefrom funds necessary for the proper operation, management and maintenance of such REO Property including, without limitation:
 
(i)  all insurance premiums due and payable in respect of such REO Property;
 
(ii)  all real estate taxes and assessments in respect of such REO Property that may result in the imposition of a lien thereon; and
 
(iii)  all costs and expenses necessary to maintain such REO Property.
 
To the extent that amounts on deposit in the REO Account with respect to an REO Property are insufficient for the purposes set forth in clauses (i) through (iii) above with respect to such REO Property, the Servicer shall advance from its own funds such amount as is necessary for such purposes if, but only if, the Servicer would make such advances if the Servicer owned the REO Property and if in the Servicer’s judgment, the payment of such amounts will be recoverable from the rental or sale of the REO Property.
 
Notwithstanding the foregoing, none of the Servicer, the Trust Administrator or the Trustee shall:
 
(i)  authorize the Trust Fund to enter into, renew or extend any New Lease with respect to any REO Property, if the New Lease by its terms will give rise to any income that does not constitute Rents from Real Property;
 
(ii)  authorize any amount to be received or accrued under any New Lease other than amounts that will constitute Rents from Real Property;
 
(iii)  authorize any construction on any REO Property, other than the completion of a building or other improvement thereon, and then only if more than ten percent of the construction of such building or other improvement was completed before default on the related Mortgage Loan became imminent, all within the meaning of Section 856(e)(4)(B) of the Code; or
 
(iv)  authorize any Person to Directly Operate any REO Property on any date more than 90 days after its date of acquisition by the Trust Fund;
 
unless, in any such case, the Servicer has obtained an Opinion of Counsel, provided to the Trust Administrator and the Trustee, to the effect that such action will not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code at any time that it is held by the Trust Fund, in which case the Servicer may take such actions as are specified in such Opinion of Counsel.
 
The Servicer may contract with any Independent Contractor for the operation and management of any REO Property, provided that:
 
(i)  the terms and conditions of any such contract shall not be inconsistent herewith;
 
(ii)  any such contract shall require, or shall be administered to require, that the Independent Contractor pay all costs and expenses incurred in connection with the operation and management of such REO Property, including those listed above and remit all related revenues (net of such costs and expenses) to the Servicer as soon as practicable, but in no event later than thirty days following the receipt thereof by such Independent Contractor;
 
(iii)  none of the provisions of this Section 3.23(c) relating to any such contract or to actions taken through any such Independent Contractor shall be deemed to relieve the Servicer of any of its duties and obligations to the Trustee on behalf of the Certificateholders with respect to the operation and management of any such REO Property; and
 
(iv)  the Servicer shall be obligated with respect thereto to the same extent as if it alone were performing all duties and obligations in connection with the operation and management of such REO Property.
 
The Servicer shall be entitled to enter into any agreement with any Independent Contractor performing services for it related to its duties and obligations hereunder for indemnification of the Servicer by such Independent Contractor, and nothing in this Agreement shall be deemed to limit or modify such indemnification. The Servicer shall be solely liable for all fees owed by it to any such Independent Contractor, irrespective of whether the Servicer’s compensation pursuant to Section 3.18 is sufficient to pay such fees.
 
(d)  In addition to the withdrawals permitted under Section 3.23(c), the Servicer may from time to time make withdrawals from the REO Account for any REO Property: (i) to pay itself or any Sub-Servicer unpaid Servicing Fees in respect of the related Mortgage Loan; and (ii) to reimburse itself or any Sub-Servicer for unreimbursed Servicing Advances and P&I Advances made in respect of such REO Property or the related Mortgage Loan. Any income from the related REO Property received during any calendar months prior to a Final Recovery Determination, net of any withdrawals made pursuant to Section 3.23(c) or this Section 3.23(d), shall be withdrawn by the Servicer from each REO Account maintained by it and remitted to the Trust Administrator for deposit into the Distribution Account in accordance with Section 3.10(d)(ii) on the Servicer Remittance Date relating to a Final Recovery Determination with respect to such Mortgage Loan, for distribution on the related Distribution Date in accordance with Section 4.01.
 
(e)  Subject to the time constraints set forth in Section 3.23(a), and further subject to obtaining the approval of the insurer under any related Primary Mortgage Insurance Policy (if and to the extent that such approvals are necessary to make claims under such policies in respect of the affected REO Property), each REO Disposition shall be carried out by the Servicer at such price and upon such terms and conditions as the Servicer shall deem necessary or advisable, as shall be normal and usual in its general servicing activities for similar properties.
 
(f)  The proceeds from the REO Disposition, net of any amount required by law to be remitted to the Mortgagor under the related Mortgage Loan and net of any payment or reimbursement to the Servicer or any Sub-Servicer as provided above, shall be remitted to the Trust Administrator for deposit in the Distribution Account in accordance with Section 3.10(d)(ii) on the Servicer Remittance Date in the month following the receipt thereof for distribution on the related Distribution Date in accordance with Section 4.01. Any REO Disposition shall be for cash only (unless changes in the REMIC Provisions made subsequent to the Startup Day allow a sale for other consideration).
 
(g)  The Servicer shall file information returns with respect to the receipt of mortgage interest received in a trade or business, reports of foreclosures and abandonments of any Mortgaged Property and cancellation of indebtedness income with respect to any Mortgaged Property as required by Sections 6050H, 6050J and 6050P of the Code, respectively. Such reports shall be in form and substance sufficient to meet the reporting requirements imposed by such Sections 6050H, 6050J and 6050P of the Code.
 
SECTION 3.24  
Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
 
The Servicer shall deliver to the Trust Administrator for deposit into the Distribution Account on the Servicer Remittance Date from its own funds (or from a Sub-Servicer’s own funds received by the Servicer in respect of Compensating Interest) an amount equal to the lesser of (i) the aggregate of the Prepayment Interest Shortfalls for the related Distribution Date resulting from full or partial Principal Prepayments during the related Prepayment Period and (ii) the applicable Compensating Interest Payment.
 
SECTION 3.25  
Obligations of the Servicer in Respect of Monthly Payments.
 
In the event that a shortfall in any collection on or liability with respect to any Mortgage Loan results from or is attributable to adjustments to Mortgage Rates, Monthly Payments or Stated Principal Balances that were made by the Servicer in a manner not consistent with the terms of the related Mortgage Note and this Agreement, the Servicer, upon discovery or receipt of notice thereof, immediately shall deliver to the Trust Administrator for deposit in the Distribution Account from its own funds the amount of any such shortfall and shall indemnify and hold harmless the Trust Fund, the Trustee, the Trust Administrator, the Depositor and any successor servicer in respect of any such liability. Such indemnities shall survive the termination or discharge of this Agreement. If amounts paid by the Servicer with respect to any Mortgage Loan pursuant to this Section 3.25 are subsequently recovered from the related Mortgagor, the Servicer shall be permitted to reimburse itself for such amounts paid by it pursuant to this Section 3.25 from such recoveries.
 
SECTION 3.26  
Advance Facility.
 
(a)  Either (i) the Servicer or (ii) the Trust Administrator, on behalf of the Trust Fund, with the consent of and at the direction of the Servicer, is hereby authorized to enter into a facility with any Person which provides that such Person (an “Advancing Person”) may fund P&I Advances and/or Servicing Advances to the Trust Fund under this Agreement, although no such facility shall reduce or otherwise affect the Servicer’s obligation to fund such P&I Advances and/or Servicing Advances. If the Servicer enters into such an Advance Facility pursuant to this Section 3.26, upon reasonable request of the Advancing Person, the Trust Administrator shall execute a letter of acknowledgment, confirming its receipt of notice of the existence of such Advance Facility. If the Trust Administrator enters into such an Advance Facility pursuant to this Section 3.26, the Servicer shall also be a party to such Advance Facility. To the extent that an Advancing Person funds any P&I Advance or any Servicing Advance and provides the Trust Administrator with notice acknowledged by the Servicer that such Advancing Person is entitled to reimbursement, such Advancing Person shall be entitled to receive reimbursement pursuant to this Agreement for such amount to the extent provided in Section 3.26(b). Such notice from the Advancing Person must specify the amount of the reimbursement, the Section of this Agreement that permits the applicable P&I Advance or Servicing Advance to be reimbursed and the section(s) of the Advance Facility that entitle the Advancing Person to request reimbursement from the Trust Administrator, rather than the Servicer, and include the Servicer’s acknowledgment thereto or proof of an Event of Default under the Advance Facility. The Trust Administrator shall have no duty or liability with respect to any calculation of any reimbursement to be paid to an Advancing Person and shall be entitled to rely without independent investigation on the Advancing Person’s notice provided pursuant to this Section 3.26. An Advancing Person whose obligations hereunder are limited to the funding of P&I Advances and/or Servicing Advances shall not be required to meet the qualifications of a Servicer or a Sub-Servicer pursuant to Section 3.02 hereof and will not be deemed to be a Sub-Servicer under this Agreement.
 
(b)  If an advancing facility is entered into, then the Servicer shall not be permitted to reimburse itself therefor under Section 3.11(a)(ii), Section 3.11(a)(iii) and Section 3.11(a)(vi) prior to the remittance to the Trust Fund, but instead the Servicer shall include such amounts in the applicable remittance to the Trust Administrator made pursuant to Section 3.11(a). The Trust Administrator is hereby authorized to pay to the Advancing Person, reimbursements for P&I Advances and Servicing Advances from the Distribution Account to the same extent the Servicer would have been permitted to reimburse itself for such P&I Advances and/or Servicing Advances in accordance with Section 3.11(a)(ii), Section 3.11(a)(iii) and Section 3.11(a)(vi), as the case may be, had the Servicer itself funded such P&I Advance or Servicing Advance. The Trust Administrator is hereby authorized to pay directly to the Advancing Person such portion of the Servicing Fee as the parties to any advancing facility agree in writing.
 
(c)  All P&I Advances and Servicing Advances made pursuant to the terms of this Agreement shall be deemed made and shall be reimbursed on a “first in-first out” (FIFO) basis.
 
(d)  Any amendment to this Section 3.26 or to any other provision of this Agreement that may be necessary or appropriate to effect the terms of an Advance Facility as described generally in this Section 3.26, including amendments to add provisions relating to a successor servicer, may be entered into by the Trustee, the Trust Administrator and the Servicer without the consent of any Certificateholder, notwithstanding anything to the contrary in this Agreement.
 
SECTION 3.27  
Transfer of Servicing for Certain Mortgage Loans.
 
New Century Mortgage Corporation shall be the Servicer through and including October 31, 2006 and shall service the Mortgage Loans in accordance with the terms of this Agreement, including, but not limited to, the obligation to pay amounts in respect of Prepayment Interest Shortfalls (as set forth in Section 3.24) and to make Advances and Servicing Advances (as set forth in Sections 3.26 and 4.03) and in accordance with customary industry procedures and all reporting requirements applicable to the Servicer (as set forth in Sections 3.20, 3.21 and 4.07).
 
ARTICLE IV
 
PAYMENTS TO CERTIFICATEHOLDERS
 
SECTION 4.01  
Distributions.
 
(a)  (1)On each Distribution Date, the Trust Administrator shall, first, withdraw from the Distribution Account an amount equal to the Credit Risk Manager Fee for such Distribution Date and shall pay such amount to the Credit Risk Manager and, second, withdraw from the Distribution Account an amount equal to the Available Distribution Amount for such Distribution Date and shall distribute the following amounts, in the following order of priority:
 
(I)  On each Distribution Date, the Group I Interest Remittance Amount shall be distributed to the Certificateholders in the following order of priority:
 
(i)  to the Holders of the Group I Certificates, the Senior Interest Distribution Amount related to such Certificates; and
 
(ii)  concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, the Senior Interest Distribution Amount for each such Class, remaining undistributed after the distribution of the Group II Interest Remittance Amount, as set forth in Section 4.01(a)(1)(II)(i) below.
 
(II)  On each Distribution Date, the Group II Interest Remittance Amount shall be distributed to the Certificateholders in the following order of priority:
 
(i)  concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, the Senior Interest Distribution Amount related to such Certificates; and
 
(ii)  to the Holders of the Group I Certificates, the Senior Interest Distribution Amount related to such Certificates, remaining undistributed after the distribution of the Group I Interest Remittance Amount, as set forth in Section 4.01(a)(1)(I)(i) above.
 
(III)  On each Distribution Date, following the distributions made pursuant to Section 4.01(a)(1)(I) and (II) above, any remaining Group I Interest Remittance Amount and Group II Interest Remittance Amount will be distributed sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10, and Class M-11 Certificates, in that order, in an amount equal to the Interest Distribution Amount for each such Class.
 
(2)(I) On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, the Group I Principal Distribution Amount shall be distributed in the following order of priority:
 
(i)  to the Holders of the Group I Certificates, until the Certificate Principal Balance of such Class has been reduced to zero; and
 
(ii)  to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described in Section 4.01(a)(4) below), after taking into account the distribution of the Group II Principal Distribution Amount, as described in Section 4.01(a)(2)(II)(i) below, until the Certificate Principal Balances of such Classes have been reduced to zero.
 
(II) On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, the Group II Principal Distribution Amount shall be distributed in the following order of priority:
 
(i)  to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described in Section 4.01(a)(4) below), until the Certificate Principal Balances of such Classes have been reduced to zero; and
 
(ii)  to the Holders of the Group I Certificates, after taking into account the distribution of the Group I Principal Distribution Amount, as described in Section 4.01(a)(2)(I)(i) above, until the Certificate Principal Balance of such Class has been reduced to zero.
 
(III) On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be distributed sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, in each case, until the Certificate Principal Balance of such Class has been reduced to zero.
 
(IV) On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, the Group I Principal Distribution Amount shall be distributed in the following order of priority:
 
(i)  to the Holders of the Group I Certificates, the Group I Senior Principal Distribution Amount, until the Certificate Principal Balance of such Class has been reduced to zero; and
 
(ii)  to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described in Section 4.01(a)(4) below), after taking into account the distribution of the Group II Principal Distribution Amount, as described in Section 4.01(a)(2)(V)(i) below, up to an amount equal to the Group II Senior Principal Distribution Amount remaining undistributed, until the Certificate Principal Balances of such Classes have been reduced to zero.
 
(V) On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, the Group II Principal Distribution Amount shall be distributed in the following order of priority:
 
(i)  to the Holders of the Group II Certificates (allocated among the Classes of Group II Certificates in the priority described in Section 4.01(a)(4) below), the Group II Senior Principal Distribution Amount, until the Certificate Principal Balances of such Classes have been reduced to zero; and
 
(ii)  to the Holders of the Group I Certificates, after taking into account the distribution of the Group I Principal Distribution Amount, as described in Section 4.01(a)(2)(IV)(i) above, up to an amount equal to the Group I Senior Principal Distribution Amount remaining undistributed, until the Certificate Principal Balance of such Class has been reduced to zero.
 
(VI) On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be distributed in the following order of priority:
 
(i)  to the Holders of the Class M-1 Certificates, the Class M-1 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(ii)  to the Holders of the Class M-2 Certificates, the Class M-2 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(iii)  to the Holders of the Class M-3 Certificates, the Class M-3 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(iv)  to the Holders of the Class M-4 Certificates, the Class M-4 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(v)  to the Holders of the Class M-5 Certificates, the Class M-5 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(vi)  to the Holders of the Class M-6 Certificates, the Class M-6 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(vii)  to the Holders of the Class M-7 Certificates, the Class M-7 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(viii)  to the Holders of the Class M-8 Certificates, the Class M-8 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(ix)  to the Holders of the Class M-9 Certificates, the Class M-9 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero;
 
(x)  to the Holders of the Class M-10 Certificates, the Class M-10 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero; and
 
(xi)  to the Holders of the Class M-11 Certificates, the Class M-11 Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero.
 
(3) On each Distribution Date, the Net Monthly Excess Cashflow shall be distributed by the Trust Administrator as follows:
 
(i)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, as part of the Principal Distribution Amount in an amount equal to the Overcollateralization Increase Amount for the Certificates, distributable as part of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount;
 
(ii)  sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, in each case, in an amount equal to the Interest Carry Forward Amount allocable to such Class of Certificates;
 
(iii)  sequentially to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, in each case up to the related Allocated Realized Loss Amount related to each such Class of Certificates for such Distribution Date;
 
(iv)  to the Net WAC Rate Carryover Reserve Account, any Net WAC Rate Carryover Amounts for the Floating Rate Certificates;
 
(v)  to the Swap Provider, any Swap Termination Payments resulting from a Swap Provider Trigger Event;
 
(vi)  to reimburse the Servicer for the amount of any P&I Advances or Servicing Advances added to the unpaid principal balance of a Mortgage Loan pursuant to a capitalization modification permitted in accordance with the proviso in the last sentence of Section 3.07 (it being understood that with respect to any P&I Advances or Servicing Advances outstanding on any modified Mortgage Loan that was modified pursuant to any modification of a kind not contemplated and permitted by such proviso, then such advances shall only be reimbursable as provided in clauses (ii), (iii) and (vi) of Section 3.11(a));
 
(vii)  to the Holders of the Class CE Certificates, (a) the Interest Distribution Amount and any Overcollateralization Reduction Amount for such Distribution Date and (b) on any Distribution Date on which the aggregate Certificate Principal Balance of the Floating Rate Certificates have been reduced to zero, any remaining amounts in reduction of the Certificate Principal Balance of the Class CE Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and
 
(viii)   to the Holders of the Class R Certificates, any remaining amounts; provided that if such Distribution Date is the Distribution Date immediately following the expiration of the latest Prepayment Charge term on a Mortgage Loan as identified on the Mortgage Loan Schedule or any Distribution Date thereafter, then any such remaining amounts will be distributed first, to the Holders of the Class P Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and second, to the Holders of the Class R Certificates.
 
(4) With respect to the Group II Certificates, all principal distributions will be distributed sequentially, to the Class A-2A, Class A-2B and Class A-2C Certificates, in that order, until the respective Certificate Principal Balance of each such Class has been reduced to zero, with the exception that on any Distribution Date on which the aggregate Certificate Principal Balance of the Mezzanine Certificates and the Class CE Certificates has been reduced to zero, principal distributions will be allocated concurrently, to the Class A-2A, Class A-2B and Class A-2C Certificates, on a pro rata basis based on the Certificate Principal Balances of each such Class, until their respective Certificate Principal Balances have been reduced to zero.
 
(5) On each Distribution Date, after making the distributions of the Available Distribution Amount as set forth above, the Trust Administrator will withdraw from the Net WAC Rate Carryover Reserve Account, to the extent of amounts remaining on deposit therein, the amount of any Net WAC Rate Carryover Amount for such Distribution Date and distribute such amount in the following order of priority:
 
(i)  concurrently, to the Class A Certificates, on a pro rata basis based on the Certificate Principal Balance for each such Class prior to any distributions of principal on such Distribution Date and then on a pro rata basis based on any remaining Net WAC Rate Carryover Amount for each such Class; and
 
(ii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, the related Net WAC Rate Carryover Amount.
 
(6) On each Distribution Date, after making the distributions of the Available Distribution Amount, Net Montly Excess Cashflow and amounts on the deposit in the Net WAC Rate Carryover Reserve Account as set forth above, the Trust Administrator shall distribute the amount on deposit in the Cap Account as follows:
 
(i)  concurrently, to each Class of Class A Certificates, the related Senior Interest Distribution Amount remaining undistributed after the distributions of the Group I Interest Remittance Amount and the Group II Interest Remittance Amount, on a pro rata basis based on such respective remaining Senior Interest Distribution Amount;
 
(ii)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to the difference between (x) the Overcollateralization Deficiency Amount, if any, and (y) the amount distributed pursuant to Section 4.01(d)(i) of this Agreement;
 
(iii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, the related Interest Distribution Amount and Interest Carry Forward Amount, to the extent remaining undistributed after the distributions of the Group I Interest Remittance Amount, the Group II Interest Remittance Amount and the Net Monthly Excess Cashflow;
 
(iv)  sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, in each case up to the related Allocated Realized Loss Amount related to such Certificates for such Distribution Date remaining undistributed after distribution of the Net Monthly Excess Cashflow;
 
(v)  concurrently, to each Class of Class A Certificates, the related Net WAC Rate Carryover Amount remaining unpaid after distributions from the Net WAC Rate Carryover Reserve Account, on a pro rata basis based on the Certificate Principal Balance for each such Class prior to any distributions of principal on such Distribution Date and then on a pro rata basis based on such respective remaining Net WAC Rate Carryover Amounts; and
 
(vi)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, the related Net WAC Rate Carryover Amount remaining unpaid after distributions from the Net WAC Rate Carryover Reserve Account.
 
(7) On or before each Distribution Date, the Trust Administrator shall, on behalf of the Supplemental Interest Trust Trustee, pay to the Swap Provider, any Net Swap Payment owed to the Swap Provider pursuant to the Interest Rate Swap Agreement for such Distribution Date; and then to the Swap Provider, any Swap Termination Payment owed to the Swap Provider not due to a Swap Provider Trigger Event pursuant to the Interest Rate Swap Agreement; and thereafter, on each Distribution Date, after making the distributions of the Available Distribution Amount, Net Montly Excess Cashflow and amounts on the deposit in the Net WAC Rate Carryover Reserve Account as set forth above, the Trust Administrator shall distribute the remaining amount on deposit in the Swap Account as follows:
 
(i)  concurrently, to each Class of Class A Certificates, the related Senior Interest Distribution Amount remaining undistributed after the distributions of the Group I Interest Remittance Amount and the Group II Interest Remittance Amount, on a pro rata basis based on such respective remaining Senior Interest Distribution Amount;
 
(ii)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to the difference between (x) the Overcollateralization Deficiency Amount, if any, and (y) the amount distributed pursuant to Section 4.01(d)(i) of this Agreement;
 
(iii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, the related Interest Distribution Amount and Interest Carry Forward Amount, to the extent remaining undistributed after the distributions of the Group I Interest Remittance Amount, the Group II Interest Remittance Amount and the Net Monthly Excess Cashflow;
 
(iv)  sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, in each case up to the related Allocated Realized Loss Amount related to such Certificates for such Distribution Date remaining undistributed after distribution of the Net Monthly Excess Cashflow;
 
(v)  concurrently, to each Class of Class A Certificates, the related Net WAC Rate Carryover Amount remaining unpaid after distributions from the Net WAC Rate Carryover Reserve Account, on a pro rata basis based on the Certificate Principal Balance for each such Class prior to any distributions of principal on such Distribution Date and then on a pro rata basis based on such respective remaining Net WAC Rate Carryover Amounts; and
 
(vi)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Certificates, in that order, the related Net WAC Rate Carryover Amount remaining unpaid after distributions from the Net WAC Rate Carryover Reserve Account.
 
(8) 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 and distributed to the holders of the Class R Certificates (in respect of the Class R-I Interest), as the case may be:
 
(i) With respect to the Group I Mortgage Loans:
 
(A) to Holders of REMIC I Regular Interest I and REMIC I Regular Interest I-1-A through I-35-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates; and
 
(B) to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated first, to REMIC I Regular Interest I, then to REMIC I Regular interests I-1-A through I-35-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests.
 
(ii) With respect to the Group II Mortgage Loans:
 
(A) to Holders of REMIC I Regular Interest II and REMIC I Regular Interest II-1-A through II-35-B, pro rata, in an amount equal to (A) Uncertificated Interest for such REMIC I Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates; and
 
(B) to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated first, to REMIC I Regular Interest II, then to REMIC I Regular interests II-1-A through II-35-B starting with the lowest numerical denomination until the Uncertificated Balance of each such REMIC I Regular Interest is reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC I Regular Interests.
 
(iii)  to the Holders of REMIC I Regular Interest I-24-A all amounts representing Prepayment Charges in respect of the Group I Mortgage Loans received during the related Prepayment Period and to the Holders of REMIC I Regular Interest II-24-A, all amounts representing Prepayment Charges in respect of the Group II Mortgage Loans received during the related Prepayment Period.
 
(9) 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-II Interest, as the case may be:
 
(i)  first, to the Holders of REMIC II Regular Interest LTIO, in an amount equal to (A) Uncertificated Interest for such REMIC II Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates and second, to Holders of REMIC Regular Interest LTAA, REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10, REMIC II Regular Interest LTM11, REMIC II Regular Interest LTZZ and REMIC II Regular Interest LTP, pro rata, in an amount equal to (A) the Uncertificated Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates. Amounts payable as Uncertificated Interest in respect of REMIC II Regular Interest LTZZ shall be reduced when the sum of the REMIC II Overcollateralized Amount is less than the REMIC II Required Overcollateralized Amount, by the lesser of (x) the amount of such difference and (y) the Maximum LTZZ Uncertificated Interest Deferral Amount and such amounts will be payable to the Holders of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTM11, in the same proportion as the Overcollateralization Increase Amount is allocated to the Corresponding Certificates and the Uncertificated Balance of REMIC II Regular Interest LTZZ shall be increased by such amount;
 
(ii)  to Holders of REMIC II Regular Interest LT1SUB, REMIC II Regular Interest LT1GRP, REMIC II Regular Interest LT2SUB, REMIC II Regular Interest LT2GRP and REMIC II Regular Interest LTXX, pro rata, in an amount equal to (A) the Uncertificated Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates;
 
(iii)  to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Marker Allocation Percentage of the Available Distribution Amount for such Distribution Date after the distributions made pursuant to clause (i) above, allocated as follows:
 
(a) 98.00% of such remainder (less the amount payable in clause (v) below) to the Holders of REMIC II Regular Interest LTAA, until the Uncertificated Balance of such REMIC II Regular Interest is reduced to zero;
 
(b) 2.00% of such remainder (less the amount payable in clause (v) below) first, to the Holders of REMIC II Regular Interest LTA1, REMIC II Regular Interest LTA2A, REMIC II Regular Interest LTA2B, REMIC II Regular Interest LTA2C, REMIC II Regular Interest LTM1, REMIC II Regular Interest LTM2, REMIC II Regular Interest LTM3, REMIC II Regular Interest LTM4, REMIC II Regular Interest LTM5, REMIC II Regular Interest LTM6, REMIC II Regular Interest LTM7, REMIC II Regular Interest LTM8, REMIC II Regular Interest LTM9, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTM11, and in the same proportion as principal payments are allocated to the Corresponding Certificates, until the Uncertificated Balances of such REMIC II Regular Interests are reduced to zero and second, to the Holders of REMIC II Regular Interest LTZZ, until the Uncertificated Balance of such REMIC II Regular Interest is reduced to zero; then
 
(c) to the Holders of REMIC II Regular Interest LTP, all Prepayment Charges and on the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter until $100 has been distributed pursuant to this clause; and
 
(d) any remaining amount to the Holders of the Class R Certificate, in respect of the Class R-II Interest;
 
provided, however, that 98.00% and 2.00% of any principal payments that are attributable to an Overcollateralization Reduction Amount shall be allocated to Holders of REMIC II Regular Interest LTAA and REMIC II Regular Interest LTZZ, respectively.
 
(iv)   to the Holders of REMIC II Regular Interests, in an amount equal to the remainder of the REMIC II Sub WAC Allocation Percentage of Available Funds for such Distribution Date after the distributions made pursuant to clause (ii) above, and such that distributions of principal shall be deemed to be made to the REMIC II Regular Interests first, so as to keep the Uncertificated Balance of each REMIC II Regular Interest ending with the designation “GRP” equal to 0.01% of the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group; second, to each REMIC II Regular Interest ending with the designation “SUB,” so that the Uncertificated Balance of each such REMIC II Regular Interest is equal to 0.01% of the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Certificate Principal Balance of the Class A Certificate in the related Loan Group (except that if any such excess is a larger number than in the preceding distribution period, the least amount of principal shall be distributed to such REMIC II Regular Interests such that the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining principal to REMIC II Regular Interest LTXX.
 
(v)  any remaining amount to the Holders of the Class R Certificates (as Holder of the Class R-IIInterest).
 
(b)  On each Distribution Date, the Trust Administrator shall withdraw any amounts then on deposit in the Distribution Account that represent Prepayment Charges collected by the Servicer or any Sub-Servicer in connection with the Principal Prepayment of any of the Mortgage Loans or any Servicer Prepayment Charge Payment Amount and shall distribute such amounts to the Holders of the Class P Certificates. Such distributions shall not be applied to reduce the Certificate Principal Balance of the Class P Certificates.
 
Following the foregoing distributions, an amount equal to the amount of Subsequent Recoveries shall be applied to increase the Certificate Principal Balance of the Class of Certificates with the Highest Priority up to the extent of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.04. An amount equal to the amount of any remaining Subsequent Recoveries shall be applied to increase the Certificate Principal Balance of the Class of Certificates with the next Highest Priority, up to the amount of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.04. Holders of such Certificates will not be entitled to any distribution in respect of interest on the amount of such increases for any Interest Accrual Period preceding the Distribution Date on which such increase occurs. Any such increases shall be applied to the Certificate Principal Balance of each Certificate of such Class in accordance with its respective Percentage Interest.
 
(c)  All distributions made with respect to each Class of Certificates on each Distribution Date shall be allocated pro rata among the outstanding Certificates in such Class based on their respective Percentage Interests. Payments in respect of each Class of Certificates on each Distribution Date will be made to the Holders of the respective Class of record on the related Record Date (except as otherwise provided in Section 4.01(e) or Section 9.01 respecting the final distribution on such Class), based on the aggregate Percentage Interest represented by their respective Certificates, and shall be made by wire transfer of immediately available funds to the account of any such Holder at a bank or other entity having appropriate facilities therefor, if such Holder shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date and with respect to any Class of Certificates other than the Residual Certificates is the registered owner of Certificates having an initial aggregate Certificate Principal Balance that is in excess of the lesser of (i) $5,000,000 or (ii) two-thirds of the initial Certificate Principal Balance of such Class of Certificates, or otherwise by check mailed by first class mail to the address of such Holder appearing in the Certificate Register. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the Corporate Trust Office of the Trust Administrator or such other location specified in the notice to Certificateholders of such final distribution.
 
Each distribution with respect to a Book-Entry Certificate shall be paid to the Depository, as Holder thereof, and the Depository shall be responsible for crediting the amount of such distribution to the accounts of its Depository Participants in accordance with its normal procedures. Each Depository Participant shall be responsible for disbursing such distribution to the Certificate Owners that it represents and to each indirect participating brokerage firm (a “brokerage firm” or “indirect participating firm”) for which it acts as agent. Each brokerage firm shall be responsible for disbursing funds to the Certificate Owners that it represents. None of the Trustee, the Trust Administrator, the Depositor or the Servicer shall have any responsibility therefor except as otherwise provided by this Agreement or applicable law.
 
(d)  The rights of the Certificateholders to receive distributions in respect of the Certificates, and all interests of the Certificateholders in such distributions, shall be as set forth in this Agreement. None of the Holders of any Class of Certificates, the Depositor, the Trustee, the Trust Administrator or the Servicer shall in any way be responsible or liable to the Holders of any other Class of Certificates in respect of amounts properly previously distributed on the Certificates.
 
(e)  Except as otherwise provided in Section 9.01, whenever the Trust Administrator expects that the final distribution with respect to any Class of Certificates will be made on the next Distribution Date, the Trust Administrator shall, no later than five days after the latest related Determination Date, mail on such date to each Holder of such Class of Certificates a notice to the effect that:
 
(i)  the Trust Administrator expects that the final distribution with respect to such Class of Certificates will be made on such Distribution Date, but only upon presentation and surrender of such Certificates at the office of the Trust Administrator therein specified, and
 
(ii)  no interest shall accrue on such Certificates from and after the end of the related Interest Accrual Period.
 
(iii)  Any funds not distributed to any Holder or Holders of Certificates of such Class on such Distribution Date because of the failure of such Holder or Holders to tender their Certificates shall, on such date, be set aside and held in trust by the Trust Administrator and credited to the account of the appropriate non-tendering Holder or Holders. If any Certificates as to which notice has been given pursuant to this Section 4.01(e) shall not have been surrendered for cancellation within six months after the time specified in such notice, the Trust Administrator shall mail a second notice to the remaining non-tendering Certificateholders to surrender their Certificates for cancellation in order to receive the final distribution with respect thereto. If within one year after the second notice all such Certificates shall not have been surrendered for cancellation, the Trust Administrator shall, directly or through an agent, mail a final notice to remaining non-tendering Certificateholders concerning surrender of their Certificates and shall continue to hold any remaining funds for the benefit of non-tendering Certificateholders. The costs and expenses of maintaining the funds in trust and of contacting such Certificateholders shall be paid out of the assets remaining in such trust fund. If within one year after the final notice any such Certificates shall not have been surrendered for cancellation, the Trust Administrator shall pay to Citigroup Global Markets Inc. all such amounts, and all rights of non-tendering Certificateholders in or to such amounts shall thereupon cease. No interest shall accrue or be payable to any Certificateholder on any amount held in trust by the Trust Administrator as a result of such Certificateholder’s failure to surrender its Certificate(s) for final payment thereof in accordance with this Section 4.01(e).
 
(f)  Notwithstanding anything to the contrary herein, (i) in no event shall the Certificate Principal Balance of a Class A Certificate or a Mezzanine Certificate be reduced more than once in respect of any particular amount allocated to such Certificate in respect of Realized Losses pursuant to Section 4.04 and (ii) in no event shall the Uncertificated Balance of a REMIC Regular Interest be reduced more than once in respect of any particular amount both (a) allocated to such REMIC Regular Interest in respect of Realized Losses pursuant to Section 4.04 and (b) distributed on such REMIC Regular Interest in reduction of the Uncertificated Balance thereof pursuant to this Section 4.01.
 
SECTION 4.02  
Statements to Certificateholders.
 
On each Distribution Date, the Trust Administrator shall prepare and make available on its website to each Holder of the Regular Certificates and the Cap Provider, a statement as to the distributions made on such Distribution Date setting forth:
 
(i)  the amount of the distribution made on such Distribution Date to the Holders of Certificates of each such Class allocable to principal and the amount of the distribution made on such Distribution Date to the Holders of the Class P Certificates allocable to Prepayment Charges;
 
(ii)  the amount of the distribution made on such Distribution Date to the Holders of Certificates of each such Class allocable to interest;
 
(iii)  the aggregate amount of P&I Advances for such Distribution Date (including the general purpose of such P&I Advances;
 
(iv)  the fees and expenses of the trust accrued and paid on such Distribution Date and to whom such fees and expenses were paid;
 
(v)  the aggregate Stated Principal Balance of the Mortgage Loans and any REO Properties at the close of business on such Distribution Date;
 
(vi)  the number, aggregate principal balance, weighted average remaining term to maturity and weighted average Mortgage Rate of the Mortgage Loans as of the related Due Date;
 
(vii)  the number and aggregate unpaid principal balance of Mortgage Loans that are (a) delinquent 30 to 59 days, (b) delinquent 60 to 89 days, (c) delinquent 90 or more days in each case, as of the last day of the preceding calendar month, (d) as to which foreclosure proceedings have been commenced and (e) with respect to which the related Mortgagor has filed for protection under applicable bankruptcy laws, with respect to whom bankruptcy proceedings are pending or with respect to whom bankruptcy protection is in force;
 
(viii)  with respect to any Mortgage Loan that became an REO Property during the preceding calendar month, the loan number of such Mortgage Loan, the unpaid principal balance and the Stated Principal Balance of such Mortgage Loan as of the date it became an REO Property;
 
(ix)  the Delinquency Percentage;
 
(x)  the book value and the Stated Principal Balance of any REO Property as of the close of business on the last Business Day of the calendar month preceding the Distribution Date;
 
(xi)  the aggregate amount of Principal Prepayments made during the related Prepayment Period;
 
(xii)  the aggregate amount of Realized Losses incurred during the related Prepayment Period (or, in the case of Bankruptcy Losses allocable to interest, during the related Due Period), separately identifying whether such Realized Losses constituted Bankruptcy Losses;
 
(xiii)  the aggregate amount of Extraordinary Trust Fund Expenses withdrawn from the Collection Account or the Distribution Account for such Distribution Date;
 
(xiv)  the aggregate Certificate Principal Balance of each such Class of Certificates, after giving effect to the distributions, and allocations of Realized Losses and Extraordinary Trust Fund Expenses, made on such Distribution Date, separately identifying any reduction thereof due to allocations of Realized Losses and Extraordinary Trust Fund Expenses;
 
(xv)  the Certificate Factor for each such Class of Certificates applicable to such Distribution Date;
 
(xvi)  the Interest Distribution Amount in respect of each such Class of Certificates for such Distribution Date (separately identifying any reductions in the case of Subordinate Certificates resulting from the allocation of Realized Losses allocable to interest and Extraordinary Trust Fund Expenses on such Distribution Date) and the respective portions thereof, if any, remaining unpaid following the distributions made in respect of such Certificates on such Distribution Date;
 
(xvii)  the aggregate amount of any Prepayment Interest Shortfalls for such Distribution Date, to the extent not covered by payments by the Servicer pursuant to Section 3.24;
 
(xviii)  the aggregate amount of Relief Act Interest Shortfalls for such Distribution Date;
 
(xix)  the Net Monthly Excess Cashflow, the Overcollateralization Target Amount, the Overcollateralized Amount, the Overcollateralization Reduction Amount, the Overcollateralization Increase Amount and the Credit Enhancement Percentage;
 
(xx)  with respect to any Mortgage Loan as to which foreclosure proceedings have been concluded, the loan number and unpaid principal balance of such Mortgage Loan as of the date of such conclusion of foreclosure proceedings;
 
(xxi)  with respect to Mortgage Loans as to which a Final Liquidation has occurred, the number of Mortgage Loans, the unpaid principal balance of such Mortgage Loans as of the date of such Final Liquidation and the amount of proceeds (including Liquidation Proceeds and Insurance Proceeds) collected in respect of such Mortgage Loans;
 
(xxii)  any Allocated Realized Loss Amount with respect to each Class of Certificates for such Distribution Date;
 
(xxiii)  the amounts deposited into the Net WAC Rate Carryover Reserve Account for such Distribution Date, the amounts withdrawn from such account and distributed to each Class of Certificates, and the amounts remaining on deposit in such account after all deposits into and withdrawals from such account on such Distribution Date;
 
(xxiv)  the Net WAC Rate Carryover Amounts for each Class of Certificates, if any, for such Distribution Date and the amounts remaining unpaid after reimbursements therefor on such Distribution Date;
 
(xxv)  whether a Stepdown Date or Trigger Event is in effect;
 
(xxvi)  the total cashflows received and the general sources thereof;
 
(xxvii)  if applicable, material modificatios, extensions or waivers to mortgage loan terms, fees, penalties or payments during the preceding calendar month or that have become material over time;
 
(xxviii)   payments, if any, made under the Cap Contract and the amount distributed to the Floating Rate Certificates from payments made under the Cap Contract;
 
(xxix)  the amount of any Net Swap Payments or Swap Termination Payments;
 
(xxx)   the applicable Record Dates, Interest Accrual Periods and Determination Dates for calculating distributions for such Distribution Date; and
 
(xxxi)  the Significance Percentage for such Distribution Date.
 
In the case of information furnished pursuant to subclauses (i) through (iii) above, the amounts shall be expressed as a dollar amount per Single Certificate of the relevant Class.
 
For all purposes of this Agreement, with respect to any Mortgage Loan, delinquencies shall be determined by the Trust Administrator from information provided by the Servicer and reported by the Trust Administrator based on the OTS methodology for determining delinquencies on mortgage loans similar to the Mortgage Loans. By way of example, a Mortgage Loan would be delinquent with respect to a Monthly Payment due on a Due Date if such Monthly Payment is not made by the close of business on the Mortgage Loan’s next succeeding Due Date, and a Mortgage Loan would be more than 30-days Delinquent with respect to such Monthly Payment if such Monthly Payment were not made by the close of business on the Mortgage Loan’s second succeeding Due Date.
 
Within a reasonable period of time after the end of each calendar year, the Trust Administrator shall forward to each Person (with a copy to the Trustee) who at any time during the calendar year was a Holder of a Regular Certificate a statement containing the information set forth in subclauses (i) through (iii) above, aggregated for such calendar year or applicable portion thereof during which such person was a Certificateholder. Such obligation of the Trust Administrator shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trust Administrator pursuant to any requirements of the Code as from time to time are in force.
 
On each Distribution Date, the Trust Administrator shall make available to the Depositor, each Holder of a Residual Certificate, the Trustee, the Servicer and the Credit Risk Manager, a copy of the reports forwarded to the Regular Certificateholders on such Distribution Date and a statement setting forth the amounts, if any, actually distributed with respect to the Residual Certificates, respectively, on such Distribution Date.
 
Within a reasonable period of time after the end of each calendar year, the Trust Administrator shall forward to each Person (with a copy to the Trustee) who at any time during the calendar year was a Holder of a Residual Certificate a statement setting forth the amount, if any, actually distributed with respect to the Residual Certificates, as appropriate, aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder. Such obligation of the Trust Administrator shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trust Administrator to such Holders pursuant to the rules and regulations of the Code as are in force from time to time.
 
Upon request, the Trust Administrator shall forward to each Certificateholder, during the term of this Agreement, such periodic, special, or other reports or information, whether or not provided for herein, as shall be reasonable with respect to the Certificateholder, or otherwise with respect to the purposes of this Agreement, all such reports or information to be provided at the expense of the Certificateholder in accordance with such reasonable and explicit instructions and directions as the Certificateholder may provide. For purposes of this Section 4.02, the Trust Administrator’s duties are limited to the extent that the Trust Administrator receives timely reports as required from the Servicer.
 
On each Distribution Date, the Trust Administrator shall provide Bloomberg Financial Markets, L.P. (“Bloomberg”) on its website (1) CUSIP level factors for each class of Certificates as of such Distribution Date and (2) the number and aggregate unpaid principal balance of Mortgage Loans that are (a) delinquent 30 to 59 days, (b) delinquent 60 to 89 days, (c) delinquent 90 or more days in each case, as of the last day of the preceding calendar month, (d) as to which foreclosure proceedings have been commenced and (e) with respect to which the related Mortgagor has filed for protection under applicable bankruptcy laws, with respect to whom bankruptcy proceedings are pending or with respect to whom bankruptcy protection is in force, in each case using a format and media mutually acceptable to the Trust Administrator and Bloomberg.
 
For each Distribution Date, through and including the Distribution Date in December 2006, the Trust Administrator shall calculate the Significance Percentage of each of the Interest Rate Swap Agreement and the Cap Contract. If on any such Distribution Date, the Significance Percentage of the Interest Rate Swap Agreement or the Cap Contract is equal to or greater than 10%, the Trust Administrator shall promptly notify the Depositor and the Depositor shall file, by Form 10-D no later than fifteen days following the related Distribution Date, the financial statements of the Swap Provider as required by Item 1115 of Regulation AB.
 
SECTION 4.03  
Remittance Reports; P&I Advances.
 
(a)  No later than the Servicer Remittance Date, the Servicer shall deliver to the Trust Administrator, in a mutually agreed upon electronic format (or by such other means as the Servicer and the Trust Administrator may agree from time to time) a Remittance Report with respect to the related Distribution Date. The Trust Administrator shall, on behalf of the Servicer, on such date furnish a copy of such Remittance Report to the Credit Risk Manager by such means as the Trust Administrator shall agree from time to time. Such Remittance Report will include such other information with respect to the Mortgage Loans as the Trust Administrator may reasonably require to perform the calculations necessary to make the distributions contemplated by Section 4.01 and to prepare the statements to Certificateholders contemplated by Section 4.02. Neither the Trustee nor the Trust Administrator shall be responsible to recompute, recalculate or verify any information provided to it by the Servicer.
 
(b)  With respect to any Mortgage Loan on which a Monthly Payment was due during the related Due Period and delinquent on the related Determination Date, the amount of the Servicer's Advance will be equal to the excess, if any, of the Monthly Payment (net of the related Servicing Fee) that would have been due on the related Due Date in respect of the related Mortgage Loan, over the net income from such REO Property deposited in the Collection Account pursuant to Section 3.23 for distribution on such Distribution Date. With respect to each REO Property, which REO Property was acquired during or prior to the related Prepayment Period and as to which such REO Property an REO Disposition did not occur during the related Prepayment Period, an amount equal to the excess, if any, of the Monthly Payment (net of the related Servicing Fee) that would have been due on the related Due Date in respect of the related Mortgage Loan, over the net income from such REO Property deposited in the Collection Account pursuant to Section 3.23 for distribution on such Distribution Date.
 
On the Servicer Remittance Date, the Servicer shall remit in immediately available funds to the Trust Administrator for deposit in the Distribution Account an amount equal to the aggregate amount of P&I Advances, if any, to be made in respect of the Mortgage Loans for the related Distribution Date either (i) from its own funds or (ii) from the Collection Account, to the extent of funds held therein for future distribution (in which case it will cause to be made an appropriate entry in the records of the Collection Account that amounts held for future distribution have been, as permitted by this Section 4.03, used by the Servicer in discharge of any such P&I Advance) or (iii) in the form of any combination of (i) and (ii) aggregating the total amount of P&I Advances to be made by the Servicer with respect to the Mortgage Loans. Any amounts held for future distribution used by the Servicer to make a P&I Advance as permitted in the preceding sentence shall be appropriately reflected in the Servicer’s records and replaced by the Servicer by deposit in the Collection Account on or before any future Servicer Remittance Date to the extent that the Available Distribution Amount for the related Distribution Date (determined without regard to P&I Advances to be made on the Servicer Remittance Date) shall be less than the total amount that would be distributed to the Certificateholders pursuant to Section 4.01 on such Distribution Date if such amounts held for future distributions had not been so used to make P&I Advances. The Trust Administrator will provide notice to the Servicer by telecopy by the close of business on the Business Day prior to the Distribution Date in the event that the amount remitted by the Servicer to the Trust Administrator on such date is less than the P&I Advances required to be made by the Servicer for the related Distribution Date.
 
(c)  The obligation of the Servicer to make such P&I Advances is mandatory, notwithstanding any other provision of this Agreement but subject to (d) below, and, with respect to any Mortgage Loan or REO Property, shall continue until a Final Recovery Determination in connection therewith or the removal thereof from the Trust Fund pursuant to any applicable provision of this Agreement, except as otherwise provided in this Section.
 
(d)  Notwithstanding anything herein to the contrary, no P&I Advance or Servicing Advance shall be required to be made hereunder by the Servicer if such P&I Advance or Servicing Advance would, if made, constitute a Nonrecoverable P&I Advance or Nonrecoverable Servicing Advance, respectively. The determination by the Servicer that it has made a Nonrecoverable P&I Advance or a Nonrecoverable Servicing Advance or that any proposed P&I Advance or Servicing Advance, if made, would constitute a Nonrecoverable P&I Advance or Nonrecoverable Servicing Advance, respectively, shall be evidenced by a certification of a Servicing Officer delivered to the Trust Administrator (whereupon, upon receipt of such certification, the Trust Administrator shall forward a copy of such certification to the Depositor, the Trustee and the Credit Risk Manager). Notwithstanding the foregoing, if following the application of Liquidation Proceeds on any Mortgage Loan that was the subject of a Final Recovery Determination, any Servicing Advance with respect to such Mortgage Loan shall remain unreimbursed to the Servicer, then without limiting the provisions of Section 3.11(a), a certification of a Servicing Officer regarding such Nonrecoverable Servicing Advance shall not be required to be delivered by the Servicer to the Trust Administrator.
 
SECTION 4.04  
Allocation of Extraordinary Trust Fund Expenses and Realized Losses.
 
(a)  Prior to each Distribution Date, the Servicer shall determine as to each Mortgage Loan and REO Property: (i) the total amount of Realized Losses, if any, incurred in connection with any Final Recovery Determinations made during the related Prepayment Period; (ii) whether and the extent to which such Realized Losses constituted Bankruptcy Losses; and (iii) the respective portions of such Realized Losses allocable to interest and allocable to principal. Prior to each Distribution Date, the Servicer shall also determine as to each Mortgage Loan: (A) the total amount of Realized Losses, if any, incurred in connection with any Deficient Valuations made during the related Prepayment Period; and (B) the total amount of Realized Losses, if any, incurred in connection with Debt Service Reductions in respect of Monthly Payments due during the related Due Period. The information described in the two preceding sentences that is to be supplied by the Servicer shall be either included in the related Remittance Report or evidenced by an Officers’ Certificate delivered to the Trust Administrator and the Trustee by the Servicer prior to the Determination Date immediately following the end of (x) in the case of Bankruptcy Losses allocable to interest, the Due Period during which any such Realized Loss was incurred, and (y) in the case of all other Realized Losses, the Prepayment Period during which any such Realized Loss was incurred.
 
(b)  All Realized Losses on the Mortgage Loans shall be allocated by the Trust Administrator on each Distribution Date as follows: first, to the Interest Distribution Amount for the Class CE Certificates for the related Interest Accrual Period; second, to payments received under the Cap Contract and Net Swap Payments received under the Interest Rate Swap Agreement, third, to the Class CE Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fourth, to the Class M-11 Certificates, until the Certificate Principal Balance thereof has been reduced to zero, fifth, to the Class M-10 Certificates, until the Certificate Principal Balance thereof has been reduced to zero, sixth, to the Class M-9 Certificates until the Certificate Principal Balance thereof has been reduced to zero; seventh, to the Class M-8 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; eighth, to the Class M-7 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; ninth, to the Class M-6 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; tenth, to the Class M-5 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; eleventh, to the Class M-4 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; twelfth, to the Class M-3 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; thirteenth, to the Class M-2 Certificates, until the Certificate Principal Balance thereof has been reduced to zero and fourteenth, to the Class M-1 Certificates, until the Certificate Principal Balance thereof has been reduced to zero.
 
All Realized Losses to be allocated to the Certificate Principal Balances of all Classes on any Distribution Date shall be so allocated after the actual distributions to be made on such date as provided above. All references above to the Certificate Principal Balance of any Class of Certificates shall be to the Certificate Principal Balance of such Class immediately prior to the relevant Distribution Date, before reduction thereof by any Realized Losses, in each case to be allocated to such Class of Certificates, on such Distribution Date.
 
Any allocation of Realized Losses to a Mezzanine Certificate on any Distribution Date shall be made by reducing the Certificate Principal Balance thereof by the amount so allocated and any allocation of Realized Losses to a Class CE Certificates shall be made by reducing the amount otherwise payable in respect thereof pursuant to Section 4.01(a)(3). No allocations of any Realized Losses shall be made to the Certificate Principal Balances of the Class A Certificates or the Class P Certificates.
 
(c)  All Realized Losses on the Group I Mortgage Loans shall be allocated on each Distribution Date to REMIC I Regular Interest I-1-A through REMIC I Regular Interest I-35-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests. All Realized Losses on the Group II Mortgage Loans shall be allocated on each Distribution Date to REMIC I Regular Interest II-1-A through REMIC I Regular Interest II-35-B, starting with the lowest numerical denomination until such REMIC I Regular Interest has been reduced to zero, provided that, for REMIC I Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC I Regular Interests.
 
(d)  The REMIC II Marker Allocation Percentage of all Realized Losses on the Mortgage Loans shall be allocated by the Trust Administrator on each Distribution Date to the following REMIC II Regular Interests in the specified percentages, as follows: first, to Uncertificated Interest payable to the REMIC II Regular Interest LTAA and REMIC II Regular Interest LTZZ up to an aggregate amount equal to the REMIC II Interest Loss Allocation Amount, 98% and 2%, respectively; second, to the Uncertificated Balances of the REMIC II Regular Interest LTAA and REMIC II Regular Interest LTZZ up to an aggregate amount equal to the REMIC II Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM11 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM11 has been reduced to zero; fourth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM10 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM10 has been reduced to zero; fifth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM9 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM9 has been reduced to zero; sixth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM8 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM8 has been reduced to zero; seventh, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM7 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM7 has been reduced to zero; eighth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM6 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM6 has been reduced to zero; ninth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM5 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM5 has been reduced to zero; tenth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM4 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM4 has been reduced to zero; eleventh, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM3 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM3 has been reduced to zero; twelfth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM2 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM2 has been reduced to zero and thirteenth, to the Uncertificated Balances of REMIC II Regular Interest LTAA, REMIC II Regular Interest LTM1 and REMIC II Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Balance of REMIC II Regular Interest LTM1 has been reduced to zero.
 
The REMIC II Sub WAC Allocation Percentage of all Realized Losses shall be applied after all distributions have been made on each Distribution Date first, so as to keep the Uncertificated Balance of each REMIC II Regular Interest ending with the designation “GRP” equal to 0.01% of the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group; second, to each REMIC II Regular Interest ending with the designation “SUB,” so that the Uncertificated Balance of each such REMIC II Regular Interest is equal to 0.01% of the excess of (x) the aggregate Stated Principal Balance of the Mortgage Loans in the related Loan Group over (y) the current Certificate Principal Balance of the Class A Certificate in the related Loan Group (except that if any such excess is a larger number than in the preceding distribution period, the least amount of Realized Losses shall be applied to such REMIC II Regular Interests such that the REMIC II Subordinated Balance Ratio is maintained); and third, any remaining Realized Losses shall be allocated to REMIC II Regular Interest LTXX.
 
SECTION 4.05  
Compliance with Withholding Requirements.
 
Notwithstanding any other provision of this Agreement, the Trust Administrator shall comply with all federal withholding requirements respecting payments to Certificateholders of interest or original issue discount that the Trust Administrator reasonably believes are applicable under the Code. The consent of Certificateholders shall not be required for such withholding. In the event the Trust Administrator does withhold any amount from interest or original issue discount payments or advances thereof to any Certificateholder pursuant to federal withholding requirements, the Trust Administrator shall indicate the amount withheld to such Certificateholders.
 
SECTION 4.06  
Net WAC Rate Carryover Reserve Account.
 
(a)  No later than the Closing Date, the Trust Administrator shall establish and maintain a separate, segregated trust account titled, “Net WAC Rate Carryover Reserve Account, Citibank, N.A., as Trust Administrator, in trust for the registered holders of Citigroup Mortgage Loan Trust, Asset-Backed Pass-Through Certificates, Series 2006-NC2.” The Net WAC Rate Carryover Reserve Account will be an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h).
 
(b)  On each Distribution Date, the Trust Administrator has been directed by the Class CE Certificateholders to, and therefore shall, deposit into the Net WAC Rate Carryover Reserve Account, any Net WAC Rate Carryover Amounts for such Distribution Date, rather than distributing such amounts to the Class CE Certificateholders. On each such Distribution Date, the Trust Administrator shall hold all such amounts for the benefit of the Holders of the Floating Rate Certificates, and shall distribute the aggregate Net WAC Rate Carryover Amount, if any, for such Distribution Date from the Net WAC Rate Carryover Reserve Account to the Holders of the Floating Rate Certificates in the amounts and priorities set forth in Section 4.01(g).
 
On each Distribution Date, after the payment of any Net WAC Rate Carryover Amounts on the Floating Rate Certificates, any amounts remaining in the Net WAC Rate Carryover Reserve Account, shall be payable to the Trust Administrator as additional compensation to it, subject to the immediately following paragraph.
 
(c)  It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Net WAC Rate Carryover Reserve Account be disregarded as an entity separate from the Holder of the Class CE Certificates unless and until the date when either (a) there is more than one Class CE Certificateholder or (b) any Class of Certificates in addition to the Class CE Certificates is recharacterized as an equity interest in the Net WAC Rate Carryover Reserve Account for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Net WAC Rate Carryover Reserve Account be treated as a partnership. All amounts deposited into the Net WAC Rate Carryover Reserve Account shall be treated as amounts distributed by REMIC III to the Holder of the Class CE Interest and by REMIC IV to the Holder of the Class CE Certificates. Upon the termination of the Trust Fund, or the payment in full of the Floating Rate Certificates, all amounts remaining on deposit in the Net WAC Rate Carryover Reserve Account shall be released by the Trust Fund and distributed to the Class CE Certificateholders or their designees. The Net WAC Rate Carryover Reserve Account shall be part of the Trust Fund but not part of any Trust REMIC and any payments to the Holders of the Floating Rate Certificates of Net WAC Rate Carryover Amounts will not be payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).
 
(d)  By accepting a Class CE Certificate, each Class CE Certificateholder hereby agrees to direct the Trust Administrator, and the Trust Administrator is hereby is directed, to deposit into the Net WAC Rate Carryover Reserve Account the amounts described above on each Distribution Date rather than distributing such amounts to the Class CE Certificateholders. By accepting a Class CE Certificate, each Class CE Certificateholder further agrees that such direction is given for good and valuable consideration, the receipt and sufficiency of which is acknowledged by such acceptance.
 
(e)  All amounts on deposit in the Net WAC Rate Carryover Reserve Account shall remain uninvested.
 
(f)  For federal tax return and information reporting, the right of the Holders of the Floating Rate Certificates to receive payments from the Net WAC Rate Carryover Reserve Account in respect of any Net WAC Rate Carryover Amount shall be assigned a value of zero.
 
SECTION 4.07  
Commission Reporting.
 
(a)  (i) Within 10 days after each Distribution Date, the Trust Administrator shall, 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, signed by the Depositor, with a copy of the monthly statement to be furnished by the Trust Administrator to the Certificateholders for such Distribution Date. Any disclosure in addition to the monthly statement required to be included on the Form 10-D (“Additional Form 10-D Disclosure”) shall be determined and prepared by the entity that is indicated in Exhibit B as the responsible party for providing that information, and the Trust Administrator will have no duty or liability to verify the accuracy or sufficiency of any such Additional Form 10-D Disclosure and the Trust Administrator shall have no liability with respect to any failure to properly prepare or file such Form 10-D resulting from or relating to the Trust Administrator’s inability or failure to obtain any information in a timely manner from the party responsible for delivery of such Additional Form 10-D Disclosure.
 
Within 5 calendar days after the related Distribution Date (or if not a Business Day, the immediately preceding Business Day), each entity that is indicated in Exhibit B as the responsible party for providing Additional Form 10-D Disclosure shall be required to provide to the Trust Administrator and the Depositor, to the extent known, clearly identifying which item of Form 10-D the information relates to, any Additional Form 10-D Disclosure, if applicable. The Trust Administrator shall compile the information provided to it, prepare the Form 10-D and forward the Form 10-D to the Depositor for verification. The Depositor will approve, as to form and substance, or disapprove, as the case may be, the Form 10-D. No later than three Business Days prior to the 10th calendar day after the related Distribution Date, an officer of the Depositor shall sign the Form 10-D and return an electronic or fax copy of such signed Form 10-D (with an original executed hard copy to follow by overnight mail) to the Trust Administrator.
 
(ii)  (ii)Within three (3) Business Days after the occurrence of an event requiring disclosure on Form 8-K (each such event, a “Reportable Event”), the Trust Administrator shall prepare and file any Form 8-K, as required by the Exchange Act, (other than the initial Form 8-K in connection with the issuance of the Certificates, which shall be prepared and filed by the Depositor). Any disclosure or information related to a Reportable Event or that is otherwise required to be included on Form 8-K (“Form 8-K Disclosure Information”) shall be determined and prepared by the entity that is indicated in Exhibit B as the responsible party for providing that information. The Trust Administrator shall not be responsible for determing what information is required to be filed on Form 8-K or for any filing that is not made on a timely basis in accordance with Regulation AB in the event that such information is not delivered to the Trust Adminsitrator on or prior to the fourth Business Day prior to the applicable filing deadline.
 
For so long as the Trust is subject to the Exchange Act reporting requirements, no later than the end of business on the second Business Day after the occurrence of a Reportable Event, the entity that is indicated in Exhibit B as the responsible party for providing Form 8-K Disclosure Information shall be required to provide to the Trust Administrator, to the extent known, the form and substance of any Form 8-K Disclosure Information, if applicable. The Trust Administrator shall compile the information provided to it, and prepare and file the Form 8-K, which shall be signed by an officer of the Depositor.
 
(iii) Prior to January 30 of the first year in which the Trust Administrator is able to do so under applicable law, the Trust Administrator shall, in accordance with industry standards, file a Form 15 Suspension Notice with respect to the Trust Fund, if applicable. Prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15 of each year thereafter, the Servicer shall provide the Trust Administrator 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 3.20 and 3.21 (including with respect to any Sub-Servicer or any subcontractor, if required to be filed). Prior to (x) March 31, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 31 of each year thereafter, the Trust Administrator shall file a Form 10-K, in substance as required by applicable law or applicable Securities and Exchange Commission staff’s interpretations and conforming to industry standards, with respect to the Trust Fund. 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 3.20 and 3.21 (including with respect to any Sub-Servicer or subcontractor, if required to be filed) and Section 3.21 with respect to the Trust Administrator, and the Form 10-K certification in the form attached hereto as Exhibit H-1 (the “Certification”) signed by the senior officer of the Depositor in charge of securitization. The Trust Administrator shall receive the items described in the preceding sentence no later than March 15th of each calendar year prior to the filing deadline for the Form 10-K.
 
If information, data and exhibits to be included in the Form 10-K are not so timely delivered, the Trust Administrator shall file an amended Form 10-K including such documents as exhibits reasonably promptly after they are delivered to the Trust Administrator. The Trust Administrator shall have no liability with respect to any failure to properly prepare or file such periodic reports resulting from or relating to the Trust Administrator’s inability or failure to timely obtain any information from any other party.
 
Prior to (x) March 1, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 1st of each year thereafter, each entity that is indicated in Exhibit B as the responsible party for providing Additional Form 10-K Disclosure shall be required to provide to the Trust Administrator and the Depositor, to the extent known, the form and substance of any Additional Form 10-K Disclosure Information, if applicable. The Trust Administrator shall compile the information provided to it, prepare the Form 10-K and forward the Form 10-K to the Depositor for verification. The Depositor will approve, as to form and substance, or disapprove, as the case may be, the Form 10-K by no later than March 25th of the relevant year (or the immediately preceding Business Day if March 25th is not a Business Day), an officer of the Depositor shall sign the Form 10-K and return an electronic or fax copy of such signed Form 10-K (with an original executed hard copy to follow by overnight mail) to the Trust Administrator.
 
The Servicer shall be responsible for determining the pool concentration applicable to any Sub-Servicer to which the Servicer delegated any of its responsibilities with respect to the Mortgage Loans at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB. The Trust Administrator will provide electronic or paper copies of all Form 10-D, 8-K and 10-K filings free of charge to any Certificateholder upon written request. Any expenses incurred by the Trust Administrator in connection with the previous sentence shall be reimbursable to the Trust Administrator out of the Trust Fund.
 
The Trust Administrator shall sign a certification (in the form attached hereto as Exhibit H-2) for the benefit of the Depositor and its officers, directors and Affiliates in respect of items 1 through 3 of the Certification (the “Trust Administrator Certification”) (provided, however, that the Trust Administrator shall not undertake an analysis of the Attestation Report attached as an exhibit to the Form 10-K), and the Servicer shall sign a certification (the “Servicer Certification) solely with respect to the Servicer (in the form attached hereto as Exhibit H-3) for the benefit of the Depositor, the Trust Administrator and each Person, if any, who “controls” the Depositor or the Trust Administrator within the meaning of the Securities Act of 1933, as amended, and their respective officers and directors. Each such certification shall be delivered to the Depositor and the Trust Administrator by March 20th of each year (or if not a Business Day, the immediately preceding Business Day). The Certification attached hereto as Exhibit H-1 shall be delivered to the Trust Administrator by March 25th for filing on or prior to March 31st of each year (or if not a Business Day, the immediately preceding Business Day).
 
(b)  In addition, (A) the Trust Administrator shall indemnify and hold harmless the Depositor and its 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 arising out of third party claims based upon (i) a breach of the Trust Administrator’s obligations under this Section 4.07 or (ii) any material misstatement or omission contained in the Trust Administrator Certification and (B) the Servicer shall indemnify and hold harmless the Depositor, the Trust Administrator 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 arising out of third party claims based upon (i) a breach of such Servicer’s obligations under this Section 4.07, (ii) any material misstatement or omission contained in the Assessment of Compliance provided by the Servicer pursuant to Section 3.21 or (iii) any information correctly derived by the Trust Administrator and included in a Form 10-D or Form 10-K from information provided to the Trust Administrator by the Servicer under this Agreement. If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, then (i) the Trust Administrator 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 Trust Administrator on the other and (ii) the Servicer 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 Servicer on the other. Notwithstanding the foregoing, in no event shall the Trust Administrator be liable for any consequential, indirect or punitive damages.
 
SECTION 4.08  
Cap Account
 
(a)  No later than the Closing Date, the Trustee shall establish and maintain with itself or the Cap Administrator, a separate, segregated trust account titled, “Citibank, N.A., as Cap Trustee, in trust for the registered holders of Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Certificates, Series 2006-NC2—Cap Account.” Such account shall be an Eligible Account and amounts therein shall be held uninvested.
 
(b)  Prior to each Distribution Date, pursuant to the Cap Administration Agreement, prior to any distribution to any Certificate, the Cap Administrator on behalf of the Cap Trustee shall deposit into the Cap Account amounts received by it under the Cap Contract, for distribution in accordance with Section 4.01(a)(6) above.
 
(c)  It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Cap Account be disregarded as an entity separate from the Holder of the Class CE Certificates unless and until the date when either (a) there is more than one Class CE Certificateholder or (b) any Class of Certificates in addition to the Class CE Certificates is recharacterized as an equity interest in the Cap 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 Cap Account be treated as a partnership. Upon the termination of the Trust Fund, or the payment in full of the Floating Rate Certificates, all amounts remaining on deposit in the Cap Account shall be released by the Trust Fund and distributed to the Class CE Certificateholders or their designees. The Cap Account shall be part of the Trust Fund but not part of any Trust REMIC and any payments to the Holders of the Floating Rate Certificates of Net WAC Rate Carryover Amounts will not be payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).
 
(d)  By accepting a Class CE Certificate, each Class CE Certificateholder hereby agrees to direct the Trust Administrator, and the Trust Administrator is hereby directed, to deposit into the Cap Account the amounts described above on each Distribution Date.
 
(e)  Upon an early termination of the Cap Contract other than in connection with the optional termination of the Trust pursuant to Section 9.01 of the Pooling and Servicing Agreement, the Cap Trustee will use reasonable efforts to appoint a successor cap contract provider. The Cap Administrator on behalf of the Cap Trustee will apply any Cap Contract Termination Payment received from the original Cap Provider in connection with such early termination of the Cap Contract to the upfront payment required to appoint the successor cap contract provider. If the Cap Trustee is unable to appoint a successor cap contract provider within 30 days of the Cap Contract Early Termination, then the cap trustee will establish, and will deposit any Cap Termination Payment received from the original Cap Provider into, a separate, non-interest bearing reserve account (a “Cap Termination Reserve Account”) and will, on each subsequent distribution date, withdraw from the amount then remaining on deposit in such reserve account an amount equal to the payment, if any, that would have been paid to the trust administrator by the original Cap Provider calculated in accordance with the terms of the original Cap Contract, and distribute such amount in accordance with Section 3(a) and the Cap Administration Agreement.
 
(f)  Upon a Cap Contract Early Termination in connection with the optional termination of the trust, if the Cap Trustee or the Cap Administrator on its behalf receives a Cap Contract Termination Payment from the Cap Provider, such Cap Contract Termination Payment will be distributed in accordance with the terms of the Cap Administration Agreement.
 
SECTION 4.09  
Swap Account.
 
(a)  On the Closing Date, there is hereby established a separate trust (the “Supplemental Interest Trust”), into which the Depositor shall deposit the Interest Rate Swap Agreement. The Supplemental Interest Trust shall be maintained by the Supplemental Interest Trust Trustee. No later than the Closing Date, the Supplemental Interest Trust Trustee shall establish and maintain with the Trust Administrator a separate, segregated trust account to be held in the Supplemental Interest Trust, titled, “Swap Account, Citibank, N.A., as Supplemental Trust Trustee, in trust for the registered holders of the Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates, Series 2006-NC2.” Such account shall be an Eligible Account and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trust Administrator held pursuant to this Agreement. Amounts therein shall be held uninvested.
 
(b)  Prior to any distribution to any Certificate, the Supplemental Interest Trust Trustee or the Trust Administrator on its behalf shall deposit into the Swap Account (for distribution pursuant to Section 4.01(a)(7)): (i) the amount of any Net Swap Payment or Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) owed to the Swap Provider (after taking into account any upfront payment received from the counterparty to a replacement interest rate swap agreement) from funds collected and received with respect to the Mortgage Loans prior to the determination of the Available Distribution Amount. For federal income tax purposes, any amounts paid to the Swap Provider shall first be deemed paid to the Swap Provider in respect of REMIC VI Regular Interest SWAP IO to the extent of the amount distributable on REMIC VI Regular Interest SWAP IO on such Distribution Date, and any remaining amount shall be deemed paid to the Swap Provider in respect of a Class IO Distribution Amount (as defined below).
 
(c)  It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Supplemental Interest Trust be disregarded as an entity separate from the Holder of the Class CE Certificates unless and until the date when either (a) there is more than one Class CE Certificateholder or (b) any Class of Certificates in addition to the Class CE Certificates is recharacterized as an equity interest in the Supplemental Interest Trust for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Supplemental Interest Trust be treated as a partnership. The Supplemental Interest Trust will be an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h).
 
(d)  To the extent that the Supplemental Interest Trust is determined to be a separate legal entity from the Supplemental Interest Trust Trustee, any obligation of the Supplemental Interest Trust Trustee under the Interest Rate Swap Agreement shall be deemed to be an obligation of the Supplemental Interest Trust.
 
(e)  The Trust Administrator shall treat the Holders of Certificates (other than the Class P, Class CE, Class R and Class R-X Certificates) as having entered into a notional principal contract with respect to the Holders of the Class CE Certificates. Pursuant to each such notional principal contract, all Holders of Certificates (other than the Class P, Class CE, Class R and Class R-X Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the Holder of the Class CE Certificates an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC II Regular Interest corresponding to such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class IO Distribution Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the excess of (a) the amount of interest otherwise payable to such Certificates over (ii) the amount of interest payable to such Certificates at a per annum rate equal to the Net WAC Pass-Through Rate, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to such notional principal contract, the Holder of the Class CE Certificates shall be treated as having agreed to pay Net WAC Rate Carryover Amounts to the Holders of the Certificates (other than the Class CE, Class P, Class R and Class R-X Certificates) in accordance with the terms of this Agreement. Any payments to the Certificates from amounts deemed received in respect of this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1). However, any payment from the Certificates (other than the Class CE, Class P, Class R and Class R-X Certificates) of a Class IO Distribution Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of their interests in REMIC III and as having been paid by such Holders pursuant to the notional principal contract. Thus, each Certificate (other than the Class P, Class R and Class R-X Certificates) shall be treated as representing not only ownership of Regular Interests in REMIC III, but also ownership of an interest in, and obligations with respect to, a notional principal contract.
 
(f)  The Supplemental Interest Trust Trustee shall, at the direction of the Depositor, enforce all of its rights and exercise any remedies under the Interest Rate Swap Agreement. In the event the Interest Rate Swap Agreement is terminated as a result of the designation by either party thereto of an Early Termination Date (as defined therein) (a “Swap Early Termination”), the Supplemental Interest Trust Trustee shall, at the direction of the Depositor, appoint a replacement counterparty to enter into a replacement swap agreement. The Supplemental Interest Trust Trustee shall have no responsibility with regard to the selection of a replacement swap provider or the negotiation of a replacement swap agreement. Any Swap Termination Payment received by the Supplemental Interest Trust Trustee shall be deposited in the Swap Account and shall be used to make any upfront payment required under a replacement swap agreement and any upfront payment received from the counterparty to a replacement swap agreement shall be used to pay any Swap Termination Payment owed to the Swap Provider.
 
(g)  If the Supplemental Interest Trust Trustee is unable to appoint a successor swap provider within 30 days of the Swap Early Termination, then the Supplemental Interest Trust Trustee will establish, and will deposit any Swap Termination Payment received from the original Swap Provider into, a separate, non-interest bearing reserve account (a “Swap Termination Reserve Account”) and will, on each subsequent Distribution Date, withdraw from the amount then remaining on deposit in the Swap Termination Reserve Account an amount equal to the Net Swap Payment, if any, that would have been paid to the Supplemental Interest Trust by the original Swap Provider calculated in accordance with the terms of the original Interest Rate Swap Agreement, and distribute such amount in accordance with Section 4.01(a)(7).
 
SECTION 4.10  
Tax Treatment of Swap Payments and Swap Termination Payments.
 
For federal income tax purposes, each holder of a Floating Rate Certificate is deemed to own an undivided beneficial ownership interest in a REMIC regular interest and the right to receive payments from either the Net WAC Rate Carryover Reserve Account or the Swap Account in respect of the Net WAC Rate Carryover Amount or the obligation to make payments to the Swap Account. For federal income tax purposes, the Trust Administrator will account for payments to each Floating Rate Certificates as follows: each Floating Rate Certificate will be treated as receiving their entire payment from REMIC III (regardless of any Swap Termination Payment or obligation under the Interest Rate Swap Agreement) and subsequently paying their portion of any Swap Termination Payment in respect of each such Class’ obligation under the Interest Rate Swap Agreement. In the event that any such Class is resecuritized in a REMIC, the obligation under the Interest Rate Swap Agreement to pay any such Swap Termination Payment (or any shortfall in Swap Provider Fee), will be made by one or more of the REMIC Regular Interests issued by the resecuritization REMIC subsequent to such REMIC Regular Interest receiving its full payment from any such Floating Rate Certificate.
 
The REMIC regular interest corresponding to a Floating Rate 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 Swap Notional Amount of the Interest Rate Swap Agreement to the aggregate Stated Principal Balance of the Mortgage Loans and (ii) any Swap Termination Payment will be treated as being payable solely from Net Monthly Excess Cashflow. As a result of the foregoing, the amount of distributions and taxable income on the REMIC regular interest corresponding to a Floating Rate Certificate may exceed the actual amount of distributions on the Floating Rate Certificate.
 
ARTICLE V
 
THE CERTIFICATES
 
SECTION 5.01  
The Certificates.
 
(a)  The Certificates in the aggregate will represent the entire beneficial ownership interest in the Mortgage Loans and all other assets included in the Trust Fund. At the Closing Date, the aggregate Certificate Principal Balance of the Certificates will equal the aggregate Stated Principal Balance of the Mortgage Loans.
 
The Certificates will be substantially in the forms annexed hereto as Exhibits A-1 through A-19. The Certificates of each Class will be issuable in registered form only, in denominations of authorized Percentage Interests as described in the definition thereof. Each Certificate will share ratably in all rights of the related Class.
 
Upon original issue, the Certificates shall be executed, authenticated and delivered by the Trust Administrator to or upon the order of the Depositor. The Certificates shall be executed and attested by manual or facsimile signature on behalf of the Trust Administrator by an authorized signatory. Certificates bearing the manual or facsimile signatures of individuals who were at any time the proper officers of the Trust Administrator shall bind the Trust Administrator, notwithstanding that such individuals or any of them have ceased to hold such offices prior to the execution, authentication and delivery of such Certificates or did not hold such offices at the date of such Certificates. No Certificate shall be entitled to any benefit under this Agreement or be valid for any purpose, unless there appears on such Certificate a certificate of authentication substantially in the form provided herein executed by the Trust Administrator by manual signature, and such certificate of authentication shall be conclusive evidence, and the only evidence, that such Certificate has been duly authenticated and delivered hereunder. All Certificates shall be dated the date of their authentication.
 
(b)  The Book-Entry Certificates shall initially be issued as one or more Certificates held by Book-Entry Custodian or, if appointed to hold such Certificates as provided below, the Depository and registered in the name of the Depository or its nominee and, except as provided below, registration of such Certificates may not be transferred by the Trust Administrator except to another Depository that agrees to hold such Certificates for the respective Certificate Owners with Ownership Interests therein. The Certificate Owners shall hold their respective Ownership Interests in and to such Certificates through the book-entry facilities of the Depository and, except as provided below, shall not be entitled to definitive, fully registered Certificates (“Definitive Certificates”) in respect of such Ownership Interests. All transfers by Certificate Owners of their respective Ownership Interests in the Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing such Certificate Owner. Each Depository Participant shall only transfer the Ownership Interests in the Book-Entry Certificates of Certificate Owners it represents or of brokerage firms for which it acts as agent in accordance with the Depository’s normal procedures. The Trust Administrator is hereby initially appointed as the Book-Entry Custodian and hereby agrees to act as such in accordance herewith and in accordance with the agreement that it has with the Depository authorizing it to act as such. The Book-Entry Custodian may, and if it is no longer qualified to act as such, the Book-Entry Custodian shall, appoint, by a written instrument delivered to the Depositor, the Servicer and the Trust Administrator and any other transfer agent (including the Depository or any successor Depository) to act as Book-Entry Custodian under such conditions as the predecessor Book-Entry Custodian and the Depository or any successor Depository may prescribe, provided that the predecessor Book-Entry Custodian shall not be relieved of any of its duties or responsibilities by reason of any such appointment of other than the Depository. If the Trust Administrator resigns or is removed in accordance with the terms hereof, the successor Trust Administrator or, if it so elects, the Depository shall immediately succeed to its predecessor’s duties as Book-Entry Custodian. The Depositor shall have the right to inspect, and to obtain copies of, any Certificates held as Book-Entry Certificates by the Book-Entry Custodian.
 
The Trustee, the Trust Administrator, the Servicer and the Depositor may for all purposes (including the making of payments due on the Book-Entry Certificates) deal with the Depository as the authorized representative of the Certificate Owners with respect to the Book-Entry Certificates for the purposes of exercising the rights of Certificateholders hereunder. The rights of Certificate Owners with respect to the Book-Entry Certificates shall be limited to those established by law and agreements between such Certificate Owners and the Depository Participants and brokerage firms representing such Certificate Owners. Multiple requests and directions from, and votes of, the Depository as Holder of the Book-Entry Certificates with respect to any particular matter shall not be deemed inconsistent if they are made with respect to different Certificate Owners. The Trust Administrator may establish a reasonable record date in connection with solicitations of consents from or voting by Certificateholders and shall give notice to the Depository of such record date.
 
If (i)(A) the Depositor advises the Trust Administrator in writing that the Depository is no longer willing or able to properly discharge its responsibilities as Depository, and (B) the Depositor is unable to locate a qualified successor or (ii) after the occurrence of a Servicer Event of Default, Certificate Owners representing in the aggregate not less than 51% of the Ownership Interests of the Book-Entry Certificates advise the Trust Administrator through the Depository, in writing, that the continuation of a book-entry system through the Depository is no longer in the best interests of the Certificate Owners, the Trust Administrator shall notify all Certificate Owners, through the Depository, of the occurrence of any such event and of the availability of Definitive Certificates to Certificate Owners requesting the same. Upon surrender to the Trust Administrator of the Book- Entry Certificates by the Book-Entry Custodian or the Depository, as applicable, accompanied by registration instructions from the Depository for registration of transfer, the Trust Administrator shall issue the Definitive Certificates. Such Definitive Certificates will be issued in minimum denominations of $25,000, except that any beneficial ownership that was represented by a Book-Entry Certificate in an amount less than $25,000 immediately prior to the issuance of a Definitive Certificate shall be issued in a minimum denomination equal to the amount represented by such Book-Entry Certificate. None of the Depositor, the Servicer, the Trust Administrator nor the Trustee shall be liable for any delay in the delivery of such instructions and may conclusively rely on, and shall be protected in relying on, such instructions. Upon the issuance of Definitive Certificates all references herein to obligations imposed upon or to be performed by the Depository shall be deemed to be imposed upon and performed by the Trust Administrator, to the extent applicable with respect to such Definitive Certificates, and the Trust Administrator shall recognize the Holders of the Definitive Certificates as Certificateholders hereunder.
 
SECTION 5.02  
Registration of Transfer and Exchange of Certificates.
 
(a)  The Trust Administrator shall cause to be kept at one of the offices or agencies to be appointed by the Trust Administrator in accordance with the provisions of Section 8.12 a Certificate Register for the Certificates in which, subject to such reasonable regulations as it may prescribe, the Trust Administrator shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided.
 
(b)  No transfer of any Private Certificate shall be made unless that transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of a Private Certificate is to be made without registration or qualification (other than in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate of the Depositor or, in the case of the Residual Certificates, the first transfer by an Affiliate of the Depositor or the first transfer by the initial transferree of an Affiliate of the Depositor, (ii) the transfer of any such Class CE, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee or indenture trustee administrator under the Indenture or (iii) a transfer of any such Class CE, Class P or Residual Certificate from the issuer under the Indenture or the indenture trustee or indenture trustee administrator under the Indenture to the Depositor or an Affiliate of the Depositor), the Trustee shall require receipt of: (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Certificateholder desiring to effect the transfer and from such Certificateholder’s prospective transferee, substantially in the forms attached hereto as Exhibit F-1; and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee, the Trust Administrator, the Servicer, in its capacity as such, or any Sub-Servicer), together with copies of the written certification(s) of the Certificateholder desiring to effect the transfer and/or such Certificateholder’s prospective transferee upon which such Opinion of Counsel is based, if any. None of the Depositor, the Trust Administrator or the Trustee is obligated to register or qualify any such Certificates under the 1933 Act or any other securities laws or to take any action not otherwise required under this Agreement to permit the transfer of such Certificates without registration or qualification. Any Certificateholder desiring to effect the transfer of any such Certificate shall, and does hereby agree to, indemnify the Trustee, the Trust Administrator, the Depositor and the Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
Notwithstanding the foregoing, in the event of any such transfer of any Ownership Interest in any Private Certificate that is a Book-Entry Certificate, except with respect to the initial transfer of any such Ownership Interest by the Depositor, such transfer shall be required to be made in reliance upon Rule 144A under the 1933 Act, and the transferee will be deemed to have made each of the transferee representations and warranties set forth Exhibit F-1 hereto in respect of such interest as if it was evidenced by a Definitive Certificate. The Certificate Owner of any such Ownership Interest in any such Book-Entry Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
Notwithstanding the foregoing, no certification or Opinion of Counsel described in this Section 5.02(b) will be required in connection with the transfer, on the Closing Date, of any Residual Certificate by the Depositor to an “accredited investor” within the meaning of Rule 501(d) of the 1933 Act.
 
No transfer of a Class CE, Class P, Class M-11 or Residual Certificate or any interest therein shall be made to any Plan, any Person acting, directly or indirectly, on behalf of any such Plan or any Person acquiring such Certificates with “Plan Assets” of a Plan within the meaning of the Department of Labor regulation promulgated at 29 C.F.R.§ 2510.3-101 (“Plan Assets”), as certified by such transferee in the form of Exhibit G, unless, (i) in the case of a Class CE Certificate, a Class P Certificate or Residual Certificate, the Trust Administrator is provided with an Opinion of Counsel on which the Trust Administrator, the Depositor, the Trustee and the Servicer may rely, to the effect that the purchase of such Certificates is permissible under ERISA and the Code, will not constitute or result in any non-exempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Depositor, the Servicer, the Trustee, the Trust Administrator or the Trust Fund to any obligation or liability (including obligations or liabilities under ERISA or Section 4975 of the Code) in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of the Depositor, the Servicer, the Trustee, the Trust Administrator or the Trust Fund or (ii) in the case of a Class M-11 Certificate, (1) such Person 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 Prohibited Transaction Class Exemption (“PTCE”) 95-60 and (3) (a) in the case of a transfer prior to the termination of the Supplemental Interest Trust, the transfer is eligible for the exemptive relief under PTCE 95-60 or (b) in the case of a transfer after termination of the Supplemental Interest Trust, the conditions in Sections I and III of PTCE 95-60 have been satisfied. Neither a certification nor an Opinion of Counsel will be required in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate of the Depositor or, in the case of the Residual Certificates, the first transfer by an Affiliate of the Depositor, (ii) the transfer of any such Class CE, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any such Class CE, Class P or Residual Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor (in which case, the Depositor or any Affiliate thereof shall have deemed to have represented that such Affiliate is not a Plan or a Person investing Plan Assets) and the Trust Administrator shall be entitled to conclusively rely upon a representation (which, upon the request of the Trust Administrator, shall be a written representation) from the Depositor of the status of such transferee as an affiliate of the Depositor.
 
For so long as the Supplemental Interest Trust is in existence, each beneficial owner of a Floating Rate Certificate (except for a Class M-11 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 within the meaning of Prohibited Transaction Exemption 2002-41 (the “Exemption”) and (B) the acquisition and holding of such Certificate and the separate right to receive payments from the Supplemental Interest Trust are eligible for the exemptive relief available under one of PTCE 84-14, 90-1, 91-38, 95-60 or 96-23.
 
Each beneficial owner of a Mezzanine Certificate (except for a Class M-11 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 a person using assets of a Plan, (ii) other than for a Class M-11 Certificate, it has acquired and is holding such Certificate in reliance on the Exemption, and that it understands that there are certain conditions to the availability of the Exemption, including that the Certificate must be rated, at the time of purchase, not lower than “BBB-” (or its equivalent) by Standard & Poor’s, Fitch Ratings or Moody’s and the Certificate is so rated or (iii) (1) it is an insurance company, (2) the source of funds used to acquire or hold the Certificate or interest therein is an “insurance company general account”, as such term is defined in PTCE 95-60, and (3) the conditions in Sections I and III of PTCE 95-60 have been satisfied.
 
If any Certificate or any interest therein is acquired or held in violation of the provisions of the preceding three paragraphs, the next preceding permitted beneficial owner will be treated as the beneficial owner of that Certificate retroactive to the date of transfer to the purported beneficial owner. Any purported beneficial owner whose acquisition or holding of any such Certificate or interest therein was effected in violation of the provisions of the preceding three paragraphs shall indemnify and hold harmless the Depositor, the Servicer, the Trustee, the Trust Administrator and the Trust Fund from and against any and all liabilities, claims, costs or expenses incurred by those parties as a result of that acquisition or holding.
 
(c)  (i) Each Person who has or who acquires any Ownership Interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions and to have irrevocably authorized the Trust Administrator or its designee under clause (iii)(A) below to deliver payments to a Person other than such Person and to negotiate the terms of any mandatory sale under clause (iii)(B) below and to execute all instruments of Transfer and to do all other things necessary in connection with any such sale. The rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:
 
(A)  Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trust Administrator of any change or impending change in its status as a Permitted Transferee.
 
(B)  In connection with any proposed Transfer of any Ownership Interest in a Residual Certificate, the Trust Administrator shall require delivery to it and shall not register the Transfer of any Residual Certificate until its receipt of an affidavit and agreement (a “Transfer Affidavit and Agreement”), in the form attached hereto as Exhibit F-2, from the proposed Transferee, in form and substance satisfactory to the Trust Administrator, representing and warranting, among other things, that such Transferee is a Permitted Transferee, that it is not acquiring its Ownership Interest in the Residual Certificate that is the subject of the proposed Transfer as a nominee, trustee or agent for any Person that is not a Permitted Transferee, that for so long as it retains its Ownership Interest in a Residual Certificate, it will endeavor to remain a Permitted Transferee, and that it has reviewed the provisions of this Section 5.02(d) and agrees to be bound by them.
 
(C)  Notwithstanding the delivery of a Transfer Affidavit and Agreement by a proposed Transferee under clause (B) above, if a Responsible Officer of the Trust Administrator who is assigned to this transaction has actual knowledge that the proposed Transferee is not a Permitted Transferee, no Transfer of an Ownership Interest in a Residual Certificate to such proposed Transferee shall be effected.
 
(D)  Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall agree (x) to require a Transfer Affidavit and Agreement from any other Person to whom such Person attempts to transfer its Ownership Interest in a Residual Certificate and (y) not to transfer its Ownership Interest unless it provides a transferor affidavit (a “Transferor Affidavit”), in the form attached hereto as Exhibit F-2, to the Trust Administrator stating that, among other things, it has no actual knowledge that such other Person is not a Permitted Transferee.
 
(E)  Each Person holding or acquiring an Ownership Interest in a Residual Certificate, by purchasing an Ownership Interest in such Certificate, agrees to give the Trust Administrator written notice that it is a “pass-through interest holder” within the meaning of temporary Treasury regulation Section 1.67- 3T(a)(2)(i)(A) immediately upon acquiring an Ownership Interest in a Residual Certificate, if it is, or is holding an Ownership Interest in a Residual Certificate on behalf of, a “pass-through interest holder.”
 
(ii)  The Trust Administrator will register the Transfer of any Residual Certificate only if it shall have received the Transfer Affidavit and Agreement and all of such other documents as shall have been reasonably required by the Trust Administrator as a condition to such registration. In addition, no Transfer of a Residual Certificate shall be made unless the Trust Administrator shall have received a representation letter from the Transferee of such Certificate to the effect that such Transferee is a Permitted Transferee.
 
(iii)  (A) If any purported Transferee shall become a Holder of a Residual Certificate in violation of the provisions of this Section 5.02(d), then the last preceding Permitted Transferee shall be restored, to the extent permitted by law, to all rights as Holder thereof retroactive to the date of registration of such Transfer of such Residual Certificate. The Trust Administrator shall be under no liability to any Person for any registration of Transfer of a Residual Certificate that is in fact not permitted by this Section 5.02(d) or for making any payments due on such Certificate to the Holder thereof or for taking any other action with respect to such Holder under the provisions of this Agreement.
 
(B)  If any purported Transferee shall become a Holder of a Residual Certificate in violation of the restrictions in this Section 5.02(d) and to the extent that the retroactive restoration of the rights of the Holder of such Residual Certificate as described in clause (iii)(A) above shall be invalid, illegal or unenforceable, then the Trust Administrator shall have the right, without notice to the Holder or any prior Holder of such Residual Certificate, to sell such Residual Certificate to a purchaser selected by the Trust Administrator on such terms as the Trust Administrator may choose. Such purported Transferee shall promptly endorse and deliver each Residual Certificate in accordance with the instructions of the Trust Administrator. Such purchaser may be the Trust Administrator itself or any Affiliate of the Trust Administrator. The proceeds of such sale, net of the commissions (which may include commissions payable to the Trust Administrator or its Affiliates), expenses and taxes due, if any, will be remitted by the Trust Administrator to such purported Transferee. The terms and conditions of any sale under this clause (iii)(B) shall be determined in the sole discretion of the Trust Administrator, and the Trust Administrator shall not be liable to any Person having an Ownership Interest in a Residual Certificate as a result of its exercise of such discretion.
 
(iv)  The Trust Administrator shall make available to the Internal Revenue Service and those Persons specified by the REMIC Provisions all information necessary to compute any tax imposed (A) as a result of the Transfer of an Ownership Interest in a Residual Certificate to any Person who is a Disqualified Organization, including the information described in Treasury regulations sections 1.860D-1(b)(5) and 1.860E-2(a)(5) with respect to the “excess inclusions” of such Residual Certificate and (B) as a result of any regulated investment company, real estate investment trust, common trust fund, partnership, trust, estate or organization described in Section 1381 of the Code that holds an Ownership Interest in a Residual Certificate having as among its record holders at any time any Person which is a Disqualified Organization. Reasonable compensation for providing such information may be accepted by the Trust Administrator.
 
(v)  The provisions of this Section 5.02(d) set forth prior to this subsection (v) may be modified, added to or eliminated, provided that there shall have been delivered to the Trust Administrator at the expense of the party seeking to modify, add to or eliminate any such provision the following:
 
(A)  written notification from the Rating Agencies to the effect that the modification, addition to or elimination of such provisions will not cause the Rating Agencies to downgrade its then-current ratings of any Class of Certificates; and
 
(B)  an Opinion of Counsel, in form and substance satisfactory to the Trust Administrator, to the effect that such modification of, addition to or elimination of such provisions will not cause any Trust REMIC to cease to qualify as a REMIC and will not cause (x) any Trust REMIC to be subject to an entity-level tax caused by the Transfer of any Residual Certificate to a Person that is not a Permitted Transferee or (y) a Person other than the prospective transferee to be subject to a REMIC-tax caused by the Transfer of a Residual Certificate to a Person that is not a Permitted Transferee.
 
(d)  Subject to the preceding subsections, upon surrender for registration of transfer of any Certificate at any office or agency of the Trust Administrator maintained for such purpose pursuant to Section 8.12, the Trust Administrator shall execute, authenticate and deliver, in the name of the designated Transferee or Transferees, one or more new Certificates of the same Class of a like aggregate Percentage Interest.
 
(e)  At the option of the Holder thereof, any Certificate may be exchanged for other Certificates of the same Class with authorized denominations and a like aggregate Percentage Interest, upon surrender of such Certificate to be exchanged at any office or agency of the Trust Administrator maintained for such purpose pursuant to Section 8.12. Whenever any Certificates are so surrendered for exchange, upon notice from the Trust Administrator, the Trust Administrator shall execute, authenticate and deliver, the Certificates which the Certificateholder making the exchange is entitled to receive. Every Certificate presented or surrendered for transfer or exchange shall (if so required by the Trust Administrator) be duly endorsed by, or be accompanied by a written instrument of transfer in the form satisfactory to the Trust Administrator duly executed by, the Holder thereof or his attorney duly authorized in writing. In addition, (i) with respect to each Class R Certificate, the Holder thereof may exchange, in the manner described above, such Class R Certificate for three separate Certificates, each representing such Holder’s respective Percentage Interest in the Class R-I Interest, the Class R-II Interest and the Class R-III Interest 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-IV Interest, the Class R-V Interest and the Class R-VI Interest, respectively, in each case that was evidenced by the Class R-X Certificate being exchanged.
 
(f)  No service charge to the Certificateholders shall be made for any transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
(g)  All Certificates surrendered for transfer and exchange shall be canceled and destroyed by the Trust Administrator in accordance with its customary procedures.
 
SECTION 5.03  
Mutilated, Destroyed, Lost or Stolen Certificates.
 
If (i) any mutilated Certificate is surrendered to the Trust Administrator, or the Trust Administrator receive evidence to its satisfaction of the destruction, loss or theft of any Certificate, and (ii) there is delivered to the Trustee and the Trust Administrator such security or indemnity as may be required by them to save each of them harmless, then, in the absence of actual knowledge by the Trust Administrator that such Certificate has been acquired by a bona fide purchaser, the Trust Administrator shall execute, authenticate and deliver, in exchange for or in lieu of any such mutilated, destroyed, lost or stolen Certificate, a new Certificate of the same Class and of like denomination and Percentage Interest. Upon the issuance of any new Certificate under this Section, the Trust Administrator 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 Trust Administrator) connected therewith. Any replacement Certificate issued pursuant to this Section shall constitute complete and indefeasible evidence of ownership in the applicable REMIC created hereunder, as if originally issued, whether or not the lost, stolen or destroyed Certificate shall be found at any time.
 
SECTION 5.04  
Persons Deemed Owners.
 
The Depositor, the Servicer, the Trustee, the Trust Administrator and any agent of any of them may treat the Person in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions pursuant to Section 4.01 and for all other purposes whatsoever, and none of the Depositor, the Servicer, the Trustee, the Trust Administrator or any agent of any of them shall be affected by notice to the contrary.
 
SECTION 5.05  
Certain Available Information.
 
The Trust Administrator shall maintain at its Corporate Trust Office and shall make available free of charge during normal business hours for review by any Holder of a Certificate or any Person identified to the Trust Administrator as a prospective transferee of a Certificate, originals or copies of the following items: (A) this Agreement and any amendments hereof entered into pursuant to Section 11.01, (B) all monthly statements required to be delivered to Certificateholders of the relevant Class pursuant to Section 4.02 since the Closing Date, and all other notices, reports, statements and written communications delivered to the Certificateholders of the relevant Class pursuant to this Agreement since the Closing Date, (C) all certifications delivered by a Responsible Officer of the Trust Administrator since the Closing Date pursuant to Section 10.01(h), (D) any and all Officers’ Certificates delivered to the Trust Administrator by the Servicer since the Closing Date to evidence such Servicer’s determination that any P&I Advance or Servicing Advance was, or if made, would be a Nonrecoverable Advance and (E) any and all Officers’ Certificates delivered to the Trust Administrator by the Servicer since the Closing Date pursuant to Section 4.04(a). Copies and mailing of any and all of the foregoing items will be available from the Trust Administrator upon request at the expense of the person requesting the same.
 
ARTICLE VI
 
THE DEPOSITOR AND THE SERVICER
 
SECTION 6.01  
Liability of the Depositor and the Servicer.
 
The Servicer shall be liable in accordance herewith only to the extent of the obligations specifically imposed by this Agreement and undertaken hereunder by the Servicer herein. The Depositor shall be liable in accordance herewith only to the extent of the obligations specifically imposed by this Agreement and undertaken hereunder by the Depositor herein.
 
SECTION 6.02  
Merger or Consolidation of the Depositor or the Servicer.
 
Subject to the following paragraph, the Depositor will keep in full effect its existence, rights and franchises as a corporation under the laws of the jurisdiction of its incorporation. Subject to the following paragraph, the Servicer will keep in full effect its existence, rights and franchises as a corporation under the laws of the jurisdiction of its incorporation and its qualification as an approved conventional seller/servicer for Fannie Mae or Freddie Mac in good standing. The Depositor and the Servicer each will obtain and preserve its qualification to do business as a foreign corporation in each jurisdiction in which such qualification is or shall be necessary to protect the validity and enforceability of this Agreement, the Certificates or any of the Mortgage Loans and to perform its respective duties under this Agreement.
 
The Depositor or the Servicer may be merged or consolidated with or into any Person, or transfer all or substantially all of its assets to any Person, in which case any Person resulting from any merger or consolidation to which the Depositor or the Servicer shall be a party, or any Person succeeding to the business of the Depositor or the Servicer, shall be the successor of the Depositor or the Servicer, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding; provided, however, that the successor or surviving Person to the Servicer shall be qualified to service mortgage loans on behalf of Fannie Mae or Freddie Mac; and provided further that the Rating Agencies’ ratings of the Floating Rate Certificates in effect immediately prior to such merger or consolidation will not be qualified, reduced or withdrawn as a result thereof (as evidenced by a letter to such effect from the Rating Agencies).
 
SECTION 6.03  
Limitation on Liability of the Depositor, the Servicer and Others.
 
None of the Depositor, the Servicer (and any Sub-Servicer) or any of the directors, officers, employees or agents of the Depositor or the Servicer (and any Sub-Servicer) shall be under any liability to the Trust Fund or the Certificateholders for any action taken or for refraining from the taking of any action in good faith pursuant to this Agreement or the related Sub-Servicing Agreement, as applicable, or for errors in judgment; provided, however, that this provision shall not protect the Depositor, the Servicer (and any Sub-Servicer) or any such person against any breach of warranties, representations or covenants made herein, or against any specific liability imposed on the Servicer (and any Sub-Servicer) pursuant hereto or the related Sub-Servicing Agreement, as applicable, or against any liability which would otherwise be imposed by reason of willful misfeasance, bad faith or negligence in the performance of duties or by reason of reckless disregard of obligations and duties hereunder or the related Sub-Servicing Agreement, as applicable. The Depositor, the Servicer (and any Sub-Servicer) and any director, officer, employee or agent of the Depositor or the Servicer may rely in good faith on any document of any kind which, prima facie, is properly executed and submitted by any Person respecting any matters arising hereunder or the related Sub-Servicing Agreement, as applicable. The Depositor, the Servicer (and any Sub-Servicer) and any director, officer, employee or agent of the Depositor or the Servicer (and any Sub-Servicer) shall be indemnified and held harmless by the Trust Fund against (i) any loss, liability or expense incurred in connection with any legal action relating to this Agreement or the Certificates (except as any such loss, liability or expense shall be otherwise reimbursable pursuant to this Agreement) or any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of duties hereunder or the related Sub-Servicing Agreement, as applicable, or by reason of reckless disregard of obligations and duties hereunder or the related Sub-Servicing Agreement, as applicable, and (ii) any breach of a representation or warranty regarding the Mortgage Loans. None of the Depositor or the Servicer (and any Sub-Servicer) shall be under any obligation to appear in, prosecute or defend any legal action unless such action is related to its respective duties under this Agreement or the related Sub-Servicing Agreement, as applicable, and, in its opinion, does not involve it in any expense or liability; provided, however, that each of the Depositor and the Servicer (and any Sub-Servicer) may in its discretion undertake any such action which it may deem necessary or desirable with respect to this Agreement or the related Sub-Servicing Agreement, as applicable, and the rights and duties of the parties hereto or to the related Sub-Servicing Agreement, as applicable, and the interests of the Certificateholders hereunder. In such event, unless the Depositor or the Servicer (and any Sub-Servicer) acts without the consent of Holders of Certificates entitled to at least 51% of the Voting Rights (which consent shall not be necessary in the case of litigation or other legal action by either to enforce their respective rights or defend themselves hereunder or the related Sub-Servicing Agreement, as applicable), the legal expenses and costs of such action and any liability resulting therefrom (except any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder or the related Sub-Servicing Agreement, as applicable) shall be expenses, costs and liabilities of the Trust Fund, and the Depositor (subject to the limitations set forth above) and the Servicer (and any Sub-Servicer) shall be entitled to be reimbursed therefor from the Collection Account as and to the extent provided in Section 3.11 or from the corresponding custodial account established under the related Sub-Servicing Agreement, any such right of reimbursement being prior to the rights of the Certificateholders to receive any amount in the Collection Account.
 
SECTION 6.04  
Limitation on Resignation of the Servicer.
 
The Servicer shall not resign from the obligations and duties hereby imposed on it except (i) upon determination that its duties hereunder are no longer permissible under applicable law or (ii) with the written consent of the Trustee and the Trust Administrator, which consent may not be unreasonably withheld, with written confirmation from the Rating Agencies (which confirmation shall be furnished to the Depositor, the Trustee and the Trust Administrator) that such resignation will not cause the Rating Agencies to reduce the then current rating of the Class A Certificates and provided that a qualified successor has agreed to assume the duties and obligations of the Servicer hereunder. Any such determination pursuant to clause (i) of the preceding sentence permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to such effect obtained at the expense of the Servicer and delivered to the Trustee and the Trust Administrator. No resignation of the Servicer shall become effective until the Trust Administrator or the Trustee, as applicable, in accordance with Section 7.02 hereof, or a successor servicer shall have assumed the Servicer’s responsibilities, duties, liabilities (other than those liabilities arising prior to the appointment of such successor) and obligations under this Agreement.
 
Except as expressly provided herein, the Servicer shall not assign or transfer any of its rights, benefits or privileges hereunder to any other Person, nor delegate to or subcontract with, nor authorize or appoint any other Person to perform any of the duties, covenants or obligations to be performed by the Servicer hereunder. If, pursuant to any provision hereof, the duties of the Servicer are transferred to a successor servicer, the entire amount of the Servicing Fee and other compensation payable to the Servicer pursuant hereto shall thereafter be payable to such successor servicer.
 
SECTION 6.05  
Rights of the Depositor in Respect of the Servicer.
 
The Servicer shall afford (and any Sub-Servicing Agreement shall provide that each Sub-Servicer shall afford) the Depositor, the Trustee and the Trust Administrator, upon reasonable notice, during normal business hours, access to all records maintained by the Servicer (and any such Sub-Servicer) in respect of the Servicer’s rights and obligations hereunder and access to officers of the Servicer (and those of any such Sub-Servicer) responsible for such obligations. Upon request, the Servicer shall furnish to the Depositor, the Trustee and the Trust Administrator its (and any such Sub-Servicer’s) most recent financial statements of the parent company of the Servicer and such other information relating to the Servicer’s capacity to perform its obligations under this Agreement that it possesses. To the extent such information is not otherwise available to the public, the Depositor, the Trustee and the Trust Administrator shall not disseminate any information obtained pursuant to the preceding two sentences without the Servicer’s written consent, except as required pursuant to this Agreement or to the extent that it is appropriate to do so (i) in working with legal counsel, auditors, taxing authorities or other governmental agencies, rating agencies or reinsurers or (ii) pursuant to any law, rule, regulation, order, judgment, writ, injunction or decree of any court or governmental authority having jurisdiction over the Depositor, the Trustee, the Trust Administrator or the Trust Fund, and in either case, the Depositor, the Trustee or the Trust Administrator, as the case may be, shall use its best efforts to assure the confidentiality of any such disseminated non-public information. The Depositor may, but is not obligated to, enforce the obligations of the Servicer under this Agreement and may, but is not obligated to, perform, or cause a designee to perform, any defaulted obligation of the Servicer under this Agreement or exercise the rights of any of the Servicer under this Agreement; provided that the Servicer shall not be relieved of any of its obligations under this Agreement by virtue of such performance by the Depositor or its designee. The Depositor shall not have any responsibility or liability for any action or failure to act by the Servicer and is not obligated to supervise the performance of the Servicer under this Agreement or otherwise.
 
SECTION 6.06  
Duties of the Credit Risk Manager.
 
For and on behalf of the Trust, the Credit Risk Manager will provide reports and recommendations concerning certain delinquent and defaulted Mortgage Loans, and as to the collection of any Prepayment Charges with respect to the Mortgage Loans. Such reports and recommendations will be based upon information provided to the Credit Risk Manager pursuant to the respective Credit Risk Management Agreement, and the Credit Risk Manager shall look solely to the Servicer for all information and data (including loss and delinquency information and data) relating to the servicing of the related Mortgage Loans. Upon any termination of the Credit Risk Manager or the appointment of a successor Credit Risk Manager, the Depositor shall give written notice thereof to the Servicer, the Trustee, the Trust Administrator and each Rating Agency. Notwithstanding the foregoing, the termination of the Credit Risk Manager pursuant to this Section shall not become effective until the appointment of a successor Credit Risk Manager.
 
SECTION 6.07  
Limitation Upon Liability of the Credit Risk Manager.
 
Neither the Credit Risk Manager, nor any of its directors, officers, employees, or agents shall be under any liability to the Trustee, the Certificateholders, the Trust Administrator or the Depositor for any action taken or for refraining from the taking of any action made in good faith pursuant to this Agreement, in reliance upon information provided by the Servicer under the related Credit Risk Management Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Credit Risk Manager or any such person against liability that would otherwise be imposed by reason of willful malfeasance or bad faith in its performance of its duties. The Credit Risk Manager and any director, officer, employee, or agent of the Credit Risk Manager 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, and may rely in good faith upon the accuracy of information furnished by the Servicer pursuant to the applicable Credit Risk Management Agreement in the performance of its duties thereunder and hereunder.
 
SECTION 6.08  
Removal of the Credit Risk Manager.
 
The Credit Risk Manager may be removed as Credit Risk Manager by Certificateholders holding not less than 66 2/3% of the Voting Rights in the Trust Fund, in the exercise of its or their sole discretion. The Certificateholders shall provide written notice of the Credit Risk Manager’s removal to the Trust Administrator. Upon receipt of such notice, the Trust Administrator shall provide written notice to the Credit Risk Manager of its removal, which shall be effective upon receipt of such notice by the Credit Risk Manager.
 
ARTICLE VII
 
DEFAULT
 
SECTION 7.01  
Servicer Events of Default.
 
With respect to the Servicer, individually, if any one of the following events (“Servicer Event of Default”) shall occur and be continuing:
 
(i)  any failure by the Servicer to remit to the Trust Administrator for distribution to the Certificateholders any payment (other than a P&I Advance required to be made from its own funds on any Servicer Remittance Date pursuant to Section 4.03) required to be made under the terms of the Certificates and this Agreement which continues unremedied for a period of two Business Days after the date upon which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Depositor, the Trust Administrator or the Trustee (in which case notice shall be provided by telecopy), or to the Servicer, the Depositor, the Trust Administrator and the Trustee by the Holders of Certificates entitled to at least 25% of the Voting Rights; or
 
(ii)  any failure on the part of the Servicer duly to observe or perform in any material respect any other of the covenants or agreements on the part of the Servicer contained in this Agreement, or the breach by the Servicer of any representation and warranty contained in Section 2.05 (other than representation 2.05(a)(x)), which continues unremedied for a period of 30 days (or if such failure or breach cannot be remedied within 30 days, then such remedy shall have been commenced within 30 days and diligently pursued thereafter; provided, however, that in no event shall such failure or breach be allowed to exist for a period of greater than 60 days) after the earlier of (i) the date on which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Depositor, the Trust Administrator or the Trustee, or to the Servicer, the Depositor, the Trust Administrator and the Trustee by the Holders of Certificates entitled to at least 25% of the Voting Rights and (ii) actual knowledge of such failure by a Servicing Officer; or
 
(iii)  a decree or order of a court or agency or supervisory authority having jurisdiction in the premises in an involuntary case under any present or future federal or state bankruptcy, insolvency or similar law or the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceeding, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and if such proceeding is being contested by the Servicer in good faith such decree or order shall have remained in force undischarged or unstayed for a period of 60 consecutive days or results in the entry of an order for relief or any such adjudication or appointment; or
 
(iv)  the Servicer shall consent to the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to the Servicer or of or relating to all or substantially all of its property; or
 
(v)  the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or
 
(vi)  any failure on the part of the Servicer duly to observe or perform in any material respect any other of the covenants or agreements on the part of the Servicer contained in Section 3.20 and Section 3.21 (subject to the cure periods set forth in such Sections); or
 
(vii)  any failure of the Servicer to make any P&I Advance on any Servicer Remittance Date required to be made from its own funds pursuant to Section 4.03 which continues unremedied until 5:00 p.m. New York time on first Business Day after the date upon which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Trust Administrator or the Trustee (in which case notice shall be provided by telecopy).
 
If a Servicer Event of Default described in clauses (i) through (vi) of this Section shall occur, then, and in each and every such case, so long as such Servicer Event of Default shall not have been remedied, the Depositor or the Trustee may, and at the written direction of the Holders of Certificates entitled to at least 51% of Voting Rights, the Trustee shall, by notice in writing to the Servicer (and to the Depositor and the Trust Administrator if given by the Trustee or to the Trustee and the Trust Administrator if given by the Depositor), terminate all of the rights and obligations of the Servicer in its capacity as a Servicer under this Agreement, to the extent permitted by law, and in and to the Mortgage Loans and the proceeds thereof. If a Servicer Event of Default described in clause (vii) hereof shall occur and shall not have been remedied during the applicable time period set forth in clause (vii) above, the Trust Administrator shall, by notice in writing to the Servicer and the Depositor, terminate all of the rights and obligations of the Servicer in its capacity as a Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof. On or after the receipt by the Servicer of such written notice, all authority and power of the Servicer under this Agreement, whether with respect to the Certificates (other than as a Holder of any Certificate) or the Mortgage Loans or otherwise, shall pass to and be vested in the Trust Administrator pursuant to and under this Section and, without limitation, the Trust Administrator is hereby authorized and empowered, as attorney-in-fact or otherwise, to execute and deliver on behalf of and at the expense of the Servicer, any and all documents and other instruments and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement or assignment of the Mortgage Loans and related documents, or otherwise. The Servicer agrees, at its sole cost and expense, promptly (and in any event no later than ten Business Days subsequent to such notice) to provide the Trust Administrator with all documents and records requested by it to enable it to assume the Servicer’s functions under this Agreement, and to cooperate with the Trust Administrator in effecting the termination of the Servicer’s responsibilities and rights under this Agreement, including, without limitation, the transfer within one Business Day to the Trust Administrator for administration by it of all cash amounts which at the time shall be or should have been credited by the Servicer to the Collection Account held by or on behalf of the Servicer, the Distribution Account or any REO Account or Servicing Account held by or on behalf of the Servicer or thereafter be received with respect to the Mortgage Loans or any REO Property serviced by the Servicer (provided, however, that the Servicer shall continue to be entitled to receive all amounts accrued or owing to it under this Agreement on or prior to the date of such termination, whether in respect of P&I Advances or otherwise, and shall continue to be entitled to the benefits of Section 6.03, notwithstanding any such termination, with respect to events occurring prior to such termination). For purposes of this Section 7.01, the Trustee and the Trust Administrator shall not be deemed to have knowledge of a Servicer Event of Default unless a Responsible Officer of the Trustee or the Trust Administrator, as the case may be, assigned to and working in the Trustee’s or the Trust Administrator’s Corporate Trust Office, as applicable, has actual knowledge thereof or unless written notice of any event which is in fact such a Servicer Event of Default is received by the Trustee or the Trust Administrator, as applicable, and such notice references the Certificates, the Trust Fund or this Agreement.
 
SECTION 7.02  
Trust Administrator or Trustee to Act; Appointment of Successor.
 
(a)  On and after the time the Servicer receives a notice of termination, the Trust Administrator (and in the event the Trust Administrator fails in its obligation, the Trustee) shall be the successor in all respects to the Servicer in its capacity as Servicer under this Agreement, the Servicer shall not have the right to withdraw any funds from the Collection Account without the consent of the Trust Administrator or the Trustee, as applicable, and the transactions set forth or provided for herein and shall be subject to all the responsibilities, duties and liabilities relating thereto and arising thereafter placed on the Servicer (except for any representations or warranties of the Servicer under this Agreement, the responsibilities, duties and liabilities contained in Section 2.03(c) and its obligation to deposit amounts in respect of losses pursuant to Section 3.12) by the terms and provisions hereof including, without limitation, the Servicer’s obligations to make P&I Advances pursuant to Section 4.03; provided, however, that if the Trust Administrator or the Trustee, as applicable, is prohibited by law or regulation from obligating itself to make advances regarding delinquent mortgage loans, then the Trust Administrator or the Trustee, as applicable, shall not be obligated to make P&I Advances pursuant to Section 4.03; and provided further, that any failure to perform such duties or responsibilities caused by the Servicer’s failure to provide information required by Section 7.01 shall not be considered a default by the Trust Administrator or the Trustee, as applicable, as successor to the Servicer hereunder. As compensation therefor, the Trust Administrator or the Trustee, as applicable, shall be entitled to the Servicing Fees and all funds relating to the Mortgage Loans to which the Servicer would have been entitled if it had continued to act hereunder (other than amounts which were due or would become due to the Servicer prior to its termination or resignation). Notwithstanding the above, the Trust Administrator or the Trustee, as applicable, may, if it shall be unwilling to so act, or shall, if it is unable to so act or if it is prohibited by law from making advances regarding delinquent mortgage loans, or if the Holders of Certificates entitled to at least 51% of the Voting Rights so request in writing to the Trust Administrator or the Trustee, as applicable, promptly appoint or petition a court of competent jurisdiction to appoint, an established mortgage loan servicing institution acceptable to the Rating Agencies and having a net worth of not less than $15,000,000 as the successor to the Servicer under this Agreement in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer under this Agreement. No appointment of a successor Servicer under this Agreement shall be effective until the assumption by the successor of all of the Servicer’s responsibilities, duties and liabilities hereunder. In connection with such appointment and assumption described herein, the Trust Administrator or the Trustee, as applicable, may make such arrangements for the compensation of such successor out of payments on Mortgage Loans as it and such successor shall agree; provided, however, that no such compensation shall be in excess of that permitted the Servicer as such hereunder. The Depositor, the Trust Administrator, the Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession. Pending appointment of a successor to the Servicer under this Agreement, the Trust Administrator or the Trustee, as applicable, shall act in such capacity as hereinabove provided.
 
(b)  In connection with the termination or resignation of the Servicer hereunder, either (i) the successor servicer, including the Trust Administrator or the Trustee, as applicable, if the Trust Administrator or the Trustee, as applicable, 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, in which case the predecessor Servicer shall cooperate with the successor Servicer in causing MERS to revise its records to reflect the transfer of servicing to the successor Servicer as necessary under MERS’ rules and regulations, or (ii) the predecessor Servicer shall cooperate with the successor Servicer in causing MERS to execute and deliver an assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Trust Administrator or the Trustee, as applicable, 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. The predecessor Servicer shall file or cause to be filed any such assignment in the appropriate recording office. The predecessor Servicer shall bear any and all fees of MERS, costs of preparing any assignments of Mortgage, and fees and costs of filing any assignments of Mortgage that may be required under this Section 7.02(b).
 
SECTION 7.03  
Notification to Certificateholders.
 
(a)  Upon any termination of a Servicer pursuant to Section 7.01 above or any appointment of a successor to a Servicer pursuant to Section 7.02 above, the Trust Administrator shall give prompt written notice thereof to Certificateholders at their respective addresses appearing in the Certificate Register.
 
(b)  Not later than the later of 60 days after the occurrence of any event, which constitutes or which, with notice or lapse of time or both, would constitute a Servicer Event of Default or five days after a Responsible Officer of the Trust Administrator becomes aware of the occurrence of such an event, the Trust Administrator shall transmit by mail to all Holders of Certificates notice of each such occurrence, unless such default or Servicer Event of Default shall have been cured or waived.
 
SECTION 7.04  
Waiver of Servicer Events of Default.
 
Subject to Section 11.09(d), the Holders representing at least 66% of the Voting Rights evidenced by all Classes of Certificates affected by any default or Servicer Event of Default hereunder may waive such default or Servicer Event of Default; provided, however, that a default or Servicer Event of Default under clause (i) or (vi) of Section 7.01 may be waived only by all of the Holders of the Regular Certificates. Upon any such waiver of a default or Servicer Event of Default, such default or Servicer Event of Default shall cease to exist and shall be deemed to have been remedied for every purpose hereunder. No such waiver shall extend to any subsequent or other default or Servicer Event of Default or impair any right consequent thereon except to the extent expressly so waived.
 
ARTICLE VIII
 
CONCERNING THE TRUSTEE AND THE TRUST ADMINISTRATOR
 
SECTION 8.01  
Duties of Trustee and Trust Administrator.
 
Each of the Trustee and the Trust Administrator, prior to the occurrence of a Servicer Event of Default and after the curing of all Servicer Events of Default which may have occurred, undertakes to perform such duties and only such duties as are specifically set forth in this Agreement. During a Servicer Event of Default, each of the Trustee and the Trust Administrator shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs. Any permissive right of the Trustee or the Trust Administrator enumerated in this Agreement shall not be construed as a duty.
 
Each of the Trustee and the Trust Administrator, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to it, which are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them to determine whether they conform to the requirements of this Agreement; provided, however, that neither the Trustee nor the Trust Administrator will be responsible for the accuracy or content of any such resolutions, certificates, statements, opinions, reports, documents or other instruments. If any such instrument is found not to conform to the requirements of this Agreement in a material manner, it shall take such action as it deems appropriate to have the instrument corrected, and if the instrument is not corrected to its satisfaction, it will provide notice thereof to the Certificateholders.
 
No provision of this Agreement shall be construed to relieve the Trustee or the Trust Administrator from liability for its own negligent action, its own negligent failure to act or its own misconduct; provided, however, that:
 
(i)  Prior to the occurrence of a Servicer Event of Default, and after the curing of all such Servicer Events of Default which may have occurred, the duties and obligations of each of the Trustee and the Trust Administrator shall be determined solely by the express provisions of this Agreement, neither the Trustee nor the Trust Administrator shall be liable except for the performance of such duties and obligations as are specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee or the Trust Administrator and, in the absence of bad faith on the part of the Trustee or the Trust Administrator, as applicable, the Trustee or the Trust Administrator, as the case may be, 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 or the Trust Administrator, as the case may be, that conform to the requirements of this Agreement;
 
(ii)  Neither the Trustee nor the Trust Administrator shall be personally liable for any error of judgment made in good faith by a Responsible Officer or Responsible Officers of it unless it shall be proved that it was negligent in ascertaining the pertinent facts;
 
(iii)  Neither the Trustee nor the Trust Administrator shall be personally liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with the direction of the Holders of Certificates entitled to at least 25% of the Voting Rights relating to the time, method and place of conducting any proceeding for any remedy available to the it or exercising any trust or power conferred upon it, under this Agreement; and
 
(iv)  Neither the Trustee nor the Trust Administrator shall be required to take notice or be deemed to have notice or knowledge of any default unless a Responsible Officer of the Trustee or the Trust Administrator, as the case may be, shall have received written notice thereof or a Responsible Officer shall have actual knowledge thereof. In the absence of receipt of such notice or actual knowledge, the Trustee or Trust Administrator, as applicable, may conclusively assume there is no default.
 
Neither the Trustee nor the Trust Administrator shall be required to expend or risk its own funds or otherwise incur financial liability in the performance of any of its duties hereunder, or in the exercise of any of its rights or powers, in each case not including expenses, disbursements and advances incurred or made by the Trustee or the Trust Administrator, as applicable, including the compensation and the expenses and disbursements of its agents and counsel, in the ordinary course of the Trustee’s or the Trust Administrator’s, as the case may be, performance in accordance with the provisions of this Agreement, if there is reasonable ground for believing that the repayment of such funds or adequate indemnity against such risk or liability is not reasonably assured to it. With respect to the Trustee and the Trust Administrator, none of the provisions contained in this Agreement shall in any event require the Trustee or the Trust Administrator, as the case may be, to perform, or be responsible for the manner of performance of, any of the obligations of the Servicer under this Agreement, except during such time, if any, as the Trustee or the Trust Administrator, as applicable, shall be the successor to, and be vested with the rights, duties, powers and privileges of, the Servicer in accordance with the terms of this Agreement.
 
SECTION 8.02  
Certain Matters Affecting the Trustee and the Trust Administrator.
 
(a)  Except as otherwise provided in Section 8.01:
 
(i)  Each of the Trustee and the Trust Administrator and any director, officer, employee or agent of the Trustee or the Trust Administrator, as the case may be, may request and conclusively rely upon and shall be fully protected in acting or refraining from acting upon any resolution, Officers’ Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document reasonably believed by it to be genuine and to have been signed or presented by the proper party or parties;
 
(ii)  Each of the Trustee and the Trust Administrator, as the case may be, may consult with counsel of its selection and any Opinion of Counsel shall be full and complete authorization and protection in respect of any action taken or suffered or omitted by it hereunder in good faith and in accordance with such Opinion of Counsel;
 
(iii)  Neither the Trustee nor the Trust Administrator shall be under any obligation to exercise any of the trusts or powers vested in it by this Agreement or to institute, conduct or defend any litigation hereunder or in relation hereto at the request, order or direction of any of the Certificateholders, pursuant to the provisions of this Agreement, unless such Certificateholders shall have offered to the Trustee or the Trust Administrator, as applicable, security or indemnity satisfactory to it against the costs, expenses and liabilities which may be incurred therein or thereby; the right of the Trustee or the Trust Administrator to perform any discretionary act enumerated in this Agreement shall not be construed as a duty, and neither the Trustee nor the Trust Administrator shall be answerable for other than its negligence or willful misconduct in the performance of any such act; nothing contained herein shall, however, relieve the Trust Administrator or the Trustee of the obligation, upon the occurrence of a Servicer Event of Default (which has not been cured or waived), to exercise such of the rights and powers vested in it by this Agreement, and to use the same degree of care and skill in their exercise as a prudent person would exercise or use under the circumstances in the conduct of such person’s own affairs;
 
(iv)  Neither the Trustee nor the Trust Administrator shall be personally liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;
 
(v)  Prior to the occurrence of a Servicer Event of Default hereunder, and after the curing of all Servicer Events of Default which may have occurred, neither the Trustee nor the Trust Administrator 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 to do so by the Holders of Certificates entitled to at least 25% of the Voting Rights; provided, however, that if the payment within a reasonable time to the Trustee or the Trust Administrator, as applicable, of the costs, expenses or liabilities likely to be incurred by it in the making of such investigation is, in the opinion of the Trustee or the Trust Administrator, as applicable, not reasonably assured to the Trustee or the Trust Administrator, as applicable, by such Certificateholders, the Trustee or the Trust Administrator, as applicable, may require indemnity satisfactory to it against such cost, expense, or liability from such Certificateholders as a condition to taking any such action;
 
(vi)  Each of the Trustee and the Trust Administrator may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents or attorneys and neither the Trustee nor the Trust Administrator shall be responsible for any misconduct or negligence on the part of any agent or attorney appointed with due care;
 
(vii)  Neither the Trustee nor the Trust Administrator shall be personally liable for any loss resulting from the investment of funds held in the Collection Account at the direction of the Servicer pursuant to Section 3.12; and
 
(viii)  Any request or direction of the Depositor, the Servicer or the Certificateholders mentioned herein shall be sufficiently evidenced in writing.
 
(b)  All rights of action under this Agreement or under any of the Certificates, enforceable by the Trustee or the Trust Administrator, may be enforced by it without the possession of any of the Certificates, or the production thereof at the trial or other proceeding relating thereto, and any such suit, action or proceeding instituted by the Trustee or the Trust Administrator shall be brought in its name for the benefit of all the Holders of such Certificates, subject to the provisions of this Agreement.
 
SECTION 8.03  
Neither the Trustee nor Trust Administrator Liable for Certificates or Mortgage Loans.
 
The recitals contained herein and in the Certificates (other than the signature of the Trust Administrator, on behalf of the Trustee, the authentication of the Trust Administrator on the Certificates, the acknowledgments of the Trustee and the Trust Administrator contained in Article II and the representations and warranties of the Trustee and the Trust Administrator in Section 8.12) shall be taken as the statements of the Depositor and neither the Trustee nor the Trust Administrator assumes any responsibility for their correctness. Neither the Trustee nor the Trust Administrator makes any representations or warranties as to the validity or sufficiency of this Agreement (other than as specifically set forth in Section 8.12) or of the Certificates (other than the signature of the Trust Administrator and authentication of the Trust Administrator on the Certificates) or of any Mortgage Loan or related document or of MERS or the MERS System. Neither the Trustee nor the Trust Administrator shall be accountable for the use or application by the Depositor of any of the Certificates or of the proceeds of such Certificates, or for the use or application of any funds paid to the Depositor or the Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Collection Account by the Servicer.
 
SECTION 8.04  
Trustee and Trust Administrator May Own Certificates.
 
Each of the Trustee and the Trust Administrator in its individual capacity or any other capacity may become the owner or pledgee of Certificates with the same rights it would have if it were not the Trustee or the Trust Administrator, as applicable.
 
SECTION 8.05  
Trustee’s, Trust Administrator’s and Custodian’s Fees and Expenses.
 
(a)  The Trust Administrator shall withdraw from the Distribution Account on each Distribution Date and pay to itself any income and gain realized from the investment of funds deposited in the Distribution Account. The Trustee’s fees will be paid by the Trust Administrator pursuant to a separate agreement between the Trustee and the Trust Administrator, and such compensation will not be an expense of the Trust. Each of the Trustee, the Trust Administrator, the Custodian and any director, officer, employee or agent of any of them, as applicable, shall be indemnified by the Trust Fund and held harmless against any loss, liability or expense (not including expenses, disbursements and advances incurred or made by the Trustee, the Trust Administrator or the Custodian, as applicable, including the compensation and the expenses and disbursements of its agents and counsel, in the ordinary course of the Trustee’s, the Trust Administrator’s or the Custodian’s, as the case may be, performance in accordance with the provisions of this Agreement) incurred by the Trustee, the Trust Administrator or the Custodian, as applicable, in connection with any claim or legal action or any pending or threatened claim or legal action arising out of or in connection with the acceptance or administration of its obligations and duties under this Agreement (or, in the case of the Custodian, under the Custodial Agreement), other than any loss, liability or expense (i) resulting from any breach of the Servicer’s obligations in connection with this Agreement for which the Servicer shall indemnify the Trustee and the Trust Administrator pursuant to Section 8.05(b) and Section 10.03 (and in the case of the Trustee, resulting from any breach of the Trust Administrator’s obligations in connection with this Agreement for which the Trust Administrator shall indemnify the Trustee pursuant to Section 10.03(a) and in the case of the Trust Administrator, resulting from any breach of the Trustee’s obligations in connection with this Agreement for which the Trustee shall indemnify the Trust Administrator pursuant to Section 10.03(c)), (ii) that constitutes a specific liability of the Trustee or the Trust Administrator, as applicable, pursuant to Section 10.01(g) or (iii) any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder (or, in the case of the Custodian, under the Custodial Agreement) or as a result of a breach of the Trustee’s or the Trust Administrator’s obligations under Article X hereof (or, in the case of the Custodian, as a result of a breach of the Custodian’s obligations under the Custodial Agreement). Any amounts payable to the Trustee, the Trust Administrator, the Custodian, or any director, officer, employee or agent of any of them in respect of the indemnification provided by this paragraph (a), or pursuant to any other right of reimbursement from the Trust Fund that the Trustee, the Trust Administrator, the Custodian or any director, officer, employee or agent of any of them may have hereunder in its capacity as such, may be withdrawn by the Trust Administrator for payment to the applicable indemnified Person from the Distribution Account at any time.
 
(b)  The Servicer agrees to indemnify the Trustee, the Trust Administrator and the Custodian from, and hold each harmless against, any loss, liability or expense resulting from a breach of the Servicer’s obligations and duties under this Agreement. Such indemnity shall survive the termination or discharge of this Agreement and the resignation or removal of the Trustee, the Trust Administrator or the Custodian, as the case may be. Any payment hereunder made by the Servicer to the Trustee, the Trust Administrator or the Custodian shall be from the Servicer’s own funds, without reimbursement from the Trust Fund therefor.
 
SECTION 8.06  
Eligibility Requirements for Trustee and Trust Administrator.
 
Each of the Trustee and the Trust Administrator hereunder shall at all times be a corporation or an association organized and doing business under the laws of any state or the United States of America, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000 and subject to supervision or examination by federal or state authority. In case at any time the Trustee or the Trust Administrator shall cease to be eligible in accordance with the provisions of this Section, the Trustee or the Trust Administrator, as the case may be, shall resign immediately in the manner and with the effect specified in Section 8.07.
 
SECTION 8.07  
Resignation and Removal of the Trustee and the Trust Administrator.
 
Either of the Trustee or the Trust Administrator may at any time resign and be discharged from the trust hereby created by giving written notice thereof to the Depositor, the Servicer and the Certificateholders and, if the Trustee is resigning, to the Trust Administrator, or, if the Trust Administrator is resigning, to the Trustee. Upon receiving such notice of resignation, the Depositor shall promptly appoint a successor trustee or trust administrator (which may be the same Person in the event both the Trustee and the Trust Administrator resign or are removed) by written instrument, in duplicate, which instrument shall be delivered to the resigning Trustee or Trust Administrator and to the successor trustee or trust administrator, as applicable. A copy of such instrument shall be delivered to the Certificateholders, the Trustee or Trust Administrator, as applicable, and the Servicer by the Depositor. If no successor trustee or trust administrator shall have been so appointed and have accepted appointment within 30 days after the giving of such notice of resignation, the resigning Trustee or Trust Administrator, as applicable, may petition any court of competent jurisdiction for the appointment of a successor trustee or trust administrator, as applicable.
 
If at any time the Trustee or the Trust Administrator shall cease to be eligible in accordance with the provisions of Section 8.06 and shall fail to resign after written request therefor by the Depositor (or in the case of the Trust Administrator, the Trustee), or if at any time the Trustee or the Trust Administrator shall become incapable of acting, or shall be adjudged bankrupt or insolvent, or a receiver of the Trustee or the Trust Administrator or of its property shall be appointed, or any public officer shall take charge or control of the Trustee or the Trust Administrator or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, then the Depositor (or in the case of the Trust Administrator, the Trustee) may remove the Trustee or the Trust Administrator, as applicable, and appoint a successor trustee or trust administrator (which may be the same Person in the event both the Trustee and the Trust Administrator resign or are removed) by written instrument, in duplicate, which instrument shall be delivered to the Trustee or Trust Administrator so removed and to the successor trustee or trust administrator. A copy of such instrument shall be delivered to the Certificateholders, the Trustee or the Trust Administrator, as applicable, and the Servicer by the Depositor.
 
The Holders of Certificates entitled to at least 51% of the Voting Rights may at any time remove the Trustee or the Trust Administrator and appoint a successor trustee or trust administrator by written instrument or instruments, in triplicate, signed by such Holders or their attorneys-in-fact duly authorized, one complete set of which instruments shall be delivered to the Depositor, one complete set to the Trustee or the Trust Administrator, as the case may be, so removed and one complete set to the successor so appointed. A copy of such instrument shall be delivered to the Certificateholders and the Servicer by the Depositor.
 
If no successor Trust Administrator shall have been appointed and shall have accepted appointment within 60 days after the Trust Administrator ceases to be the Trust Administrator pursuant to this Section 8.07, then the Trustee shall perform the duties of the Trust Administrator pursuant to this Agreement. The Trustee shall notify the Rating Agencies of any change of Trust Administrator.
 
Any resignation or removal of the Trustee or the Trust Administrator and appointment of a successor trustee or trust administrator, as the case may be, pursuant to any of the provisions of this Section shall not become effective until acceptance of appointment by the successor trustee or trust administrator as provided in Section 8.08. Notwithstanding the foregoing, in the event the Trust Administrator advises the Trustee that it is unable to continue to perform its obligations pursuant to the terms of this Agreement prior to the appointment of a successor, the Trustee shall be obligated to perform such obligations until a new trust administrator is appointed. Such performance shall be without prejudice to any claim by a party hereto or beneficiary hereof resulting from the Trust Administrator’s breach of its obligations hereunder. As compensation therefor, the Trustee shall be entitled to all fees the Trust Administrator would have been entitled to if it had continued to act hereunder.
 
SECTION 8.08  
Successor Trustee or Trust Administrator.
 
Any successor trustee or trust administrator appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the Depositor, the Trustee or the Trust Administrator, as applicable, and to its predecessor trustee or trust administrator an instrument accepting such appointment hereunder, and thereupon the resignation or removal of the predecessor trustee or trust administrator shall become effective and such successor trustee or trust administrator, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with the like effect as if originally named as trustee or trust administrator herein. The predecessor trustee or trust administrator shall deliver to the successor trustee or trust administrator all Mortgage Files and related documents and statements, as well as all moneys, held by it hereunder and the Depositor and the predecessor trustee or trust administrator 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 trust administrator all such rights, powers, duties and obligations.
 
No successor trustee or trust administrator shall accept appointment as provided in this Section unless at the time of such acceptance such successor trustee or trust administrator shall be eligible under the provisions of Section 8.06 and the appointment of such successor trustee or trust administrator shall not result in a downgrading of any Class of Certificates by the Rating Agencies, as evidenced by a letter from the Rating Agencies.
 
Upon acceptance of appointment by a successor trustee or trust administrator as provided in this Section, the Depositor shall mail notice of the succession of such trustee or trust administrator hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register. If the Depositor fails to mail such notice within 10 days after acceptance of appointment by the successor trustee or trust administrator, the successor trustee or trust administrator shall cause such notice to be mailed at the expense of the Depositor.
 
SECTION 8.09  
Merger or Consolidation of Trustee or Trust Administrator.
 
Any corporation or association into which either the Trustee or the Trust Administrator may be merged or converted or with which it may be consolidated or any corporation or association resulting from any merger, conversion or consolidation to which the Trustee or the Trust Administrator, as the case may be, shall be a party, or any corporation or association succeeding to the business of the Trustee or the Trust Administrator, as applicable, shall be the successor of the Trustee or the Trust Administrator, as the case may be, hereunder, provided such corporation or association shall be eligible under the provisions of Section 8.06, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
SECTION 8.10  
Appointment of Co-Trustee or Separate Trustee.
 
Notwithstanding any other provisions hereof, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of REMIC I or property securing the same may at the time be located, the Servicer and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee to act as co-trustee or co-trustees, jointly with the Trustee, or separate trustee or separate trustees, of all or any part of REMIC I, and to vest in such Person or Persons, in such capacity, such title to REMIC I, or any part thereof, and, subject to the other provisions of this Section 8.10, such powers, duties, obligations, rights and trusts as the Servicer and the Trustee may consider necessary or desirable. If the Servicer shall not have joined in such appointment within 15 days after the receipt by it of a request to do so, or in case a Servicer Event of Default shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment. No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as a successor trustee under Section 8.06 hereunder and no notice to Holders of Certificates of the appointment of co-trustee(s) or separate trustee(s) shall be required under Section 8.08 hereof.
 
In the case of any appointment of a co-trustee or separate trustee pursuant to this Section 8.10 all rights, powers, duties and obligations conferred or imposed upon the Trustee shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly, except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed by the Trustee (whether as Trustee hereunder or as successor to the Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights, powers, duties and obligations (including the holding of title to REMIC I or any portion thereof in any such jurisdiction) shall be exercised and performed by such separate trustee or co-trustee at the direction of the Trustee.
 
Any notice, request or other writing given to the Trustee shall be deemed to have been given to each of the then separate trustees and co-trustees, as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trust conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee.
 
Any separate trustee or co-trustee may, at any time, constitute the Trustee, its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any lawful act under or in respect of this Agreement on its behalf and in its name. If any separate trustee or co-trustee shall die, become incapable of acting, resign or be removed, all of its estates, properties, rights, remedies and trusts shall vest in and be exercised by the Trustee, to the extent permitted by law, without the appointment of a new or successor trustee.
 
SECTION 8.11  
[Reserved].
 
SECTION 8.12  
Appointment of Office or Agency.
 
The Trust Administrator will appoint an office or agency in the City of New York where the Certificates may be surrendered for registration of transfer or exchange, and presented for final distribution, and where notices and demands to or upon the Trust Administrator in respect of the Certificates and this Agreement may be served.
 
SECTION 8.13  
Representations and Warranties.
 
Each of the Trustee and the Trust Administrator hereby represents and warrants to the Servicer, the Depositor and the Trustee and the Trust Administrator, as applicable, as of the Closing Date, that:
 
(i)  It is a national banking association duly organized, validly existing and in good standing under the laws of the United States of America.
 
(ii)  The execution and delivery of this Agreement by it, and the performance and compliance with the terms of this Agreement by it, will not violate its articles of association or bylaws or constitute a default (or an event which, with notice or lapse of time, or both, would constitute a default) under, or result in the breach of, any material agreement or other instrument to which it is a party or which is applicable to it or any of its assets.
 
(iii)  It has the full power and authority to enter into and consummate all transactions contemplated by this Agreement, has duly authorized the execution, delivery and performance of this Agreement, and has duly executed and delivered this Agreement.
 
(iv)  This Agreement, assuming due authorization, execution and delivery by the other parties hereto, constitutes a valid, legal and binding obligation of it, enforceable against it in accordance with the terms hereof, subject to (A) applicable bankruptcy, insolvency, receivership, reorganization, moratorium and other laws affecting the enforcement of creditors’ rights generally, and (B) general principles of equity, regardless of whether such enforcement is considered in a proceeding in equity or at law.
 
(v)  It is not in violation of, and its execution and delivery of this Agreement and its performance and compliance with the terms of this Agreement will not constitute a violation of, any law, any order or decree of any court or arbiter, or any order, regulation or demand of any federal, state or local governmental or regulatory authority, which violation, in its good faith and reasonable judgment, is likely to affect materially and adversely either the ability of the it to perform its obligations under this Agreement or the financial condition of it.
 
(vi)  No litigation is pending or, to the best of its knowledge, threatened against it which would prohibit it from entering into this Agreement or, in its good faith reasonable judgment, is likely to materially and adversely affect either the ability of it to perform its obligations under this Agreement or the financial condition of it.
 
SECTION 8.14  
[Reserved].
 
SECTION 8.15  
No Trustee or Trust Administrator Liability for Actions or Inactions of Custodian.
 
Notwithstanding anything to the contrary herein, in no event shall the Trustee or the Trust Administrator be liable to any party hereto or to any third party for the performance of any custody-related functions with respect to which the Custodian shall fail to take action on behalf of the Trustee or Trust Administrator, as the case may be, or, with respect to which the performance of custody-related functions pursuant to the terms of the custodial agreement with the Custodian shall fail to satisfy all the related requirements under this Agreement.
 
ARTICLE IX
 
TERMINATION
 
SECTION 9.01  
Termination Upon Repurchase or Liquidation of the Mortgage Loans.
 
(a)  Subject to Section 9.02, the respective obligations and responsibilities under this Agreement of the Depositor, the Servicer, the Trustee and the Trust Administrator with respect to the Mortgage Loans (other than the obligations of the Servicer to the Trustee and the Trust Administrator pursuant to Section 8.05 and of the Servicer to provide for and the Trust Administrator to make payments in respect of the REMIC I Regular Interests and the Classes of Certificates as hereinafter set forth) shall terminate upon payment to the Certificateholders and the deposit of all amounts held by or on behalf of the Trustee or the Trust Administrator and required hereunder to be so paid or deposited on the Distribution Date coinciding with or following the earlier to occur of (i) the purchase by the Terminator (on a servicing retained basis) of all Mortgage Loans and each related REO Property remaining in REMIC I and (ii) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan or related REO Property remaining in REMIC I; provided, however, that in no event shall the trust created hereby continue beyond the earlier of (a) the expiration of 21 years from the death of the last survivor of the descendants of Joseph P. Kennedy, the late ambassador of the United States to the Court of St. James, living on the date hereof and (b) the Latest Possible Maturity Date (as defined in the Preliminary Statement).
 
Subject to Section 3.10 hereof, the purchase by the Terminator of all Mortgage Loans and each REO Property remaining in REMIC I shall be at a price equal to the greater of (i) the Stated Principal Balance of the Mortgage Loans and the appraised value of any REO Properties (such appraisal to be conducted by an appraiser mutually agreed upon by the Servicer and the Trust Administrator) and (ii) the fair market value of the Mortgage Loans and the REO Properties (as determined by the Servicer, with the consent of the Trust Administrator as of the close of business on the third Business Day next preceding the date upon which notice of any such termination is furnished to the related Certificateholders pursuant to Section 9.01(c)), in each case plus accrued and unpaid interest thereon at the weighted average of the Mortgage Rates through the end of the Due Period preceding the final Distribution Date plus unreimbursed Servicing Advances allocable to such Mortgage Loans and REO Properties and any accrued and unpaid Net WAC Rate Carryover Amounts and any Swap Termination payment payable to the Swap Provider (the “Termination Price”); provided, however, such option may only be exercised if the Termination Price is sufficient to result in the payment of all interest accrued on, as well as amounts necessary to retire the principal balance of, each class of notes issued pursuant to the Indenture.
 
(b)  The Servicer shall have the right (the party exercising such right, the “Terminator”), to purchase all of the Mortgage Loans and each REO Property remaining in REMIC I pursuant to clause (i) of the preceding paragraph no later than the Determination Date in the month immediately preceding the Distribution Date on which the Certificates will be retired; provided, however, that the Terminator may elect to purchase all of the Mortgage Loans and each REO Property remaining in REMIC I pursuant to clause (i) above only if the aggregate Stated Principal Balance of the Mortgage Loans and each REO Property remaining in the Trust Fund at the time of such election is reduced to less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date. By acceptance of a Residual Certificate, the Holders of the Residual Certificates agree, in connection with any termination hereunder, to assign and transfer any amounts in excess of par, and to the extent received in respect of such termination, to pay any such amounts to the Holders of the Class CE Certificates.
 
In connection with any termination pursuant to this Section 9.01(b):
 
(i)  At least twenty (20) days prior to the latest date on which notice of such optional termination is required to be mailed to the Certificateholders pursuant to Section 9.01(c), the Terminator shall notify in writing (which may be done in electronic format) the Swap Provider and the Trust Administrator of the final Distribution Date on which the Terminator intends to terminate the Trust Fund;
 
(ii)  No later than 4:00 pm (New York City time) four (4) Business Days prior to the final Distribution Date specified in the notices required pursuant to Sections 9.01(c), the Swap Provider shall notify in writing (which may be done in electronic format) both the Terminator and the Trust Administrator of the amount of the Estimated Swap Termination Payment; and
 
(iii)  Three (3) Business Days prior to the final Distribution Date specified in the notices required pursuant to Sections 9.01(c), (x) the Terminator shall, no later than 1:00 pm (New York City time) on such day, deliver to the Trust Administrator and the Trust Administrator shall deposit funds in the Distribution Account in an amount equal to the sum of the Termination Price (which shall be based on the Estimated Swap Termination Payment), and (y) if the Trust Administrator shall have determined that the all of the requirements for Optional Termination have been met, including without limitation the deposit required pursuant to the immediately preceding clause (x) as well as the requirements specified in Section 9.01(c), then the Trust Administrator shall, on the same Business Day, provide written notice to the Terminator and the Swap Provider confirming (a) its receipt of the Termination Price (which shall be based on the Estimated Swap Termination Payment), and (b) that all other requirements of the Optional Termination have been met (the “Optional Termination Notice”). Upon the delivery of the Optional Termination Notice by the Trust Administrator pursuant to the preceding sentence, (i) the optional termination shall become irrevocable, (ii) the notice to Certificateholders of such optional termination provided pursuant to Section 9.01(c) shall become unrescindable, (iii) the Swap Provider shall determine the Swap Termination Payment in accordance with the Interest Rate Swap Agreement (which shall not exceed the Estimated Swap Termination Payment), and (iv) the Swap Provider shall provide to the Trust Administrator written notice of the amount of the Swap Termination Payment not later than two (2) Business Days prior to the final Distribution Date specified in the notices required pursuant to Sections 9.01(c).
 
(c)  Notice of the liquidation of any Certificates shall be given promptly by the Trust Administrator by letter to the related Certificateholders and the Swap Provider mailed (a) in the event such notice is given in connection with the purchase of the Mortgage Loans and each related REO Property remaining in REMIC I by the Terminator, not earlier than the 15th day and not later than the 25th day of the month next preceding the month of the final distribution on the related Certificates or (b) otherwise during the month of such final distribution on or before the Determination Date in such month, in each case specifying (i) the Distribution Date upon which REMIC I will terminate and final payment of the Certificates and will be made upon presentation and surrender of the Certificates at the office of the Trust Administrator therein designated, (ii) the amount of any such final payment, (iii) that no interest shall accrue in respect of the Certificates from and after the Interest Accrual Period relating to the final Distribution Date therefor and (iv) that the Record Date otherwise applicable to such Distribution Date is not applicable, payments being made only upon presentation and surrender of the Certificates at the office of the Trust Administrator. In the event such notice is given in connection with the purchase of all of the Mortgage Loans and each REO Property remaining in REMIC I by the Terminator, the Terminator shall deliver to the Trust Administrator for deposit in the Distribution Account not later than the last Business Day of the month next preceding the month in which such distribution will be made an amount in immediately available funds equal to the Termination Price. Upon certification to the Trust Administrator by a Servicing Officer of the making of such final deposit, the Trust Administrator shall promptly release or cause to be released to the related Terminator the Mortgage Files for the remaining Mortgage Loans and the Trust Administrator shall execute all assignments, endorsements and other instruments delivered to it which are necessary to effectuate such transfer.
 
(d)  Upon receipt of notice by the Trust Administrator of the presentation of the Certificates by the Certificateholders on the related final Distribution Date to the Trust Administrator, the Trust Administrator shall distribute to each Certificateholder so presenting and surrendering its Certificates the amount otherwise distributable on such Distribution Date in accordance with Section 4.01 in respect of the Certificates so presented and surrendered. Any funds not distributed to any Holder or Holders of Certificates being retired on such Distribution Date because of the failure of such Holder or Holders to tender their Certificates shall, on such date, be set aside and held in trust by the Trust Administrator and credited to the account of the appropriate non-tendering Holder or Holders. If any Certificates as to which notice has been given pursuant to this Section 9.01 shall not have been surrendered for cancellation within six months after the time specified in such notice, the Trust Administrator shall mail a second notice to the remaining non-tendering Certificateholders to surrender their Certificates for cancellation in order to receive the final distribution with respect thereto. If within one year after the second notice all such Certificates shall not have been surrendered for cancellation, the Trust Administrator shall, directly or through an agent, mail a final notice to remaining related non-tendering Certificateholders concerning surrender of their Certificates. The costs and expenses of maintaining the funds in trust and of contacting such Certificateholders shall be paid out of the assets remaining in the trust funds. If within one year after the final notice any such Certificates shall not have been surrendered for cancellation, the Trust Administrator shall pay to Citigroup Global Markets Inc. all such amounts, and all rights of non-tendering Certificateholders in or to such amounts shall thereupon cease. No interest shall accrue or be payable to any Certificateholder on any amount held in trust by the Trust Administrator as a result of such Certificateholder’s failure to surrender its Certificate(s) for final payment thereof in accordance with this Section 9.01.
 
Immediately following the deposit of funds in trust hereunder in respect of each of the Certificates the Trust Fund shall terminate.
 
SECTION 9.02  
Additional Termination Requirements.
 
(a)  In the event that the Terminator purchases all the Mortgage Loans and each REO Property, REMIC I shall be terminated, in each case in accordance with the following additional requirements (or in connection with the final payment on or other liquidation of the last Mortgage Loan or REO Property remaining in REMIC I, the additional requirement specified in clause (i) below):
 
(i)  The Trust Administrator shall specify the first day in the 90-day liquidation period in a statement attached to REMIC I’s final Tax Return pursuant to Treasury regulation Section 1.860F-1, and such termination shall satisfy all requirements of a qualified liquidation under Section 860F of the Code and any regulations thereunder, as evidenced by an Opinion of Counsel obtained at the expense of the Servicer;
 
(ii)  During such 90-day liquidation period, and at or prior to the time of making of the final payment on the Certificates, the Trust Administrator shall sell all of the assets of REMIC I to the Terminator for cash; and
 
(iii)  At the time of the making of the final payment on the related Certificates, the Trust Administrator shall distribute or credit, or cause to be distributed or credited, to the Holders of the Class R Certificates all cash on hand in REMIC I (other than cash retained to meet claims), and REMIC I shall terminate at that time.
 
(b)  At the expense of the Terminator (or in the event of termination under Section 9.01(a)(ii), at the expense of the Servicer), the Trust Administrator shall prepare or cause to be prepared the documentation required in connection with the adoption of a plan of liquidation of REMIC I pursuant to this Section 9.02.
 
(c)  By their acceptance of Certificates, the Holders thereof hereby agree to authorize the Trust Administrator to specify the 90-day liquidation period for REMIC I which authorization shall be binding upon all successor Certificateholders.
 
ARTICLE X
 
REMIC PROVISIONS
 
SECTION 10.01  
REMIC Administration.
 
(a)  The Trust Administrator shall elect to treat each REMIC created hereunder as a REMIC under the Code and, if necessary, under applicable state law. Such election will be made by the Trust Administrator on behalf of the Trustee on Form 1066 or other appropriate federal tax or information return or any appropriate state return for the taxable year ending on the last day of the calendar year in which the Certificates are issued. For the purposes of the REMIC election in respect of REMIC I, the REMIC I Regular Interests shall be designated as the Regular Interests in REMIC I and the Class R-I Interest shall be designated as the Residual Interest in REMIC I. The REMIC II Regular Interests shall be designated as the Regular Interests in REMIC II and the Class R-II Interest shall be designated as the Residual Interest in REMIC II. The Floating Rate Certificates, the Class CE Interest, the Class IO Interest and the Class P Interest shall be designated as the Regular Interests in REMIC III and the Class R-III Interest shall be designated as the Residual Interest in REMIC III. The Class CE Certificates shall be designated as the Regular Interests in REMIC IV and the Class R-IV Interest shall be designated as the Residual Interest in REMIC IV. The Class P Certificates shall be designated as the Regular Interests in REMIC V and the Class R-V Interest shall be designated as the Residual Interest in REMIC V. REMIC VI Regular Interest SWAP IO shall be designated as the Regular Interests in REMIC VI and the Class R-VI Interest shall be designated as the Residual Interest in REMIC VI. Neither the Trustee nor the Trust Administrator shall permit the creation of any “interests” in any Trust REMIC (within the meaning of Section 860G of the Code) other than the REMIC Regular Interests and the interests represented by the Certificates.
 
(b)  The Closing Date is hereby designated as the “Startup Day” of each Trust REMIC created hereunder within the meaning of Section 860G(a)(9) of the Code.
 
(c)  The Trust Administrator shall pay any and all expenses relating to any tax audit of the Trust Fund (including, but not limited to, any professional fees or any administrative or judicial proceedings with respect to any Trust REMIC that involve the Internal Revenue Service or state tax authorities), and shall be entitled to reimbursement from the Trust therefor to the extent permitted under Section 8.05. The Trust Administrator, as agent for any Trust REMIC’s tax matters person, shall (i) act on behalf of the Trust Fund in relation to any tax matter or controversy involving any Trust REMIC and (ii) represent the Trust Fund in any administrative or judicial proceeding relating to an examination or audit by any governmental taxing authority with respect thereto. The holder of the largest Percentage Interest of the Residual Certificates shall be designated, in the manner provided under Treasury regulations section 1.860F-4(d) and Treasury regulations section 301.6231(a)(7)-1, as the tax matters person of the related REMIC created hereunder. By its acceptance thereof, the holder of the largest Percentage Interest of the Residual Certificates hereby agrees to irrevocably appoint the Trust Administrator or an Affiliate as its agent to perform all of the duties of the tax matters person for the Trust Fund.
 
(d)  The Trust Administrator shall prepare and the Trustee at the direction of the Trust Administrator shall sign and the Trust Administrator shall file all of the Tax Returns in respect of the REMIC created hereunder. The expenses of preparing and filing such returns shall be borne by the Trust Administrator without any right of reimbursement therefor. The Servicer shall provide on a timely basis to the Trust Administrator or its designee such information with respect to the assets of the Trust Fund as is in its possession and reasonably required by the Trust Administrator to enable it to perform its obligations under this Article.
 
(e)  The Trust Administrator shall perform on behalf of any Trust REMIC all reporting and other tax compliance duties that are the responsibility of the REMIC under the Code, the REMIC Provisions or other compliance guidance issued by the Internal Revenue Service or any state or local taxing authority including the filing of Form 8811 with the Internal Revenue Service within 30 days following the Closing Date. Among its other duties, as required by the Code, the REMIC Provisions or other such compliance guidance, the Trust Administrator shall provide (i) to any Transferor of a Residual Certificate such information as is necessary for the application of any tax relating to the transfer of a Residual Certificate to any Person who is not a Permitted Transferee, (ii) to the Certificateholders such information or reports as are required by the Code or the REMIC Provisions including reports relating to interest, original issue discount and market discount or premium (using the Prepayment Assumption as required) and (iii) to the Internal Revenue Service the name, title, address and telephone number of the person who will serve as the representative of any Trust REMIC. The Servicer shall provide on a timely basis to the Trust Administrator such information with respect to the assets of the Trust Fund, including, without limitation, the Mortgage Loans, as is in its possession and reasonably required by the Trust Administrator to enable it to perform its obligations under this subsection. In addition, the Depositor shall provide or cause to be provided to the Trust Administrator, within ten (10) days after the Closing Date, all information or data that the Trust Administrator reasonably determines to be relevant for tax purposes as to the valuations and issue prices of the Certificates, including, without limitation, the price, yield, Prepayment Assumption and projected cash flow of the Certificates.
 
(f)  The Trustee, the Trust Administrator, the Servicer and the Holders of Certificates shall take such action or cause the Trust REMIC to take such action as shall be necessary to create or maintain the status thereof as a REMIC under the REMIC Provisions. The Trustee, the Trust Administrator and the Servicer shall not take any action or cause the Trust Fund to take any action or fail to take (or fail to cause to be taken) any action that, under the REMIC Provisions, if taken or not taken, as the case may be, could (i) endanger the status of each Trust REMIC as a REMIC or (ii) result in the imposition of a tax upon the Trust Fund (including but not limited to the tax on prohibited transactions as defined in Section 860F(a)(2) of the Code and the tax on contributions to a REMIC set forth in Section 860G(d) of the Code) (either such event, an “Adverse REMIC Event”) unless the Trustee has received an Opinion of Counsel, addressed to the Trustee and the Trust Administrator (at the expense of the party seeking to take such action but in no event at the expense of the Trustee or the Trust Administrator) to the effect that the contemplated action will not, with respect to any Trust REMIC, endanger such status or result in the imposition of such a tax, nor shall the Servicer take or fail to take any action (whether or not authorized hereunder) as to which the Trustee or the Trust Administrator has advised it in writing that it has received an Opinion of Counsel to the effect that an Adverse REMIC Event could occur with respect to such action; provided that the Servicer may conclusively rely on such Opinion of Counsel and shall incur no liability for its action or failure to act in accordance with such Opinion of Counsel. In addition, prior to taking any action with respect to any Trust REMIC or the respective assets of each, or causing any Trust REMIC to take any action, which is not contemplated under the terms of this Agreement, the Servicer consult with the Trustee and the Trust Administrator or their designee, in writing, with respect to whether such action could cause an Adverse REMIC Event to occur with respect to any Trust REMIC and the Servicer shall not take any such action or cause any Trust REMIC to take any such action as to which the Trustee or the Trust Administrator has advised it in writing that an Adverse REMIC Event could occur; provided that the Servicer may conclusively rely on such writing and shall incur no liability for its action or failure to act in accordance with such writing. The Trust Administrator and the Trustee may consult with counsel to make such written advice, and the cost of same shall be borne by the party seeking to take the action not permitted by this Agreement, but in no event shall such cost be an expense of the Trustee or the Trust Administrator. At all times as may be required by the Code, the Trustee, the Trust Administrator and the Servicer will ensure that substantially all of the assets of REMIC I will consist of “qualified mortgages” as defined in Section 860G(a)(3) of the Code and “permitted investments” as defined in Section 860G(a)(5) of the Code, to the extent such obligations are within the Trustee’s, Trust Administrator’s or Servicer’s, as applicable, control and not otherwise inconsistent with the terms of this Agreement.
 
(g)  In the event that any tax is imposed on “prohibited transactions” of the REMIC created hereunder as defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure property” of the REMIC as defined in Section 860G(c) of the Code, on any contributions to the REMIC after the Startup Day therefor pursuant to Section 860G(d) of the Code, or any other tax is imposed by the Code or any applicable provisions of state or local tax laws, such tax shall be charged (i) to the Trust Administrator pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Trust Administrator of any of its obligations under this Article X, (ii) to the Trustee pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Trustee of any of its obligations under this Article X, (iii) to the Servicer pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Servicer of any of its obligations under Article III or this Article X, or otherwise (iv) against amounts on deposit in the Distribution Account and shall be paid by withdrawal therefrom.
 
(h)  [Reserved].
 
(i)  The Trust Administrator shall, for federal income tax purposes, maintain books and records with respect to any Trust REMIC on a calendar year and on an accrual basis.
 
(j)  Following the Startup Day, the Servicer, the Trustee and the Trust Administrator shall not accept any contributions of assets to any Trust REMIC other than in connection with any Qualified Substitute Mortgage Loan delivered in accordance with Section 2.03 unless it shall have received an Opinion of Counsel to the effect that the inclusion of such assets in the Trust Fund will not cause the REMIC to fail to qualify as a REMIC at any time that any Certificates are outstanding or subject the REMIC to any tax under the REMIC Provisions or other applicable provisions of federal, state and local law or ordinances.
 
(k)  None of the Trustee, the Trust Administrator or the Servicer shall enter into any arrangement by which any Trust REMIC will receive a fee or other compensation for services nor permit either such REMIC to receive any income from assets other than “qualified mortgages” as defined in Section 860G(a)(3) of the Code or “permitted investments” as defined in Section 860G(a)(5) of the Code.
 
SECTION 10.02  
Prohibited Transactions and Activities.
 
None of the Depositor, the Servicer, the Trust Administrator or the Trustee shall sell, dispose of or substitute for any of the Mortgage Loans (except in connection with (i) the foreclosure of a Mortgage Loan, including but not limited to, the acquisition or sale of a Mortgaged Property acquired by deed in lieu of foreclosure, (ii) the bankruptcy of any Trust REMIC, (iii) the termination of any Trust REMIC pursuant to Article IX of this Agreement, (iv) a substitution pursuant to Article II of this Agreement or (v) a purchase of Mortgage Loans pursuant to Article II or III of this Agreement), nor acquire any assets for any Trust REMIC (other than REO Property acquired in respect of a defaulted Mortgage Loan), nor sell or dispose of any investments in the Collection Account or the Distribution Account for gain, nor accept any contributions to any Trust REMIC after the Closing Date (other than a Qualified Substitute Mortgage Loan delivered in accordance with Section 2.03), unless it has received an Opinion of Counsel, addressed to the Trustee and the Trust Administrator (at the expense of the party seeking to cause such sale, disposition, substitution, acquisition or contribution but in no event at the expense of the Trustee or the Trust Administrator) that such sale, disposition, substitution, acquisition or contribution will not (a) affect adversely the status of any Trust REMIC as a REMIC or (b) cause any Trust REMIC to be subject to a tax on “prohibited transactions” or “contributions” pursuant to the REMIC Provisions.
 
SECTION 10.03  
Servicer, Trustee and Trust Administrator Indemnification.
 
(a)  The Trust Administrator agrees to indemnify the Trust Fund, the Depositor, the Servicer and the Trustee for any taxes and costs including, without limitation, any reasonable attorneys fees imposed on or incurred by the Trust Fund, the Depositor, the Servicer or the Trustee as a result of a breach of the Trust Administrator’s covenants set forth in this Article X.
 
(b)  The Servicer agrees to indemnify the Trust Fund, the Depositor, the Trust Administrator and the Trustee for any taxes and costs including, without limitation, any reasonable attorneys’ fees imposed on or incurred by the Trust Fund, the Depositor, the Trust Administrator or the Trustee, as a result of a breach of the Servicer’s covenants set forth in Article III or this Article X.
 
(c)  The Trustee agrees to indemnify the Trust Fund, the Depositor, the Trust Administrator and the Servicer for any taxes and costs including, without limitation, any reasonable attorneys’ fees imposed on or incurred by the Trust Fund, the Depositor, the Trust Administrator or the Servicer, as a result of a breach of the Trustee’s covenants set forth in this Article X.
 
 
ARTICLE XI
 
MISCELLANEOUS PROVISIONS
 
SECTION 11.01  
Amendment.
 
This Agreement may be amended from time to time by the Depositor, the Servicer, the Trustee and the Trust Administrator without the consent of any of the Certificateholders, (i) to cure any ambiguity or defect, (ii) to correct, modify or supplement any provisions herein (including to give effect to the expectations of Certificateholders) or (iii) to make any other provisions with respect to matters or questions arising under this Agreement which shall not be inconsistent with the provisions of this Agreement, provided that such action shall not, as evidenced by either (a) an Opinion of Counsel delivered to the Trustee and the Trust Administrator, adversely affect in any material respect the interests of any Certificateholder or (b) written notice to the Depositor, the Servicer, the Trustee and the Trust Administrator from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency). No amendment shall be deemed to adversely affect in any material respect the interests of any Certificateholder who shall have consented thereto, and no Opinion of Counsel or Rating Agency confirmation shall be required to address the effect of any such amendment on any such consenting Certificateholder.
 
This Agreement may also be amended from time to time by the Depositor, the Servicer, the Trustee and the Trust Administrator with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Cap Provider, the Swap Provider or Holders of Certificates; provided, however, that no such amendment shall (i) reduce in any manner the amount of, or delay the timing of, payments received on Mortgage Loans which are required to be distributed on any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Cap Provider, the Swap Provider or Holders of any Class of Certificates (as evidenced by either (i) an Opinion of Counsel delivered to the Trustee and Trust Administrator or (ii) written notice to the Depositor, the Servicer, the Trustee and the Trust Administrator from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency) in a manner, other than as described in (i), without the consent of the Holders of Certificates of such Class evidencing at least 66% of the Voting Rights allocated to such Class, or (iii) modify the consents required by the immediately preceding clauses (i) and (ii) without the consent of the Holders of all Certificates then outstanding. Notwithstanding any other provision of this Agreement, for purposes of the giving or withholding of consents pursuant to this Section 11.01, Certificates registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be entitled to Voting Rights with respect to matters affecting such Certificates.
 
Notwithstanding any contrary provision of this Agreement, neither the Trustee nor the Trust Administrator shall consent to any amendment to this Agreement unless it shall have first received an Opinion of Counsel to the effect that such amendment will not result in the imposition of any tax on any Trust REMIC pursuant to the REMIC Provisions or cause any Trust REMIC to fail to qualify as a REMIC at any time that any Certificates are outstanding.
 
Prior to executing any amendment pursuant to this Section, the Trustee and the Trust Administrator shall be entitled to receive an Opinion of Counsel (provided by the Person requesting such amendment) to the effect that such amendment is authorized or permitted by this Agreement.
 
Notwithstanding any of the other provisions of this Section 11.01, none of the Depositor, the Servicer or the Trustee shall enter into any amendment to this Agreement which will adversely affect in any material respect the interests of the Cap Provider or the Swap Provider without the prior written consent of the Cap Provider or the Swap Provider, as applicable.
 
Promptly after the execution of any such amendment the Trust Administrator shall furnish a copy of such amendment to each Certificateholder.
 
It shall not be necessary for the consent of Certificateholders under this Section 11.01 to approve the particular form of any proposed amendment, but it shall be sufficient if such consent shall approve the substance thereof. The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trust Administrator may prescribe.
 
The cost of any Opinion of Counsel to be delivered pursuant to this Section 11.01 shall be borne by the Person seeking the related amendment, but in no event shall such Opinion of Counsel be an expense of the Trustee or the Trust Administrator.
 
Notwithstanding the foregoing, each of the Trustee and Trust Administrator may, but shall not be obligated to enter into any amendment pursuant to this Section that affects its rights, duties and immunities under this Agreement or otherwise.
 
SECTION 11.02  
Recordation of Agreement; Counterparts.
 
To the extent permitted by applicable law, this Agreement is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the properties subject to the Mortgages are situated, and in any other appropriate public recording office or elsewhere, such recordation to be effected by the Servicer at the expense of the Certificateholders, but only upon direction of Certificateholders accompanied by an Opinion of Counsel to the effect that such recordation materially and beneficially affects the interests of the Certificateholders.
 
For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be deemed to be an original, and such counterparts shall constitute but one and the same instrument.
 
SECTION 11.03  
Limitation on Rights of Certificateholders.
 
The death or incapacity of any Certificateholder shall not operate to terminate this Agreement or the Trust Fund, nor entitle such Certificateholder’s legal representatives or heirs to claim an accounting or to take any action or proceeding in any court for a partition or winding up of the Trust Fund, nor otherwise affect the rights, obligations and liabilities of the parties hereto or any of them.
 
No Certificateholder shall have any right to vote (except as expressly provided for herein) or in any manner otherwise control the operation and management of the Trust Fund, or the obligations of the parties hereto, nor shall anything herein set forth, or contained in the terms of any of the Certificates, be construed so as to constitute the Certificateholders from time to time as partners or members of an association; nor shall any Certificateholder be under any liability to any third person by reason of any action taken by the parties to this Agreement pursuant to any provision hereof.
 
No Certificateholder shall have any right by virtue of any provision of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless (i) such Holder previously shall have given to the Trustee and Trust Administrator a written notice of default and of the continuance thereof, as hereinbefore provided, and (ii) the Holders of Certificates entitled to at least 25% of the Voting Rights shall have made written request upon the Trustee and the Trust Administrator to institute such action, suit or proceeding in its own name as Trustee or Trust Administrator hereunder and shall have offered to the Trustee or the Trust Administrator, as applicable, such indemnity satisfactory to it against the costs, expenses and liabilities to be incurred therein or thereby, and the Trustee or the Trust Administrator, for 15 days after its receipt of such notice, request and offer of indemnity, shall have neglected or refused to institute any such action, suit or proceeding. It is understood and intended, and expressly covenanted by each Certificateholder with every other Certificateholder, the Trustee and the Trust Administrator, that no one or more Holders of Certificates shall have any right in any manner whatsoever by virtue of any provision of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of such Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder, or to enforce any right under this Agreement, except in the manner herein provided and for the equal, ratable and common benefit of all Certificateholders. For the protection and enforcement of the provisions of this Section, each and every Certificateholder, the Trustee and the Trust Administrator shall be entitled to such relief as can be given either at law or in equity.
 
SECTION 11.04  
Governing Law.
 
This Agreement shall be construed in accordance with the laws of the State of New York and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws.
 
SECTION 11.05  
Notices.
 
All directions, demands and notices hereunder shall be sent (i) via facsimile (with confirmation of receipt) or (ii) in writing and shall be deemed to have been duly given when received if personally delivered at or mailed by first class mail, postage prepaid, or by express delivery service or delivered in any other manner specified herein, to (a) in the case of the Depositor, 390 Greenwich Street, New York, New York 10013, Attention: Mortgage Finance Group (telecopy number (212) 723-8604), or such other address or telecopy number as may hereafter be furnished to the Servicer, the Trust Administrator and the Trustee in writing by the Depositor, (b) in the case of the Servicer, 1 Home Campus, Des Moines, IA 50328-0001, Attention: John B. Brown, MAC 2302-033, (telecopy number: (515) 324-3118), with a copy to General Counsel, 1 Home Campus, Des Moines, IA 50328-0001, MAC X 2401-06T, (telecopy number: (515) 213-5192) or such other address or telecopy number as may hereafter be furnished to the Trustee, the Trust Administrator and the Depositor in writing by the Servicer, (c) in the case of the Trust Administrator, 388 Greenwich Street, 14th Floor, New York New York 10013, Attention: CMLTI 2006-NC2 (telecopy number (949) 250-6450), or such other address or telecopy number as may hereafter be furnished to the Trustee, the Servicer and the Depositor in writing by the Trust Administrator and (d) in the case of the Trustee, U.S. Bank National Association, 60 Livingston Avenue, EP-MN-WS3D, St. Paul, Minnesota 55107, Attention: Structured Finance/CMLTI 2006-NC2 (telecopy number (651) 495-8090), or such other address or telecopy number as may hereafter be furnished to the Servicer, the Trust Administrator and the Depositor in writing by the Trustee. Any notice required or permitted to be given to a Certificateholder shall be given by first class mail, postage prepaid, at the address of such Holder as shown in the Certificate Register. Any notice so mailed within the time prescribed in this Agreement shall be conclusively presumed to have been duly given when mailed, whether or not the Certificateholder receives such notice. A copy of any notice required to be telecopied hereunder also shall be mailed to the appropriate party in the manner set forth above.
 
SECTION 11.06  
Severability of Provisions.
 
If any one or more of the covenants, agreements, provisions or terms of this Agreement shall be for any reason whatsoever held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.
 
SECTION 11.07  
Notice to Rating Agencies.
 
The Trust Administrator shall use its best efforts promptly to provide notice to the Rating Agencies, and the Servicer shall use its best efforts promptly to provide notice to the Trust Administrator, with respect to each of the following of which the Trust Administrator or the Servicer, as applicable, has actual knowledge:
 
1. Any material change or amendment to this Agreement;
 
2. The occurrence of any Servicer Event of Default that has not been cured or waived;
 
3. The resignation or termination of any Servicer, the Trust Administrator or the Trustee;
 
4. The repurchase or substitution of Mortgage Loans pursuant to or as contemplated by Section 2.03;
 
5. The final payment to the Holders of any Class of Certificates;
 
6. Any change in the location of the Collection Account or the Distribution Account;
 
7. Any event that would result in the inability of the Trust Administrator or the Trustee, as applicable, were it to succeed as Servicer, to make advances regarding delinquent Mortgage Loans; and
 
8. The filing of any claim under the Servicer’s blanket bond and errors and omissions insurance policy required by Section 3.14 or the cancellation or material modification of coverage under any such instrument.
 
In addition, the Trust Administrator shall make available to the Rating Agencies copies of each report to Certificateholders described in Section 4.02 and the Servicer, as required pursuant to Section 3.20 and Section 3.21, shall promptly furnish to the Rating Agencies copies of the following:
 
1. Each annual statement as to compliance described in Section 3.20; and
 
2. Each annual independent public accountants’ servicing report described in Section 3.21.
 
Any such notice pursuant to this Section 11.07 shall be in writing and shall be deemed to have been duly given if personally delivered at or mailed by first class mail, postage prepaid, or by express delivery service to Dominion Bond Rating Service, 55 Broadway, New York, New York 10006, to Standard & Poor’s Ratings Services, a division of the McGraw-Hill Companies, Inc., 55 Water Street, New York, New York 10041 and to Moody’s at 99 Church Street, New York, New York 10007 or such other addresses as the Rating Agencies may designate in writing to the parties hereto.
 
SECTION 11.08  
Article and Section References.
 
All article and section references used in this Agreement, unless otherwise provided, are to articles and sections in this Agreement.
 
SECTION 11.09  
Grant of Security Interest.
 
It is the express intent of the parties hereto that the conveyance of the Mortgage Loans by the Depositor to the Trustee be, and be construed as, a sale of the Mortgage Loans by the Depositor and not a pledge of the Mortgage Loans by the Depositor to secure a debt or other obligation of the Depositor. However, in the event that, notwithstanding the aforementioned intent of the parties, the Mortgage Loans are held to be property of the Depositor, then, (a) it is the express intent of the parties that such conveyance be deemed a pledge of the Mortgage Loans by the Depositor to the Trustee to secure a debt or other obligation of the Depositor and (b)(1) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the Uniform Commercial Code as in effect from time to time in the State of New York; (2) the conveyance provided for in Section 2.01 hereof shall be deemed to be a grant by the Depositor to the Trustee of a security interest in all of the Depositor’s right, title and interest in and to the Mortgage Loans and all amounts payable to the holders of the Mortgage Loans in accordance with the terms thereof and all proceeds of the conversion, voluntary or involuntary, of the foregoing into cash, instruments, securities or other property, including without limitation all amounts, other than investment earnings, from time to time held or invested in the Collection Account and the Distribution Account, whether in the form of cash, instruments, securities or other property; (3) the obligations secured by such security agreement shall be deemed to be all of the Depositor’s obligations under this Agreement, including the obligation to provide to the Certificateholders the benefits of this Agreement relating to the Mortgage Loans and the Trust Fund; and (4) notifications to persons holding such property, and acknowledgments, receipts or confirmations from persons holding such property, shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, bailees or agents (as applicable) of the Trustee for the purpose of perfecting such security interest under applicable law. Accordingly, the Depositor hereby grants to the Trustee a security interest in the Mortgage Loans and all other property described in clause (2) of the preceding sentence, for the purpose of securing to the Trustee the performance by the Depositor of the obligations described in clause (3) of the preceding sentence. Notwithstanding the foregoing, the parties hereto intend the conveyance pursuant to Section 2.01 to be a true, absolute and unconditional sale of the Mortgage Loans and assets constituting the Trust Fund by the Depositor to the Trustee.
 
SECTION 11.10  
Third Party Rights.
 
The Cap Provider and Swap Provider shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.
 
SECTION 11.11  
Intention of the Parties and Interpretation.
 
Each of the parties acknowledges and agrees that the purpose of Sections 3.20, 3.21 and  4.07 of this Agreement is to facilitate compliance by the Depositor with the provisions of Regulation AB promulgated by the SEC under the 1934 Act (17 C.F.R. §§ 229.1100 - 229.1123), as such may be amended from time to time and subject to clarification and interpretive advice as may be issued by the staff of the SEC from time to time. Therefore, each of the parties agrees that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance, convention or consensus among active participants in the asset-backed securities markets, opinion of counsel, or otherwise in respect of the requirements of Regulation AB, (c) the parties shall comply with requests made by the Depositor for delivery of additional or different information, to the extent that such information is available or reasonably attainable, 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; provided, however, that any such changes shall require the consent of each of the parties hereto.
 




IN WITNESS WHEREOF, the Depositor, the Servicer, the Trust Administrator and the Trustee have caused their names to be signed hereto by their respective officers thereunto duly authorized, in each case as of the day and year first above written.
 
CITIGROUP MORTGAGE LOAN TRUST INC.,
as Depositor
 
By:   /s/ Perry Defelice  
Name: Perry Defelice
Title: Authorized Agent
 
 
WELLS FARGO BANK, N.A.,
as Servicer
 
By:  /s/ Laurie McGoogan 
Name: Laurie McGoogan
Title: Vice President

 
CITIBANK, N.A.,
as Trust Administrator
 
By:  /s/ Valerie Delgado    
Name: Valerie Delgado
Title:  Vice President
 
U.S. BANK NATIONAL ASSOCIATION, not in its individual capacity but solely as Trustee

 
By:  /s/ Clare M. O’Brien    
Name: Clare M. O’Brien
Title: Vice President
 

For purposes of Sections 6.06, 6.07 and 6.08:
 
CLAYTON FIXED INCOME SERVICES INC.
 
By:   /s/ Kevin J. Kanouff  
 
Name: Kevin J. Kanouff
 
Title: President and General Counsel
 
 
 
For purposes of Section 3.27:
 
NEW CENTURY MORTGAGE CORPORATION
 
By:   /s/ Kevin Cloyd  
Name: Kevin Cloyd
Title: Executive Vice President
 


STATE OF NEW YORK                     )
) ss.:
COUNTY OF NEW YORK                 )
 
On the ____ day of September 2006, before me, a notary public in and for said State, personally appeared __________________, known to me to be a __________________ of Citigroup Mortgage Loan Trust Inc., one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
______________________________
Notary Public
 
[Notarial Seal]
 



STATE OF ______________           )
) ss.:
COUNTY OF ___________              )
 
On the ____ day of September 2006, before me, a notary public in and for said State, personally appeared _________________, known to me to be a ________________ of Wells Fargo Bank, N.A., one of the entities that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
______________________________
Notary Public
 
[Notarial Seal]
 



STATE OF NEW YORK                     )
) ss.:
COUNTY OF NEW YORK                 )
 
On the ____ day of September 2006, before me, a notary public in and for said State, personally appeared _________________, known to me to be a ________________ of Citibank, N.A., one of the entities that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
______________________________
Notary Public
 
[Notarial Seal]
 



STATE OF ____________               )
) ss.:
COUNTY OF ___________              )
 
On the ____ day of September 2006, before me, a notary public in and for said State, personally appeared _________________, known to me to be a ________________ of U.S. Bank National Association, one of the entities 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 entity executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 
______________________________
Notary Public
 
[Notarial Seal]
 



 
STATE OF       )
) ss.:
COUNTY OF               )
 
On the ____ day of September 2006, before me, a notary public in and for said State, personally appeared ________________________ known to me to be a(n) ________________________ of New Century Mortgage Corporation, one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
___________________________________
Notary Public
[Notarial Seal]

 


 

 
EXHIBIT A-1
 
FORM OF CLASS A-1 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the
Class A-1 Certificates as of the Issue Date:
$154,577,000.00
   
Pass-Through Rate: Variable
Denomination: $154,577,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAA6
 
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-1 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-1 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-1 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-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.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory 


ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.
 
Dated:
 
 
Signature by or on behalf of assignor
   
   
   
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-2
 
FORM OF CLASS A-2A CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 

Series 2006-NC2
Aggregate Certificate Principal Balance of
the Class A-2A Certificates as of the Issue
Date: $281,749,000.00
   
Pass-Through Rate: Variable
Denomination: $281,749,000.00
   
Cut-off Date and date of Pooling and
Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAB4
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 
 
ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2A Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2A Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2A Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer
 
 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory


ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.
 
Dated:
 
 
Signature by or on behalf of assignor
   
   
   
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.
 

EXHIBIT A-3
 
FORM OF CLASS A-2B CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 

Series 2006-NC2
Aggregate Certificate Principal Balance of the Class A-2B Certificates as of the Issue Date: $282,356,000.00
   
Pass-Through Rate: Variable
Denomination: : $282,356,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAC2
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 
ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2B Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2B Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2B Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer




CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory
 
 
ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

 
Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
 
 
Signature by or on behalf of assignor
   
   
   
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-4
 
FORM OF CLASS A-2C CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 

Series 2006-NC2
Aggregate Certificate Principal Balance of the Class A-2C Certificates as of the Issue Date: $18,266,000.00
   
Pass-Through Rate: Variable
Denomination: $18,266,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAD0
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class A-2C Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class A-2C Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class A-2C Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer


 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory


ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.
 
Dated:
   
 
________________________________________________________
Signature by or on behalf of assignor
 
 
 
 
 
 
   
________________________________________________________
Signature Guaranteed
 
 
 
 

 
DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.


EXHIBIT A-5
 
FORM OF CLASS M-1 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-1 Certificates as of the Issue Date: $39,285,000.00
   
Pass-Through Rate: Variable
Denomination: $39,285,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAF5
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 
ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-1 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-1 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-1 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006
 
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer


 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
 Authorized Signatory


ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
________________________________________
 
Signature by or on behalf of assignor
   
   
  ________________________________________
 
Signature Guaranteed

 
DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.


EXHIBIT A-6
 
FORM OF CLASS M-2 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES AND THE CLASS M-1 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-2 Certificates as of the Issue Date: $44,018,000.00
   
Pass-Through Rate: Variable
Denomination: $44,018,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAG3
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-2 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-2 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-2 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer


CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory


 
ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
___________________________________________
 
Signature by or on behalf of assignor
   
   
  ___________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 

EXHIBIT A-7
 
FORM OF CLASS M-3 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES AND THE CLASS M-2 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-3 Certificates as of the Issue Date: $14,199,000.00
   
Pass-Through Rate: Variable
Denomination: : $14,199,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAH1
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 
ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-3 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-3 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-3 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
____________________________________
 
Signature by or on behalf of assignor
   
   
  ____________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.



EXHIBIT A-8
 
FORM OF CLASS M-4 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES AND THE CLASS M-3 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-4 Certificates as of the Issue Date: $16,093,000.00
   
Pass-Through Rate: Variable
Denomination: $16,093,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAJ7
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-4 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-4 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-4 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer

 
 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
______________________________________
 
Signature by or on behalf of assignor
   
   
  ______________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.



EXHIBIT A-9
 
FORM OF CLASS M-5 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, AND THE CLASS M-4 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-5 Certificates as of the Issue Date: $16,566,000.00
   
Pass-Through Rate: Variable
Denomination: $16,566,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAK4
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-5 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-5 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-5 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer 


 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory
 

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
________________________________________
 
Signature by or on behalf of assignor
   
   
  ________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.


 
EXHIBIT A-10
 
FORM OF CLASS M-6 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, AND THE CLASS M-5 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-6 Certificates as of the Issue Date: $10,886,000.00
   
Pass-Through Rate: Variable
Denomination: : $10,886,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAL2
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-6 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-6 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-6 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer
 
 
 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory
 
 
ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
_____________________________________
 
Signature by or on behalf of assignor
   
   
  _____________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.



EXHIBIT A-11
 
FORM OF CLASS M-7 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES AND THE CLASS M-6 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-7 Certificates as of the Issue Date: $9,940,000.00
   
Pass-Through Rate: Variable
Denomination: $9,940,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAM0
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-7 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-7 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-7 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer

 
 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory


ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
________________________________________
 
Signature by or on behalf of assignor
   
   
  ________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-12
 
FORM OF CLASS M-8 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES AND THE CLASS M-7 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-8 Certificates as of the Issue Date: $8,520,000.00
   
Pass-Through Rate: Variable
Denomination: $8,520,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAN8
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-8 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-8 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-8 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer


 
CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory
 
 
ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
_________________________________________
 
Signature by or on behalf of assignor
   
   
  _________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.



EXHIBIT A-13
 
FORM OF CLASS M-9 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES AND THE CLASS M-8 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-9 Certificates as of the Issue Date: $11,833,000.00
   
Pass-Through Rate: Variable
Denomination: $11,833,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAP3
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-9 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-9 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-9 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Trust Administrator, the Servicer and any Sub-Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using "Plan Assets" to acquire this Certificate shall be made except in accordance with Section 5.02(b) of the Agreement.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.


     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory

ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
________________________________________________
 
Signature by or on behalf of assignor
   
   
  ________________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-14
 
FORM OF CLASS M-10 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES, THE CLASS M-8 CERTIFICATES AND THE CLASS M-9 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-10 Certificates as of the Issue Date: $13,726,000.00
   
Pass-Through Rate: Variable
Denomination: $13,726,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAQ1
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-10 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-10 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-10 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-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.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer


CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory

 
ABBREVIATIONS
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
___________________________________________
 
Signature by or on behalf of assignor
   
   
  ___________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-15
 
FORM OF CLASS M-11 CERTIFICATE
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES, THE CLASS M-8 CERTIFICATES, THE CLASS M-9 CERTIFICATES AND THE CLASS M-10 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES.
 

Series 2006-NC2
Aggregate Certificate Principal Balance of the Class M-11 Certificates as of the Issue Date: $10,886,000.00
   
Pass-Through Rate: Variable
Denomination: : $10,886,000.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAV0
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Cede & Co. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class M-11 Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class M-11 Certificates in the REMIC created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class M-11 Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders, under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using "Plan Assets" to acquire this Certificate shall be made except in accordance with Section 5.02(b) of the Agreement.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in the REMIC and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from the REMIC of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from the REMIC all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer


CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory

 
ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
________________________________________
 
Signature by or on behalf of assignor
   
   
  ________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-16
 
FORM OF CLASS CE CERTIFICATE
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES AND THE MEZZANINE CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
 
Series: 2006-NC2
Aggregate Certificate Principal Balance of the Class CE Certificates as of the Issue Date: $13,726,338.62
   
Pass-Through Rate: Variable
Denomination: $13,726,338.62
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Servicer: Wells Fargo Bank, N.A.
   
First Distribution Date: October 25, 2006
Trust Administrator: Citibank, N.A.
   
No. 1
Trustee: U.S. Bank National Association
   
Aggregate Notional Amount of the Class
CE Certificates as of the Issue Date: $946,626,338.62
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAR9
 
THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE OR NOTIONAL AMOUNT HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE INITIAL CERTIFICATE PRINCIPAL BALANCE OR NOTIONAL AMOUNT, AS THE CASE MAY BE, OF THIS CERTIFICATE.

ASSET BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a portion of a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Citigroup Global Markets Realty Corp. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class CE Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class CE Certificates in REMIC II created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class CE Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee, the Trust Administrator or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(b) of the Agreement.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer
 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
  Authorized Signatory

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
____________________________________________
 
Signature by or on behalf of assignor
   
   
  ____________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.
 

EXHIBIT A-18
 
FORM OF CLASS P CERTIFICATE
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED, OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
 

 
Series: 2006-NC2
Aggregate Certificate Principal Balance of the Class P Certificates as of the Issue Date: $100.00
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
Denomination: $100.00
   
First Distribution Date: October 25, 2006
Servicer: Wells Fargo Bank, N.A.
   
No. 1
Trust Administrator: Citibank, N.A.
   
 
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAS7

DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.

ASSET BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate and adjustable-rate, first lien and second lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Citigroup Global Markets Realty Corp. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class P Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class P Certificates in REMIC II created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class P Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing the Percentage Interest specified above in the Class of Certificates to which the Certificate belongs.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee, the Trust Administrator or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any Person using “Plan Assets” to acquire this Certificate shall be made except in accordance with Section 5.02(b) of the Agreement.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan and REO Property remaining in REMIC I and (ii) the purchase by the party designated in the Agreement at a price determined as provided in the Agreement from REMIC I of all the Mortgage Loans and all property acquired in respect of such Mortgage Loans. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor and the Trustee assumes no responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
  Authorized Officer

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
  Authorized Signatory
 
 

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
 
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
__________________________________________
 
Signature by or on behalf of assignor
   
   
  __________________________________________
 
Signature Guaranteed
 
 
DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.

 
EXHIBIT A-19
 
FORM OF CLASS R CERTIFICATE
 
THIS CERTIFICATE MAY NOT BE TRANSFERRED TO A NON-UNITED STATES PERSON.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” (“REMIC”), AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
 
ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IF THE PROPOSED TRANSFEREE PROVIDES (I) AN AFFIDAVIT TO THE TRUSTEE THAT (A) SUCH TRANSFEREE IS NOT (1) THE UNITED STATES OR ANY POSSESSION THEREOF, ANY STATE OR POLITICAL SUBDIVISION THEREOF, ANY FOREIGN GOVERNMENT, ANY INTERNATIONAL ORGANIZATION, OR ANY AGENCY OR INSTRUMENTALITY OF ANY OF THE FOREGOING, (2) ANY ORGANIZATION (OTHER THAN A COOPERATIVE DESCRIBED IN SECTION 521 OF THE CODE) THAT IS EXEMPT FROM THE TAX IMPOSED BY CHAPTER 1 OF THE CODE UNLESS SUCH ORGANIZATION IS SUBJECT TO THE TAX IMPOSED BY SECTION 511 OF THE CODE, (3) ANY ORGANIZATION DESCRIBED IN SECTION 1381(A)(2)(C) OF THE CODE (ANY SUCH PERSON DESCRIBED IN THE FOREGOING CLAUSES (1), (2) OR (3) SHALL HEREINAFTER BE REFERRED TO AS A “DISQUALIFIED ORGANIZATION”) OR (4) AN AGENT OF A DISQUALIFIED ORGANIZATION AND (B) NO PURPOSE OF SUCH TRANSFER IS TO IMPEDE THE ASSESSMENT OR COLLECTION OF TAX, AND (II) SUCH TRANSFEREE SATISFIES CERTAIN ADDITIONAL CONDITIONS RELATING TO THE FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE. NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE REGISTER OF ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE TO A DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED ORGANIZATION, SUCH REGISTRATION SHALL BE DEEMED TO BE OF NO LEGAL FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE A CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED TO, THE RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE BY ACCEPTANCE HEREOF SHALL BE DEEMED TO HAVE CONSENTED TO THE PROVISIONS OF THIS PARAGRAPH AND THE PROVISIONS OF SECTION 5.02(D) OF THE AGREEMENT REFERRED TO HEREIN. ANY PERSON THAT IS A DISQUALIFIED ORGANIZATION IS PROHIBITED FROM ACQUIRING BENEFICIAL OWNERSHIP OF THIS CERTIFICATE.
 
Series 2006-NC2
Aggregate Percentage Interest of the Class R Certificates as of the Issue Date: 100%
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
 
   
First Distribution Date: October 25, 2006
Servicer: Wells Fargo Bank, N.A.
   
No. 1
Trust Administrator: Citibank, N.A.
   
 
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAT5
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 
ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a portion of a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate, first lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Citigroup Global Markets Inc. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class R Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class R Certificates created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class R Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator, the Trustee, and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer, the Trust Administrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
Any resale, transfer or other disposition of this certificate may be made only in accordance with the provisions of section 5.02 of the agreement referred to herein.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee, the Trust Administrator or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(b) of the Agreement.
 
Prior to registration of any transfer, sale or other disposition of this Certificate, the proposed transferee shall provide to the Trust Administrator (i) an affidavit to the effect that such transferee is any Person other than a Disqualified Organization or the agent (including a broker, nominee or middleman) of a Disqualified Organization, and (ii) a certificate that acknowledges that (A) the Class R Certificates have been designated as a residual interest in REMIC I and REMIC II, (B) it will include in its income a pro rata share of the net income of the Trust Fund and that such income may be an “excess inclusion,” as defined in the Code, that, with certain exceptions, cannot be offset by other losses or benefits from any tax exemption, and (C) it expects to have the financial means to satisfy all of its tax obligations including those relating to holding the Class R Certificates. Notwithstanding the registration in the Certificate Register of any transfer, sale or other disposition of this Certificate to a Disqualified Organization or an agent (including a broker, nominee or middleman) of a Disqualified Organization, such registration shall be deemed to be of no legal force or effect whatsoever and such Person shall not be deemed to be a Certificateholder for any purpose, including, but not limited to, the receipt of distributions in respect of this Certificate.
 
The Holder of this Certificate, by its acceptance hereof, shall be deemed to have consented to the provisions of Section 5.02 of the Agreement and to any amendment of the Agreement deemed necessary by counsel of the Depositor to ensure that the transfer of this Certificate to any Person other than a Permitted Transferee or any other Person will not cause the Trust Fund to cease to qualify as a REMIC or cause the imposition of a tax upon REMIC I or REMIC II.
 
No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the purchase by the holders of the Class X Certificates or the Servicer of all Mortgage Loans and related REO Property remaining in REMIC I, (ii) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan or REO Property remaining in REMIC I. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and none of the Trustee, Servicer or Trust Administrator assume responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
 
IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006
 
 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

 
     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 

 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
__________________________________________
 
Signature by or on behalf of assignor
   
   
  __________________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.
 

EXHIBIT A-20
 
FORM OF CLASS R-X CERTIFICATE
 
THIS CERTIFICATE MAY NOT BE TRANSFERRED TO A NON-UNITED STATES PERSON.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” (“REMIC”), AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CERTIFICATE HAS NOT BEEN AND WILL NOT BE REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED, OR THE SECURITIES LAWS OF ANY STATE AND MAY NOT BE RESOLD OR TRANSFERRED UNLESS IT IS REGISTERED PURSUANT TO SUCH ACT AND LAWS OR IS SOLD OR TRANSFERRED IN TRANSACTIONS THAT ARE EXEMPT FROM REGISTRATION UNDER SUCH ACT AND UNDER APPLICABLE STATE LAW AND IS TRANSFERRED IN ACCORDANCE WITH THE PROVISIONS OF SECTION 5.02 OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR THE CODE WILL BE REGISTERED EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
 
ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IF THE PROPOSED TRANSFEREE PROVIDES (I) AN AFFIDAVIT TO THE TRUSTEE THAT (A) SUCH TRANSFEREE IS NOT (1) THE UNITED STATES OR ANY POSSESSION THEREOF, ANY STATE OR POLITICAL SUBDIVISION THEREOF, ANY FOREIGN GOVERNMENT, ANY INTERNATIONAL ORGANIZATION, OR ANY AGENCY OR INSTRUMENTALITY OF ANY OF THE FOREGOING, (2) ANY ORGANIZATION (OTHER THAN A COOPERATIVE DESCRIBED IN SECTION 521 OF THE CODE) THAT IS EXEMPT FROM THE TAX IMPOSED BY CHAPTER 1 OF THE CODE UNLESS SUCH ORGANIZATION IS SUBJECT TO THE TAX IMPOSED BY SECTION 511 OF THE CODE, (3) ANY ORGANIZATION DESCRIBED IN SECTION 1381(A)(2)(C) OF THE CODE (ANY SUCH PERSON DESCRIBED IN THE FOREGOING CLAUSES (1), (2) OR (3) SHALL HEREINAFTER BE REFERRED TO AS A “DISQUALIFIED ORGANIZATION”) OR (4) AN AGENT OF A DISQUALIFIED ORGANIZATION AND (B) NO PURPOSE OF SUCH TRANSFER IS TO IMPEDE THE ASSESSMENT OR COLLECTION OF TAX, AND (II) SUCH TRANSFEREE SATISFIES CERTAIN ADDITIONAL CONDITIONS RELATING TO THE FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE. NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE REGISTER OF ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE TO A DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED ORGANIZATION, SUCH REGISTRATION SHALL BE DEEMED TO BE OF NO LEGAL FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE A CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED TO, THE RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE BY ACCEPTANCE HEREOF SHALL BE DEEMED TO HAVE CONSENTED TO THE PROVISIONS OF THIS PARAGRAPH AND THE PROVISIONS OF SECTION 5.02(D) OF THE AGREEMENT REFERRED TO HEREIN. ANY PERSON THAT IS A DISQUALIFIED ORGANIZATION IS PROHIBITED FROM ACQUIRING BENEFICIAL OWNERSHIP OF THIS CERTIFICATE.
 
Series 2006-NC2
Aggregate Percentage Interest of the Class R-X Certificates as of the Issue Date: 100%
   
Cut-off Date and date of Pooling and Servicing Agreement: September 1, 2006
 
   
First Distribution Date: October 25, 2006
Servicer: Wells Fargo Bank, N.A.
   
No. 1
Trust Administrator: Citibank, N.A.
   
 
Trustee: U.S. Bank National Association
   
 
Issue Date: September 28, 2006
   
 
CUSIP: 17309TAU2
   
DISTRIBUTIONS IN REDUCTION OF THE CERTIFICATE PRINCIPAL BALANCE OF THIS CERTIFICATE MAY BE MADE MONTHLY AS SET FORTH HEREIN. ACCORDINGLY, THE OUTSTANDING CERTIFICATE PRINCIPAL BALANCE HEREOF AT ANY TIME MAY BE LESS THAN THE AMOUNT SHOWN ABOVE AS THE DENOMINATION OF THIS CERTIFICATE.
 
ASSET-BACKED PASS-THROUGH CERTIFICATE
 
evidencing a beneficial ownership interest in a portion of a Trust Fund (the “Trust Fund”) consisting primarily of a pool of conventional one- to four-family, fixed-rate, first lien mortgage loans (the “Mortgage Loans”) formed and sold by
 
CITIGROUP MORTGAGE LOAN TRUST INC.
 
THIS CERTIFICATE DOES NOT REPRESENT AN OBLIGATION OF OR INTEREST IN CITIGROUP MORTGAGE LOAN TRUST INC., THE SERVICER, THE TRUST ADMINISTRATOR, THE TRUSTEE OR ANY OF THEIR RESPECTIVE AFFILIATES. NEITHER THIS CERTIFICATE NOR THE UNDERLYING MORTGAGE LOANS ARE GUARANTEED BY ANY AGENCY OR INSTRUMENTALITY OF THE UNITED STATES.
 
This certifies that Citigroup Global Markets Inc. is the registered owner of a Percentage Interest (obtained by dividing the denomination of this Certificate by the aggregate Certificate Principal Balance of the Class R-X Certificates as of the Issue Date) in that certain beneficial ownership interest evidenced by all the Class R-X Certificates created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among Citigroup Mortgage Loan Trust Inc. (hereinafter called the “Depositor,” which term includes any successor entity under the Agreement), the Servicer, the Trust Administrator and the Trustee, a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Pursuant to the terms of the Agreement, distributions will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (a “Distribution Date”), commencing on the First Distribution Date specified above, to the Person in whose name this Certificate is registered on the Record Date, in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to the Holders of Class R-X Certificates on such Distribution Date pursuant to the Agreement.
 
All distributions to the Holder of this Certificate under the Agreement will be made or caused to be made by the Trust Administrator by wire transfer in immediately available funds to the account of the Person entitled thereto if such Person shall have so notified the Trust Administrator in writing at least five Business Days prior to the Record Date immediately prior to such Distribution Date or otherwise by check mailed by first class mail to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register. Notwithstanding the above, the final distribution on this Certificate will be made after due notice by the Trust Administrator of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trust Administrator for that purpose as provided in the Agreement.
 
This Certificate is one of a duly authorized issue of Certificates designated as Asset-Backed Pass-Through Certificates of the Series specified on the face hereof (herein called the “Certificates”) and representing a Percentage Interest in the Class of Certificates equal to the denomination specified on the face hereof divided by the aggregate Certificate Principal Balance of the Class of Certificates specified on the face hereof.
 
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. As provided in the Agreement, withdrawals from the Collection Account and the Distribution Account may be made from time to time for purposes other than distributions to Certificateholders, such purposes including reimbursement of advances made, or certain expenses incurred, with respect to the Mortgage Loans.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Depositor, the Servicer, the Trust Administrator, the Trustee, and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer, the Trust Adminstrator and the Trustee with the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates.
 
Any resale, transfer or other disposition of this certificate may be made only in accordance with the provisions of section 5.02 of the agreement referred to herein.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trust Administrator as provided in the Agreement, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trust Administrator duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest will be issued to the designated transferee or transferees.
 
The Certificates are issuable in fully registered form only without coupons in Classes and denominations representing Percentage Interests specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, the Certificates are exchangeable for new Certificates of the same Class in authorized denominations evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same. No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
No transfer of this Certificate shall be made unless the transfer is made pursuant to an effective registration statement under the Securities Act of 1933, as amended (the “1933 Act”), and an effective registration or qualification under applicable state securities laws, or is made in a transaction that does not require such registration or qualification. In the event that such a transfer of this Certificate is to be made without registration or qualification, the Trust Administrator shall require receipt of (i) if such transfer is purportedly being made in reliance upon Rule 144A under the 1933 Act, written certifications from the Holder of the Certificate desiring to effect the transfer, and from such Holder’s prospective transferee, substantially in the forms attached to the Agreement as Exhibit F-1, and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration or qualification (which Opinion of Counsel shall not be an expense of the Trust Fund or of the Depositor, the Trustee, the Trust Administrator or the Servicer in their respective capacities as such), together with copies of the written certification(s) of the Holder of the Certificate desiring to effect the transfer and/or such Holder’s prospective transferee upon which such Opinion of Counsel is based. None of the Depositor or the Trust Administrator is obligated to register or qualify the Class of Certificates specified on the face hereof under the 1933 Act or any other securities law or to take any action not otherwise required under the Agreement to permit the transfer of such Certificates without registration or qualification. Any Holder desiring to effect a transfer of this Certificate shall be required to indemnify the Trustee, the Trust Administrator, the Depositor, the Servicer and any Sub-Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(b) of the Agreement.
 
Prior to registration of any transfer, sale or other disposition of this Certificate, the proposed transferee shall provide to the Trust Administrator (i) an affidavit to the effect that such transferee is any Person other than a Disqualified Organization or the agent (including a broker, nominee or middleman) of a Disqualified Organization, and (ii) a certificate that acknowledges that (A) the Class R-X Certificates have been designated as a residual interest in REMIC I and REMIC II, (B) it will include in its income a pro rata share of the net income of the Trust Fund and that such income may be an “excess inclusion,” as defined in the Code, that, with certain exceptions, cannot be offset by other losses or benefits from any tax exemption, and (C) it expects to have the financial means to satisfy all of its tax obligations including those relating to holding the Class R-X Certificates. Notwithstanding the registration in the Certificate Register of any transfer, sale or other disposition of this Certificate to a Disqualified Organization or an agent (including a broker, nominee or middleman) of a Disqualified Organization, such registration shall be deemed to be of no legal force or effect whatsoever and such Person shall not be deemed to be a Certificateholder for any purpose, including, but not limited to, the receipt of distributions in respect of this Certificate.
 
The Holder of this Certificate, by its acceptance hereof, shall be deemed to have consented to the provisions of Section 5.02 of the Agreement and to any amendment of the Agreement deemed necessary by counsel of the Depositor to ensure that the transfer of this Certificate to any Person other than a Permitted Transferee or any other Person will not cause the Trust Fund to cease to qualify as a REMIC or cause the imposition of a tax upon REMIC I or REMIC II.
 
No service charge will be made for any such registration of transfer or exchange of Certificates, but the Trust Administrator may require payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
The Depositor, the Servicer, the Trust Administrator, the Trustee and any agent of the Depositor, the Servicer, the Trust Administrator or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and none of the Depositor, the Servicer, the Trust Administrator, the Trustee nor any such agent shall be affected by notice to the contrary.
 
The obligations created by the Agreement and the Trust Fund created thereby shall terminate upon payment to the Certificateholders of all amounts held by the Trust Administrator and required to be paid to them pursuant to the Agreement following the earlier of (i) the purchase by the holders of the Class X Certificates or the Servicer of all Mortgage Loans and related REO Property remaining in REMIC I, (ii) the final payment or other liquidation (or any advance with respect thereto) of the last Mortgage Loan or REO Property remaining in REMIC I. The Agreement permits, but does not require, the party designated in the Agreement to purchase from REMIC I all the Mortgage Loans and all property acquired in respect of any Mortgage Loan at a price determined as provided in the Agreement. The exercise of such right will effect early retirement of the Certificates; however, such right to purchase is subject to the aggregate Stated Principal Balance of the Mortgage Loans at the time of purchase being less than 10% of the aggregate principal balance of the Mortgage Loans as of the Cut-off Date.
 
The recitals contained herein shall be taken as statements of the Depositor, and none of the Trustee, Servicer or Trust Administrator assume responsibility for their correctness.
 
Unless the certificate of authentication hereon has been executed by the Trust Administrator, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.

IN WITNESS WHEREOF, the Trust Administrator has caused this Certificate to be duly executed.

Dated: September ___, 2006

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Officer
 

CERTIFICATE OF AUTHENTICATION

This is one of the Certificates referred to in the within-mentioned Agreement.

     
  Citibank, N.A., as Trust Administrator
 
 
 
 
 
 
  By:    
 
 
Authorized Signatory
 

ABBREVIATIONS
 
The following abbreviations, when used in the inscription on the face of this instrument, shall be construed as though they were written out in full according to applicable laws or regulations:
 
TEN COM - as tenants in common
UNIF GIFT MIN ACT - Custodian
   
TEN ENT - as tenants by the entireties
(Cust) (Minor) under
Uniform Gifts to Minors Act
   
JT TEN - as joint tenants with right
if survivorship and not as
tenants in common
_______________
(State)

Additional abbreviations may also be used though not in the above list.
 
 
ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto ________________________________________________________________
 
 
(Please print or typewrite name, address including postal zip code, and Taxpayer Identification Number of assignee) a Percentage Interest equal to ____% evidenced by the within Asset-Backed Pass-Through Certificates and hereby authorize(s) the registration of transfer of such interest to assignee on the Certificate Register of the Trust Fund.
I (we) further direct the Trustee to issue a new Certificate of a like Percentage Interest and Class to the above named assignee and deliver such Certificate to the following address:
 
 
 
.

Dated:
______________________________________
 
Signature by or on behalf of assignor
   
   
  ______________________________________
 
Signature Guaranteed


DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ___________________________________________________________________________ _______________________________________________________________ for the account of _______________________________, account number ______________________________, or, if mailed by check, to_________________________________________________________
 
.
Applicable statements should be mailed to___________________________________________
 
.
This information is provided by ___________________________________________, the assignee named above, or ________________________________________, as its agent.
 

 
EXHIBIT B
 
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 Trust Administrator pursuant to Section 4.07(a)(iv). If the Trust Administrator is indicated below as to any item, then the Trust Administrator is primarily responsible for obtaining that information.

Under Item 1 of Form 10-D: a) items marked “4.02 statement” are required to be included in the periodic Distribution Date statement under Section 4.02, provided by the Trust Administrator 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 4.02 statement, provided by the party indicated. Information under all other Items of Form 10-D is to be included in the Form 10-D report.
 
 
Form
 
Item
Description
Responsible Party
10-D
Must be filed within 15 days of the Distribution Date.
1
Distribution and Pool Performance Information
 
Item 1121(a) - Distribution and Pool Performance Information
 
(1) Any applicable record dates, accrual dates, determination dates for calculating distributions and actual distribution dates for the distribution period.
4.02 statement
(2) Cash flows received and the sources thereof for distributions, fees and expenses.
4.02 statement
(3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
4.02 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.
4.02 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.
4.02 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.
4.02 statement
(iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.
4.02 statement
(4) Beginning and ending principal balances of the asset-backed securities.
4.02 statement
(5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable. Consider providing interest rate information for pool assets in appropriate distributional groups or incremental ranges.
4.02 statement
(6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
4.02 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.
4.02 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.
4.02 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.
4.02 statement.
 
Form 10-D report: Depositor
(10) Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements.
4.02 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: Trust Administrator (to the extent of the Trust Administrator’s actual knowledge)
(12) Material breaches of pool asset representations or warranties or transaction covenants.
Form 10-D report
(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.
4.02 statement
(14) Information regarding any new issuance of asset-backed securities backed by the same asset pool,
[information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a prefunding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows available for future purchases, such as the balances of any prefunding or revolving accounts, if applicable.
Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets.
Form 10-D report: Depositor
 
Form 10-D report: Depositor
 
 
 
 
Form 10-D report: Depositor
Item 1121(b) - Pre-Funding or Revolving Period Information
Updated pool information as required under Item 1121(b).
Depositor
2
Legal Proceedings
 
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
Seller
Depositor
Trustee
Trust Administrator
Issuing entity
Servicer
Originator
Custodian
 
 
 
Seller
Depositor
Trustee
Trust Administrator
Depositor
Servicer
Originator
Custodian
3
Sales of Securities and Use of Proceeds
 
Information from Item 2(a) of Part II of Form 10-Q:
 
With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K. Pricing information can be omitted if securities were not registered.
 
 
 
Depositor
4
Defaults Upon Senior Securities
 
Information from Item 3 of Part II of Form 10-Q:
Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice)
 
 
N/A
5
Submission of Matters to a Vote of Security Holders
 
Information from Item 4 of Part II of Form 10-Q
Depositor or Trust Administrator (to the extent of the Trust Administrator’s actual knowledge)
6
Significant Obligors of Pool Assets
 
Item 1112(b) - Significant Obligor Financial Information*
Depositor
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.
 
7
Significant Enhancement Provider Information
 
Item 1114(b)(2) - Credit Enhancement Provider Financial Information*
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
Depositor
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
Trust Administrator
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
Trust Administrator
Exhibits required by Item 601 of Regulation S-K, such as material agreements
Depositor
8-K
Must be filed within four business days of an event reportable on Form 8-K.
1.01
Entry into a Material Definitive Agreement
 
Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party.
Examples: servicing agreement, custodial agreement.
Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus
Depositor
1.02
Termination of a Material Definitive Agreement
 
Disclosure is required regarding termination of any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party.
Examples: servicing agreement, custodial agreement.
Depositor
1.03
Bankruptcy or Receivership
 
Disclosure is required regarding the bankruptcy or receivership with respect to any of the following:
Sponsor (Seller), Depositor, Servicer, Trust Administrator, Cap Provider, Custodian
Trust Administrator (to the extent of the Trust Administrator’s actual knowledge)
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 4.02 statement
Trust Administrator (to the extent of the Trust Administrator’s 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
Trust Administrator
5.03
Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year
 
Disclosure is required of any amendment “to the governing documents of the issuing entity”
Depositor
5.06
Change in Shell Company Status
 
[Not applicable to ABS issuers]
Depositor
6.01
ABS Informational and Computational Material
 
[Not included in reports to be filed under Section 4.07]
Depositor
6.02
Change of Servicer, Trustee or Trust Administrator
 
Requires disclosure of any removal, replacement, substitution or addition of any master servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers, trust administrator or trustee. Reg AB disclosure about any new servicer, trust administrator or trustee is also required.
Trust Administrator 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
6.04
Failure to Make a Required Distribution
Trust Administrator
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
N/A
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
Depositor
15
Exhibits and Financial Statement Schedules
 
Item 1112(b) - Significant Obligor Financial Information
N/A
Item 1114(b)(2) - Credit Enhancement Provider Financial Information
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
Depositor
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
 
Trust Administrator
Trust Administrator
Depositor
   
Item 1119 - Affiliations and relationships between the following entities, or their respective affiliates entered into outside the ordinary course of business or is on terms other than would be obtained in an arm’s length transaction with an unrelated third party, apart from the asset-backed securities transaction, that are material to Certificateholders:
Seller
Depositor
Trustee
Trust Administrator
Issuing entity
Servicer
Originator
Custodian
Credit Enhancer/Support Provider, if any
Significant Obligor, if any
 
 
 
Seller
Depositor
Trustee
Trust Administrator
Issuing entity
Servicer
Originator
Custodian
Depositor
Depositor
Item 1122 - Assessment of Compliance with Servicing Criteria
Each Party participating in the servicing function
Item 1123 - Servicer Compliance Statement
Servicer

 

EXHIBIT C
 
SERVICING CRITERIA TO BE ADDRESSED
IN ASSESSMENT OF COMPLIANCE

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

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

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

Key:
X - obligation


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



* Subject to clarification from the SEC.

 

 
EXHIBIT D
 
FORM OF ASSIGNMENT AND RECOGNITION AGREEMENT
 

ASSIGNMENT AND RECOGNITION AGREEMENT
 
THIS ASSIGNMENT AND RECOGNITION AGREEMENT, dated September 28, 2006, (“Agreement”) among Citigroup Global Markets Realty Corp. (“Assignor”), Citigroup Mortgage Loan Trust Inc. (“Assignee”) and NC Capital Corporation (the “Company”).
 
For and in consideration of the sum of TEN DOLLARS ($10.00) and other valuable consideration the receipt and sufficiency of which hereby are acknowledged, and of the mutual covenants herein contained, the parties hereto hereby agree as follows:
 
Assignment and Conveyance
 
1.  The Assignor hereby conveys, sells, grants, transfers and assigns to the Assignee (x) all of the right, title and interest of the Assignor, as purchaser, in, to and under (a) those certain Mortgage Loans listed as being originated by the Company on the schedule (the “Mortgage Loan Schedule”) attached hereto as Exhibit A (the “Mortgage Loans”) and (b) except as described below, that certain Master Mortgage Loan Purchase and Interim Servicing Agreement dated as of March 1, 2006, as amended (the “Purchase Agreement”), between the Assignor, as purchaser (the “Purchaser”), New Century Mortgage Corporation, as interim servicer and the Company, as seller (the “Seller”), solely insofar as the Purchase Agreement relates to the Mortgage Loans and (y) other than as provided below with respect to the enforcement of representations and warranties, none of the obligations of the Assignor under the Purchase Agreement.
 
The Assignor specifically reserves and does not assign to the Assignee hereunder any and all right, title and interest in, to and under and any obligations of the Assignor with respect to any mortgage loans subject to the Purchase Agreement which are not the Mortgage Loans set forth on the Mortgage Loan Schedule and are not the subject of this Agreement.
 
Recognition of the Company
 
2.  Assignor and Assignee hereby notify the Company that from and after the date hereof, the Assignee will transfer the Mortgage Loans and assign its rights under the Purchase Agreement (solely to the extent set forth herein) and this Agreement to the trust created pursuant to a Pooling and Servicing Agreement, dated as of September 1, 2006 (the “Pooling Agreement”), among the Assignee, Wells Fargo Bank, N.A. (the “Servicer”), Citibank, N.A. (the “Trust Administrator”) and U.S. Bank National Association, as trustee (including its successors in interest and any successor trustees under the Pooling Agreement, the “Trustee”). The Company hereby acknowledges and agrees that from and after the date hereof (i) the Trust will be the owner of the Mortgage Loans, (ii) the Company shall look solely to the Trust for performance of any obligations of the Assignor insofar as they relate to the enforcement of the representations, warranties and covenants with respect to the Mortgage Loans, (iii) the Trust (including the Trustee, the Trust Administrator and a Servicer acting on the Trust’s behalf) shall have all the rights and remedies available to the Assignor, insofar as they relate to the Mortgage Loans, under the Purchase Agreement, including, without limitation, the enforcement of the document delivery requirements and remedies with respect to breaches of representations and warranties set forth in the Purchase Agreement, and shall be entitled to enforce all of the obligations of the Company thereunder insofar as they relate to the Mortgage Loans, and (iv) all references to the Purchaser (insofar as they relate to the rights, title and interest and, with respect to obligations of the Purchaser, only insofar as they relate to the enforcement of the representations, warranties and covenants of the Company) or the Custodian under the Purchase Agreement insofar as they relate to the Mortgage Loans, shall be deemed to refer to the Trust (including the Trustee, the Trust Administrator and a Servicer acting on the Trust’s behalf). Neither the Company nor the Assignor shall amend or agree to amend, modify, waive, or otherwise alter any of the terms or provisions of the Purchase Agreement which amendment, modification, waiver or other alteration would in any way affect the Mortgage Loans or the Company’s performance under the Purchase Agreement with respect to the Mortgage Loans without the prior written consent of the Trustee.
 
Representations and Warranties of the Company
 
3.  The Company warrants and represents to the Assignor, the Assignee and the Trust as of the date hereof that:
 
(a)  The Company is duly organized, validly existing and in good standing under the laws of the jurisdiction of its incorporation;
 
(b)  The Company has full power and authority to execute, deliver and perform its obligations under this Agreement and has full power and authority to perform its obligations under the Purchase Agreement. The execution by the Company of this Agreement is in the ordinary course of the Company’s business and will not conflict with, or result in a breach of, any of the terms, conditions or provisions of the Company’s charter or bylaws or any legal restriction, or any material agreement or instrument to which the Company is now a party or by which it is bound, or result in the violation of any law, rule, regulation, order, judgment or decree to which the Company or its property is subject. The execution, delivery and performance by the Company of this Agreement have been duly authorized by all necessary corporate action on part of the Company. This Agreement has been duly executed and delivered by the Company, and, upon the due authorization, execution and delivery by the Assignor and the Assignee, will constitute the valid and legally binding obligation of the Company, enforceable against the Company in accordance with its terms except as enforceability may be limited by bankruptcy, reorganization, insolvency, moratorium or other similar laws now or hereafter in effect relating to creditors’ rights generally, and by general principles of equity regardless of whether enforceability is considered in a proceeding in equity or at law;
 
(c)  No consent, approval, order or authorization of, or declaration, filing or registration with, any governmental entity is required to be obtained or made by the Company in connection with the execution, delivery or performance by the Company of this Agreement;
 
(d)  There is no action, suit, proceeding or investigation pending or, to the company’s actual knowledge, threatened against the Company, before any court, administrative agency or other tribunal, which would draw into question the validity of this Agreement or the Purchase Agreement, or which, either in any one instance or in the aggregate, would result in any material adverse change in the ability of the Company to perform its obligations under this Agreement or the Purchase Agreement, and the Company is solvent;
 
(e)  No Mortgage Loan is a “High-Cost Home Mortgage Loan” as defined in the Massachusetts Predatory Home Loan Practices Act, effective November 7, 2004 (Mass. Ann. Laws Ch. 183C); and
 
(f)  No Mortgage Loan is a balloon mortgage loan that has an original stated maturity of less than seven (7) years.
 
(g)  With respect to the Group I Mortgage Loans, the Company warrants and represents to the Assignor, the Assignee and the Trust as of the date hereof that:
 
(a)  No Mortgage Loan is a “high cost home,” “covered” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees);

(b)  With respect to the mortgage loans 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;
 
(c)  All points and fees related to each Mortgage Loan were disclosed in writing to the borrower in accordance with applicable state and federal law and regulation. No borrower was charged “points and fees” (whether or not financed) in an amount that exceeds the greater of (1) 5% of the principal amount of the Mortgage Loan (such 5% limitation is calculated in accordance with Fannie Mae’s requirements as set forth in the Fannie Mae Selling Guide or (2) $1,000;
 
(d)  With respect to any Mortgage Loan originated on or after August 1, 2004, no Mortgagor agreed to submit to arbitration to resolve any dispute arising out of or relating in any way to the Mortgage Loan transaction;

(e)  No mortgage loan underlying the Security is “seasoned” (a seasoned mortgage loan is one where the date of the mortgage note is more than 1 year before the date of issuance of the related Security);

(f)  Each Mortgage Loan is in compliance with the anti-predatory lending eligibility for purchase requirements of Fannie Mae’s Selling Guide;

(g)  Each Mortgage Loan at the time it was made complied in all material respects with applicable local, state, and federal laws, including, but not limited to, all applicable predatory and abusive lending laws;

(h)  No Mortgage Loan that was originated on or after October 31, 2004, is subject to mandatory arbitration except when the terms of the arbitration also contain a waiver provision that provides that in the event of a sale or transfer of the Mortgage Loan or interest in the Mortgage Loan to Fannie Mae, the terms of the arbitration are null and void and cannot be reinstated. The seller hereby covenants that the seller or servicer of the Mortgage Loan, as applicable, will notify the borrower in writing within 60 days of the sale or transfer of the Mortgage Loan to Fannie Mae that the terms of the arbitration are null and void;

(i)  No borrower was encouraged or required to select a Mortgage Loan product offered by the Mortgage Loan’s originator which is a higher cost product designed for less creditworthy borrowers, unless at the time of the Mortgage Loan’s origination, such borrower did not qualify taking into account credit history and debt to income ratios for a lower cost credit product then offered by the Mortgage Loan’s originator or any affiliate of the Mortgage Loan’s originator. If, at the time of loan application, the borrower may have qualified for a lower cost credit product then offered by any mortgage lending affiliate of the Mortgage Loan’s originator, the Mortgage Loan’s originator referred the borrower’s application to such affiliate for underwriting consideration;

(j)  With respect to any Mortgage Loan that contains a provision permitting imposition of a premium upon a prepayment prior to maturity: (i) prior to the 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, (ii) prior to the loan’s origination, the borrower was offered the option of obtaining a mortgage loan that did not require payment of such a premium, (iii) the prepayment premium is disclosed to the borrower in the loan documents pursuant to applicable state and federal law, (iv) the duration of the prepayment period shall not exceed three (3) years from the date of the note, and (v) notwithstanding any state or federal law to the contrary, the Servicer shall not impose such prepayment premium in any instance when the mortgage debt is accelerated as the result of the borrower’s default in making the loan payments; and

(k)  All 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 has been disclosed in writing to the borrower in accordance with applicable state and federal law and regulation;

4.  Pursuant to Section 12 of the Purchase Agreement, the Company hereby represents and warrants, for the benefit of the Assignor, the Assignee and the Trust, that the representations and warranties set forth in Sections 7.01 and 7.02 of the Purchase Agreement (as set forth on Schedule 1 hereto), are true and correct as of the date hereof as if such representations and warranties were made on the date hereof, except that the representation and warranty set forth in Section 7.02(i) shall, for purposes of this Agreement, relate to the Mortgage Loan Schedule attached hereto.
 
In addition, the Company hereby represents and warrants, for the benefit of the Assignor, the Assignee and the Trust, that in the event that (i) the first Due Date for a Mortgage Loan is prior to the Cut-Off Date (as defined in the Purchase Agreement) and the initial Monthly Payment is not made by the related Mortgagor within thirty (30) days of such Due Date or (ii) the first Monthly Payment on any Mortgage Loan due following the Cut-off Date (as defined in the Purchase Agreement) is not made by the related Mortgagor within thirty (30) days of the related Due Date, then, in each such case, the Company shall repurchase the affected Mortgage Loans at the Repurchase Price (as defined in the Purchase Agreement). The Assignee agrees that it or its designee shall notify the Company within ninety (90) days following the date on which any Mortgage Loan to repurchased hereunder becomes thirty (30) days delinquent of the occurrence of such default.
 
5.  The Assignor hereby makes the following representations and warranties as of the date hereof:
 
(a) To the best of the Assignor’s knowledge, nothing has occurred in the period of time from the Servicing Transfer Date to the date hereof which would cause such representation and warranties referred to in Section 4 herein to be untrue in any material respect as of the date hereof;
 
(b) None of the mortgage loans are High Cost as defined by any applicable predatory and abusive lending laws;
 
(c) No Mortgage Loan is a high cost loan or a covered loan, as applicable (as such terms are defined in Standard & Poor’s LEVELS Version 5.7(d) (or current version) Glossary Revised, Appendix E);
 
(d) The stated principal balance of each Group I Mortgage Loan is within Freddie Mac’s dollar amount limits for conforming one-to-four-family mortgage loans; and
 
(e) With respect to any Group I subordinate lien mortgage loans underlying the security, such lien is on a one to four family residence that is (or will be) the principal residence of the borrower upon origination of the subordinate lien.
 
Remedies for Breach of Representations and Warranties
 
6.  The Company hereby acknowledges and agrees that the remedies available to the Assignor, the Assignee and the Trust (including the Trustee, the Trust Administrator and a Servicer acting on the Trust’s behalf) in connection with any breach of the representations and warranties made by the Company set forth in Sections 3 and 4 hereof shall be as set forth in Subsection 7.03 of the Purchase Agreement as if they were set forth herein (including without limitation the repurchase and indemnity obligations set forth therein). In addition, the Company hereby acknowledges and agrees that any breach of the representations set forth in Section 3(g) hereof and Section 7.02 (xliv)(a), (xliv)(b), (xliv)(c), (lxiii), (lxix), (xlvii), the first three sentences of (lv), (lix) and (lx) of the Purchase Agreement shall be deemed to materially and adversely affect the value of the related mortgage loans or the interests of the Trust in the related mortgage loans.
 
The Assignor hereby acknowledges and agrees that the remedies available to the Assignee and the Trust (including the Trustee, the Trust Administrator and a Servicer acting on the Trust’s behalf) in connection with any breach of the representations and warranties made by the Assignor set forth in Section 5 hereof shall be as set forth in Section 2.03 of the Pooling Agreement as if they were set forth herein. In addition, the Assignor hereby acknowledges and agrees that any breach of the representations set forth in Section 5 (d) and (e) hereof shall be deemed to materially and adversely affect the value of the related mortgage loans or the interests of the Trust in the related mortgage loans.
 
Miscellaneous
 
7.  This Agreement shall be construed in accordance with the laws of the State of New York, without regard to conflicts of law principles, and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws.
 
8.  No term or provision of this Agreement may be waived or modified unless such waiver or modification is in writing and signed by the party against whom such waiver or modification is sought to be enforced, with the prior written consent of the Trustee.
 
9.  This Agreement shall inure to the benefit of (i) the successors and assigns of the parties hereto and (ii) the Trust (including the Trustee, the Trust Administrator and a Servicer acting on the Trust’s behalf). Any entity into which Assignor, Assignee or Company may be merged or consolidated shall, without the requirement for any further writing, be deemed Assignor, Assignee or Company, respectively, hereunder.
 
10.  Each of this Agreement and the Purchase Agreement shall survive the conveyance of the Mortgage Loans and the assignment of the Purchase Agreement (to the extent assigned hereunder) by Assignor to Assignee and by Assignee to the Trust and nothing contained herein shall supersede or amend the terms of the Purchase Agreement.
 
11.  This Agreement may be executed simultaneously in any number of counterparts. Each counterpart shall be deemed to be an original and all such counterparts shall constitute one and the same instrument.
 
12.  In the event that any provision of this Agreement conflicts with any provision of the Purchase Agreement with respect to the Mortgage Loans, the terms of this Agreement shall control.
 
13.  Capitalized terms used in this Agreement (including the exhibits hereto) but not defined in this Agreement shall have the meanings given to such terms in the Purchase Agreement.
 




IN WITNESS WHEREOF, the parties have caused this Agreement to be executed by their duly authorized officers as of the date first above written.
 
     
  CITIGROUP GLOBAL MARKETS REALTY CORP.
 
 
 
 
 
 
  By:    
  Name: 
  Title:  
 
     
  CITIGROUP MORTGAGE LOAN TRUST INC.
 
 
 
 
 
 
  By:    
  Name: 
  Title:  
 
     
 
NC CAPITAL CORPORATION
 
 
 
 
 
 
  By:    
  Name: 
  Title:  
 




EXHIBIT A

Mortgage Loan Schedule

(Available upon request)



SCHEDULE 1

Capitalized terms used but not defined herein shall have the meanings assigned thereto in the Purchase Agreement.

7.01         Representations and Warranties Respecting the Seller 
 
1.  The Seller is a California corporation duly organized, validly existing and in good standing under the laws of California. The Seller has all licenses necessary to carry out its business as now being conducted, and is licensed and qualified to transact business in and is in good standing under the laws of each state in which any Mortgaged Property is located or is otherwise exempt under applicable law from such licensing or qualification or is otherwise not required under applicable law to effect such licensing or qualification and no demand for such licensing or qualification has been made upon the Seller by any such state, and in any event the Seller is in compliance with the laws of any such state to the extent necessary to ensure the enforceability of each Mortgage Loan and the servicing of the Mortgage Loans in accordance with the terms of this Agreement. No licenses or approvals obtained by the Seller have been suspended or revoked by any court, administrative agency, arbitrator or governmental body and no proceedings are pending which might result in such suspension or revocation;
 
2.  The Seller has the full power and authority to hold each Mortgage Loan, to sell each Mortgage Loan, and to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Seller has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement, and this Agreement, assuming due authorization, execution and delivery by the Purchaser, constitutes a legal, valid and binding obligation of the Seller, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization;
 
3.  The execution and delivery of this Agreement by the Seller and the performance of and compliance with the terms of this Agreement will not violate the Seller's articles of incorporation or by-laws or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Seller is a party or which may be applicable to the Seller or its assets;
 
4.  The Seller is not in violation of, and the execution and delivery of this Agreement by the Seller and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Seller or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Seller or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
5.  The Seller is an approved seller/servicer for Fannie Mae and Freddie Mac in good standing and is a HUD approved mortgagee pursuant to Section 203 of the National Housing Act. No event has occurred, including but not limited to a change in insurance coverage, which would make the Seller unable to comply with Fannie Mae, Freddie Mac or HUD eligibility requirements or which would require notification to Fannie Mae, Freddie Mac or HUD;
 
6.  The Seller does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
7.  The Mortgage Note, the Mortgage, the Assignment of Mortgage and any other documents required to be delivered with respect to each Mortgage Loan pursuant to the Custodial Agreement, have been delivered to the Custodian all in compliance with the specific requirements of the Custodial Agreement. With respect to each Mortgage Loan, the Seller is in possession of a complete Mortgage File in compliance with Exhibit 5, except for such documents as have been delivered to the Custodian;
 
8.  Immediately prior to the payment of the Purchase Price for each Mortgage Loan, the Seller was the owner of record of the related Mortgage and the indebtedness evidenced by the related Mortgage Note and upon the payment of the Purchase Price by the Purchaser, in the event that the Seller retains record title, the Seller shall retain such record title to each Mortgage, each related Mortgage Note and the related Mortgage Files with respect thereto in trust for the Purchaser as the owner thereof and only for the purpose of servicing and supervising the servicing of each Mortgage Loan;
 
9.  There are no actions or proceedings against, or to the Seller’s Knowledge, investigations of, the Seller before any court, administrative agency or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Seller of its obligations under, or the validity or enforceability of, this Agreement;
 
10.  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Seller of, or compliance by the Seller with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained prior to the Closing Date;
 
11.  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Seller, and the transfer, assignment and conveyance of the Mortgage Notes and the Mortgages by the Seller pursuant to this Agreement are not subject to the bulk transfer or any similar statutory provisions;
 
12.  The transfer of the Mortgage Loans shall be treated as a sale on the books and records of the Seller, and the Seller has determined that, and will treat, the disposition of the Mortgage Loans pursuant to this Agreement for tax and accounting purposes as a sale. The Seller shall maintain a complete set of books and records for each Mortgage Loan which shall be clearly marked to reflect the ownership of each Mortgage Loan by the Purchaser;
 
13.  The consideration received by the Seller upon the sale of the Mortgage Loans constitutes fair consideration and reasonably equivalent value for such Mortgage Loans;
 
14.  The Seller is solvent and will not be rendered insolvent by the consummation of the transactions contemplated hereby. The Seller is not transferring any Mortgage Loan with any intent to hinder, delay or defraud any of its creditors;
 
15.  The information delivered by the Seller to the Purchaser with respect to the Seller's loan loss, foreclosure and delinquency experience for the twelve (12) months immediately preceding the Initial Closing Date on mortgage loans underwritten to the same standards as the Mortgage Loans and covering mortgaged properties similar to the Mortgaged Properties, is true and correct in all material respects;
 
16.  Neither this Agreement nor any written statement, report or other document prepared and furnished or to be prepared and furnished by the Seller pursuant to this Agreement or in connection with the transactions contemplated hereby contains any untrue statement of material fact or omits to state a material fact necessary to make the statements contained herein or therein not misleading; and
 
17.  The Seller has not dealt with any broker, investment banker, agent or other person that may be entitled to any commission or compensation in connection with the sale of the Mortgage Loans.
 
7.02         Representations and Warranties Regarding Individual Mortgage Loans.
 
The Seller hereby represents and warrants to the Initial Purchaser and to any subsequent Purchaser that, as to each Mortgage Loan, as of the related Closing Date for such Mortgage Loan:
 
1.  The information set forth in the related Mortgage Loan Schedule is complete, true and correct as of the related Cut-Off Date;
 
2.  The Mortgage Loan is in compliance with all requirements set forth in the related Confirmation, and the characteristics of the related Mortgage Loan Package as set forth in the related Confirmation are true and correct; provided, however, that in the event of any conflict between the terms of any Confirmation and this Agreement, the terms of this Agreement shall control;
 
3.  All payments required to be made up to the close of business on the Closing Date for such Mortgage Loan under the terms of the Mortgage Note have been made; the Seller has not advanced funds, or induced, solicited or knowingly received any advance of funds from a party other than the owner of the related Mortgaged Property, directly or indirectly, for the payment of any amount required by the Mortgage Note or Mortgage; no Mortgage Loan is thirty (30) or more days delinquent as of the Closing Date and there has been no delinquency in thirty (30) or more days, exclusive of any period of grace, in any payment by the Mortgagor thereunder since the origination of the Mortgage Loan;
 
4.  There are no delinquent taxes, ground rents, water charges, sewer rents, assessments, insurance premiums, leasehold payments, including assessments payable in future installments or other outstanding charges affecting the related Mortgaged Property;
 
5.  The terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments, recorded in the applicable public recording office if necessary to maintain the lien priority of the Mortgage, and which have been delivered to the Custodian; the substance of any such waiver, alteration or modification has been approved by the title insurer, to the extent required by the related policy, and is reflected on the related Mortgage Loan Schedule. No instrument of waiver, alteration or modification has been executed, and no Mortgagor has been released, in whole or in part, except in connection with an assumption agreement approved by the title insurer, to the extent required by the policy, and which assumption agreement has been delivered to the Custodian and the terms of which are reflected in the related Mortgage Loan Schedule;
 
6.  The Mortgage Note and the Mortgage are not subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, nor will the operation of any of the terms of the Mortgage Note and the Mortgage, or the exercise of any right thereunder, render the Mortgage unenforceable, in whole or in part, or subject to any valid right of rescission, set-off, counterclaim or defense, including the defense of usury and no such right of rescission, set-off, counterclaim or defense has been asserted with respect thereto. Each Prepayment Charge or penalty with respect to any Mortgage Loan is permissible, enforceable and collectible under applicable federal, state and local law;
 
7.  All buildings upon the Mortgaged Property are insured by a Qualified Insurer against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the Mortgaged Property is located, pursuant to insurance policies providing coverage in an amount not less than the greatest of (i) 100% of the replacement cost of all improvements to the Mortgaged Property, (ii) either (A) the outstanding principal balance of the Mortgage Loan with respect to each first lien Mortgage Loan or (B) with respect to each second lien Mortgage Loan, the sum of the outstanding principal balance of the related first lien mortgage loan and the outstanding principal balance of the second lien Mortgage Loan, or (iii) the amount necessary to avoid the operation of any co-insurance provisions with respect to the Mortgaged Property, and consistent with the amount that would have been required as of the date of origination in accordance with the Underwriting Guidelines. All such insurance policies contain a standard mortgagee clause naming the Seller, its successors and assigns as mortgagee and all premiums thereon have been paid. If the Mortgaged Property is in an area identified on a Flood Hazard Map or Flood Insurance Rate Map issued by the Federal Emergency Management Agency as having special flood hazards (and such flood insurance has been made available) a flood insurance policy meeting the requirements of the current guidelines of the Federal Insurance Administration is in effect. The Mortgage obligates the Mortgagor thereunder to maintain all such insurance at the Mortgagor's cost and expense, and on the Mortgagor's failure to do so, authorizes the holder of the Mortgage to maintain such insurance at Mortgagor's cost and expense and to seek reimbursement therefor from the Mortgagor;
 
8.  Any and all requirements of any federal, state or local law including, without limitation, usury, truth in lending, real estate settlement procedures, predatory and abusive lending, consumer credit protection, equal credit opportunity, fair housing or disclosure laws applicable to the origination and servicing of mortgage loans of a type similar to the Mortgage Loans and applicable to any prepayment penalty associated with the Mortgage Loans at origination have been complied with;
 
9.  The Mortgage has not been satisfied, cancelled, subordinated or rescinded, in whole or in part, and the Mortgaged Property has not been released from the lien of the Mortgage, in whole or in part, nor has any instrument been executed that would effect any such satisfaction, cancellation, subordination, rescission or release;
 
10.  The Mortgage (including any Negative Amortization which may arise thereunder) is a valid, existing and enforceable (A) first lien and first priority security interest with respect to each Mortgage Loan which is indicated by the Seller to be a first lien (as reflected on the Mortgage Loan Schedule), or (B) second lien and second priority security interest with respect to each Mortgage Loan which is indicated by the Seller to be a second lien (as reflected on the Mortgage Loan Schedule), in either case, on the Mortgaged Property, including all improvements on the Mortgaged Property subject only to (a) the lien of current real property taxes and assessments not yet due and payable, (b) covenants, conditions and restrictions, rights of way, easements and other matters of the public record as of the date of recording being acceptable to mortgage lending institutions generally and specifically referred to in the lender's title insurance policy delivered to the originator of the Mortgage Loan and which do not adversely affect the Appraised Value of the Mortgaged Property, (c) with respect to each Mortgage Loan which is indicated by the Seller to be a second lien Mortgage Loan (as reflected on the Mortgage Loan Schedule) a first lien on the Mortgaged Property; and (d) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Mortgage or the use, enjoyment, value or marketability of the related Mortgaged Property. Any security agreement, chattel mortgage or equivalent document related to and delivered in connection with the Mortgage Loan establishes and creates a valid, existing and enforceable first or second lien and first or second priority security interest (in each case, as indicated on the Mortgage Loan Schedule) on the property described therein and the Seller has full right to sell and assign the same to the Purchaser. Except as described on the related Mortgage Loan Schedule, the Mortgaged Property was not, as of the date of origination of the Mortgage Loan, subject to a mortgage, deed of trust, deed to secure debt or other security instrument creating a lien subordinate to the lien of the Mortgage;
 
11.  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;
 
12.  All parties to the Mortgage Note and the Mortgage had legal capacity to enter into the Mortgage Loan and to execute and deliver the Mortgage Note and the Mortgage, and the Mortgage Note and the Mortgage have been duly and properly executed by such parties. The Mortgagor is a natural person;
 
13.  The proceeds of the Mortgage Loan have been fully disbursed to or for the account of the Mortgagor and there is no obligation for the Mortgagee to advance additional funds thereunder and any and all requirements as to completion of any on-site or off-site improvement and as to disbursements of any escrow funds therefor have been complied with. All costs, fees and expenses incurred in making or closing the Mortgage Loan and the recording of the Mortgage have been paid, and the Mortgagor is not entitled to any refund of any amounts paid or due to the Mortgagee pursuant to the Mortgage Note or Mortgage;
 
14.  Immediately prior to the transfer and assignment herein contemplated, the Seller is the sole legal, beneficial and equitable owner of the Mortgage Note and the Mortgage and has full right to transfer and sell the Mortgage Loan to the Purchaser free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest;
 
15.  All parties which have had any interest in the Mortgage Loan, whether as mortgagee, assignee, pledgee or otherwise, are (or, during the period in which they held and disposed of such interest, were) in compliance with any and all applicable “doing business” and licensing requirements of the laws of the state wherein the Mortgaged Property is located;
 
16.  The Mortgage Loan is covered by an American Land Title Association (“ALTA”) lender’s title insurance policy (which, in the case of an Adjustable Rate Mortgage Loan has an adjustable rate mortgage endorsement in the form of ALTA 6.0 or 6.1), insuring (subject to the exceptions contained in (x)(a) and (b), and with respect to any second lien Mortgage Loan (c), above) the Seller, its successors and assigns as to the first or second priority lien (as indicated on the Mortgage Loan Schedule) of the Mortgage in the original principal amount of the Mortgage Loan (including, if the Mortgage Loan provides for Negative Amortization, the maximum amount of Negative Amortization in accordance with the Mortgage) and, with respect to any Adjustable Rate Mortgage Loan, against any loss by reason of the invalidity or unenforceability of the lien resulting from the provisions of the Mortgage providing for adjustment in the Mortgage Interest Rate and Monthly Payment and Negative Amortization provisions of the Mortgage Note. Additionally, such lender's title insurance policy affirmatively insures ingress and egress to and from the Mortgaged Property, and against encroachments by or upon the Mortgaged Property or any interest therein. The Seller is the sole insured of such lender's title insurance policy, and such lender’s title insurance policy is in full force and effect and will be in full force and effect upon the consummation of the transactions contemplated by this Agreement. No claims have been made under such lender's title insurance policy, and no prior holder of the related Mortgage, including the Seller, has done, by act or omission, anything which would impair the coverage of such lender's title insurance policy;
 
17.  There is no default, breach, violation or event of acceleration existing under the Mortgage or the Mortgage Note and no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a default, breach, violation or event of acceleration, and the Seller has not waived any default, breach, violation or event of acceleration. With respect to each second lien Mortgage Loan (i) the first lien mortgage loan is in full force and effect, (ii) there is no default, breach, violation or event of acceleration existing under such first lien mortgage or the related mortgage note, (iii) no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a default, breach, violation or event of acceleration thereunder, (iv) either (A) the first lien mortgage contains a provision which allows or (B) applicable law requires, the mortgagee under the second lien Mortgage Loan to receive notice of, and affords such mortgagee an opportunity to cure any default by payment in full or otherwise under the first lien mortgage, (v) the related first lien does not provide for or permit negative amortization under such first lien Mortgage Loan, and (vi) either no consent for the Mortgage Loan is required by the holder of the first lien or such consent has been obtained and is contained in the Mortgage File;
 
18.  There are no mechanics' or similar liens or claims which have been filed for work, labor or material (and no rights are outstanding that under law could give rise to such lien) affecting the related Mortgaged Property which are or may be liens prior to, or equal or coordinate with, the lien of the related Mortgage;
 
19.  All improvements which were considered in determining the Appraised Value of the related Mortgaged Property lay wholly within the boundaries and building restriction lines of the Mortgaged Property, and no improvements on adjoining properties encroach upon the Mortgaged Property;
 
20.  The Mortgage Loan was originated by the Seller or by a savings and loan association, a savings bank, a commercial bank or similar banking institution which is supervised and examined by a federal or state authority, or by a mortgagee approved as such by the Secretary of HUD;
 
21.   Principal payments on the Mortgage Loan, excluding any IO Mortgage Loan, commenced no more than sixty (60) days after the proceeds of the Mortgage Loan were disbursed. The Mortgage Loan bears interest at the Mortgage Interest Rate. With respect to each Mortgage Loan which is not a Negative Amortization Loan, the Mortgage Note is payable on the first day of each month in Monthly Payments, which, in the case of a Fixed Rate Mortgage Loan, are sufficient to fully amortize the original principal balance over the original term thereof (other than with respect to a Mortgage Loan identified on the related Mortgage Loan Schedule as an interest-only Mortgage Loan during the interest-only period or a Mortgage Loan which is identified on the related Mortgage Loan Schedule as a Balloon Mortgage Loan) and to pay interest at the related Mortgage Interest Rate, and, in the case of an Adjustable Rate Mortgage Loan, are changed on each Adjustment Date, and in any case, are sufficient to fully amortize the original principal balance over the original term thereof (other than with respect to a Mortgage Loan identified on the related Mortgage Loan Schedule as an interest-only Mortgage Loan during the interest-only period or a Mortgage Loan which is identified on the related Mortgage Loan Schedule as a Balloon Mortgage Loan) and to pay interest at the related Mortgage Interest Rate. With respect to each Negative Amortization Mortgage Loan, the related Mortgage Note requires a Monthly Payment which is sufficient during the period following each Payment Adjustment Date, to fully amortize the outstanding principal balance as of the first day of such period (including any Negative Amortization) over the then remaining term of such Mortgage Note and to pay interest at the related Mortgage Interest Rate; provided, that the Monthly Payment shall not increase to an amount that exceeds 107.5% of the amount of the Monthly Payment that was due immediately prior to the Payment Adjustment Date; provided, further, that the payment adjustment cap shall not be applicable with respect to the adjustment made to the Monthly Payment that occurs in a year in which the Mortgage Loan has been outstanding for a multiple of five (5) years and in any such year the Monthly Payment shall be adjusted to fully amortize the Mortgage Loan over the remaining term. With respect to each Mortgage Loan identified on the Mortgage Loan Schedule as an interest-only Mortgage Loan, the interest-only period shall not exceed ten (10) years (or such other period specified on the Mortgage Loan Schedule) and following the expiration of such interest-only period, the remaining Monthly Payments shall be sufficient to fully amortize the original principal balance over the remaining term of the Mortgage Loan and to pay interest at the related Mortgage Interest Rate. With respect to each Balloon Mortgage Loan, the Mortgage Note requires a monthly payment which is sufficient to fully amortize the original principal balance over the original term thereof and to pay interest at the related Mortgage Interest Rate and requires a final Monthly Payment substantially greater than the preceding monthly payment which is sufficient to repay the remaining unpaid principal balance of the Balloon Mortgage Loan at the Due Date of such monthly payment. The Index for each Adjustable Rate Mortgage Loan is as set forth on the Mortgage Loan Schedule. No Mortgage Loan is a Convertible Mortgage Loan. No Balloon Mortgage Loan has an original stated maturity of less than seven (7) years;
 
22.  The origination, servicing and collection practices used with respect to each Mortgage Note and Mortgage including, without limitation, the establishment, maintenance and servicing of the Escrow Accounts and Escrow Payments, if any, since origination, have been in all respects legal, proper, prudent and customary in the mortgage origination and servicing industry. The Mortgage Loan has been serviced by the Seller and any predecessor servicer in accordance with the terms of the Mortgage Note and Accepted Servicing Practices. With respect to escrow deposits and Escrow Payments, if any, all such payments are in the possession of, or under the control of, the Seller and there exist no deficiencies in connection therewith for which customary arrangements for repayment thereof have not been made. No escrow deposits or Escrow Payments or other charges or payments due the Seller have been capitalized under any Mortgage or the related Mortgage Note and no such escrow deposits or Escrow Payments are being held by the Seller for any work on a Mortgaged Property which has not been completed;
 
23.  The Mortgaged Property is free of material damage and waste and there is no proceeding pending for the total or partial condemnation thereof;
 
24.  The Mortgage and related Mortgage Note contain customary and enforceable provisions such as to render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security provided thereby, including, (a) in the case of a Mortgage designated as a deed of trust, by trustee's sale, and (b) otherwise by judicial foreclosure. The Mortgaged Property has not been subject to any bankruptcy proceeding or foreclosure proceeding and the Mortgagor has not filed for protection under applicable bankruptcy laws. There is no homestead or other exemption available to the Mortgagor which would interfere with the right to sell the Mortgaged Property at a trustee's sale or the right to foreclose the Mortgage. The Mortgagor has not notified the Seller and the Seller has no knowledge of any relief requested or allowed to the Mortgagor under the Servicemembers’ Civil Relief Act;
 
25.  The Mortgage Loan was underwritten in accordance with the Underwriting Guidelines in effect at the time the Mortgage Loan was originated; and the Mortgage Note and Mortgage are on forms acceptable to Fannie Mae and Freddie Mac;
 
26.  The Mortgage Note is not and has not been secured by any collateral except the lien of the corresponding Mortgage on the Mortgaged Property and the security interest of any applicable security agreement or chattel mortgage referred to in (x) above;
 
27.  The Mortgage File contains an appraisal of the related Mortgaged Property which satisfied the standards of Fannie Mae and Freddie Mac, was on appraisal form 1004 or form 2055 with an interior inspection and was made and signed, prior to the approval of the Mortgage Loan application, by a qualified appraiser, duly appointed by the Seller, who had no interest, direct or indirect in the Mortgaged Property or in any loan made on the security thereof, whose compensation is not affected by the approval or disapproval of the Mortgage Loan and who met the minimum qualifications of Fannie Mae and Freddie Mac. Each appraisal of the Mortgage Loan was made in accordance with the relevant provisions of the Financial Institutions Reform, Recovery, and Enforcement Act of 1989;
 
28.  In the event the Mortgage constitutes a deed of trust, a trustee, duly qualified under applicable law to serve as such, has been properly designated and currently so serves and is named in the Mortgage, and no fees or expenses are or will become payable by the Purchaser to the trustee under the deed of trust, except in connection with a trustee's sale after default by the Mortgagor;
 
29.  No Mortgage Loan contains provisions pursuant to which Monthly Payments are (a) paid or partially paid with funds deposited in any separate account established by the Seller, the Mortgagor, or anyone on behalf of the Mortgagor, (b) paid by any source other than the Mortgagor or (c) contains any other similar provisions which may constitute a “buydown” provision. The Mortgage Loan is not a graduated payment mortgage loan and the Mortgage Loan does not have a shared appreciation or other contingent interest feature;
 
30.  [Reserved];
 
31.  No Mortgage Loan was made in connection with (a) the construction or substantial rehabilitation of a Mortgaged Property or (b) facilitating the trade-in or exchange of a Mortgaged Property;
 
32.  With respect to any Prime Mortgage Loans, the Seller has no knowledge of any circumstances or condition with respect to the Mortgage, the Mortgaged Property, the Mortgagor or the Mortgagor's credit standing that can reasonably be expected to cause the Mortgage Loan to be an unacceptable investment, cause the Mortgage Loan to become delinquent, or adversely affect the value of the Mortgage Loan;
 
33.  No Mortgage Loan had an LTV at origination in excess of 100% or a CLTV at origination in excess of 100%. No Mortgage Loan is subject to a lender paid primary mortgage insurance policy;
 
34.  The Mortgaged Property is lawfully occupied under applicable law; all inspections, licenses and certificates required to be made or issued with respect to all occupied portions of the Mortgaged Property and, with respect to the use and occupancy of the same, including but not limited to certificates of occupancy, have been made or obtained from the appropriate authorities;
 
35.  No error, omission, misrepresentation, negligence, fraud or similar occurrence with respect to a Mortgage Loan has taken place on the part of any person, including without limitation the Mortgagor, any appraiser, any builder or developer, or any other party involved in the origination of the Mortgage Loan or in the application of any insurance in relation to such Mortgage Loan;
 
36.  The Assignment of Mortgage is in recordable form, except for the name of the assignee which is blank, and is acceptable for recording under the laws of the jurisdiction in which the Mortgaged Property is located;
 
37.  Any principal advances made to the Mortgagor prior to the Cut-off Date have been consolidated with the outstanding principal amount secured by the Mortgage, and the secured principal amount, as consolidated, bears a single interest rate and single repayment term. The lien of the Mortgage securing the consolidated principal amount is expressly insured as having first or second (as indicated on the Mortgage Loan Schedule) lien priority by a title insurance policy, an endorsement to the policy insuring the mortgagee's consolidated interest or by other title evidence acceptable to Fannie Mae and Freddie Mac. The consolidated principal amount does not exceed the original principal amount of the Mortgage Loan plus any Negative Amortization;
 
38.  If the Residential Dwelling on the Mortgaged Property is a condominium unit or a unit in a planned unit development (other than a de minimis planned unit development) such condominium or planned unit development project meets the eligibility requirements set forth in the Seller’s Underwriting Guidelines;
 
39.  The source of the down payment with respect to each purchase money Mortgage Loan has been fully verified by the Seller;
 
40.  Interest on each Mortgage Loan is calculated on the basis of a 360-day year consisting of twelve 30-day months;
 
41.  The Mortgaged Property is in material compliance with all applicable environmental laws pertaining to environmental hazards including, without limitation, asbestos, and neither the Seller nor, to the Seller’s knowledge, the related Mortgagor, has received any notice of any violation or potential violation of such law;
 
42.  The Seller shall, at its own expense, cause each Mortgage Loan to be covered by a Tax Service Contract which is assignable to the Purchaser or its designee; provided however, that if the Seller fails to purchase such Tax Service Contract, the Seller shall be required to reimburse the Purchaser for all costs and expenses incurred by the Purchaser in connection with the purchase of any such Tax Service Contract;
 
43.  Each Mortgage Loan is or will be covered by a Flood Zone Service Contract which is assignable to the Purchaser or its designee or, for each Mortgage Loan not covered by such Flood Zone Service Contract, the Seller agrees to purchase such Flood Zone Service Contract;
 
44.  No Mortgage Loan is (a)(1) subject to the provisions of the Homeownership and Equity Protection Act of 1994 as amended (“HOEPA”) or (2) has an APR or total points and fees that are equal to or exceeds the HOEPA thresholds (as defined in 12 CFR 226.32 (a)(1)(i) and (ii)), (b) a “high cost” mortgage loan, “covered” mortgage loan, “high risk home” mortgage loan, or “predatory” mortgage loan or any other comparable term, no matter how defined under any federal, state or local law, (c) subject to any comparable federal, state or local statutes or regulations, or any other statute or regulation providing for heightened regulatory scrutiny or assignee liability to holders of such mortgage loans, or (d) a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the current Standard & Poor’s LEVELS® Glossary Revised, Appendix E);
 
45.  No predatory, abusive, or deceptive lending practices, including but not limited to, the extension of credit to a Mortgagor without regard for the Mortgagor’s ability to repay the Mortgage Loan and the extension of credit to a Mortgagor which has no apparent benefit to the Mortgagor, were employed in connection with the origination of the Mortgage Loan;
 
46.  The debt-to-income ratio of the related Mortgagor was not greater than 60% at the origination of the related Mortgage Loan;
 
47.  No Mortgagor was required to purchase any credit insurance product (e.g., life, mortgage, disability, accident, unemployment or health insurance product) or debt cancellation agreement as a condition of obtaining the extension of credit. No Mortgagor obtained a prepaid single premium credit insurance policy (e.g., life, mortgage, disability, accident, unemployment or health insurance product) or debt cancellation agreement in connection with the origination of the Mortgage Loan. No proceeds from any Mortgage Loan were used to purchase single premium credit insurance policies or debt cancellation agreements as part of the origination of, or as a condition to closing, such Mortgage Loan;
 
48.  The Mortgage Loans were not selected from the outstanding one- to four-family mortgage loans in the Seller’s portfolio as to which the representations and warranties set forth in this Agreement could be made at the related Closing Date in a manner so as to affect adversely the interests of the Purchaser;
 
49.  The Mortgage contains an enforceable provision for the acceleration of the payment of the unpaid principal balance of the Mortgage Loan in the event that the Mortgaged Property is sold or transferred without the prior written consent of the mortgagee thereunder;
 
50.  The Mortgage Loan complies with all applicable consumer credit statutes and regulations, including, without limitation, the respective Uniform Consumer Credit Code laws in effect in Alabama, Colorado, Idaho, Indiana, Iowa, Kansas, Maine, Oklahoma, South Carolina, Utah, West Virginia and Wyoming, has been originated by a properly licensed entity, and in all other respects, complies with all of the material requirements of any such applicable laws;
 
51.  The information set forth in the Mortgage Loan Schedule as to Prepayment Charges is complete, true and correct in all material respects and each Prepayment Charge is permissible, enforceable and collectable in accordance with its terms upon the Mortgagor’s full and voluntary principal payment under applicable law;
 
52.  The Mortgage Loan was not prepaid in full prior to the Closing Date and the Seller has not received notification from a Mortgagor that a prepayment in full shall be made after the Closing Date;
 
53.  No Mortgage Loan is secured by cooperative housing, commercial property or mixed use property;
 
54.  [Reserved];
 
55.  Except as set forth on the related Mortgage Loan Schedule, none of the Mortgage Loans are subject to a Prepayment Charge. For any Mortgage Loan originated prior to October 1, 2002 that is subject to a Prepayment Charge, such Prepayment Charge does not extend beyond five (5) years after the date of origination. For any Mortgage Loan originated on or following October 1, 2002 that is subject to a Prepayment Charge, such Prepayment Charge does not extend beyond three (3) years after the date of origination. With respect to any Mortgage Loan that contains a provision permitting imposition of a penalty upon a prepayment prior to maturity: (i) the Mortgage Loan provides some benefit to the borrower (e.g., a rate or fee reduction) in exchange for accepting such prepayment penalty, (ii) the prepayment penalty was disclosed to the Mortgagor in the loan documents pursuant to applicable state and federal law, and (iii) such Prepayment Charge shall not be imposed in any instance where the mortgage loan is accelerated or paid off in connection with the workout of a delinquent Mortgage Loan or as the result of the Mortgagor's default in making the loan payments, notwithstanding that the terms of the Mortgage Loan or state or federal law might permit the imposition of such Prepayment Charge;
 
56.  The Seller has complied with all applicable anti-money laundering laws and regulations, including without limitation the USA Patriot Act of 2001 (collectively, the “Anti-Money Laundering Laws”); the Seller has established an anti-money laundering compliance program as required by the Anti-Money Laundering Laws, has conducted the requisite due diligence in connection with the origination of each Mortgage Loan for purposes of the Anti-Money Laundering Laws, including with respect to the legitimacy of the applicable Mortgagor and the origin of the assets used by the said Mortgagor to purchase the Mortgaged Property, and maintains, and will maintain, sufficient information to identify the applicable Mortgagor for purposes of the Anti-Money Laundering Laws. No Mortgage Loan is subject to nullification pursuant to Executive Order 13224 (the “Executive Order”) or the regulations promulgated by the Office of Foreign Assets Control of the United States Department of the Treasury (the “OFAC Regulations”) or in violation of the Executive Order or the OFAC Regulations, and no Mortgagor is subject to the provisions of such Executive Order or the OFAC Regulations nor listed as a “blocked person” for purposes of the OFAC Regulations;
 
57.  No Mortgagor was encouraged or required to select a Mortgage Loan product offered by the Mortgage Loan's originator which is a higher cost product designed for less creditworthy borrowers, unless at the time of the Mortgage Loan's origination, such Mortgagor did not qualify taking into account credit history and debt to income ratios for a lower cost credit product then offered by the Mortgage Loan's originator or any affiliate of the Mortgage Loan's originator. With respect to any Mortgage Loan, the Mortgagor was assigned the highest credit grade available with respect to a mortgage loan product offered by such Mortgage Loan’s originator, based on a comprehensive assessment of risk factors, including the Mortgagor’s credit history;
 
58.  The methodology used in underwriting the extension of credit for each Mortgage Loan employs objective criteria which relate such facts as, without limitation, the Mortgagor's credit history, income, assets or liabilities (except in the case of loan programs which do not require the borrower to report the borrower’s income or assets, such as “no income, no assets” lending programs or which rely on the borrower’s representation of the borrower’s income or assets, such as “stated income” or “stated assets” lending programs) to the proposed payment and such underwriting methodology does not rely solely on the extent of the Mortgagor's equity in the collateral as the principal determining factor in approving such credit extension. Such underwriting methodology determined that at the time of origination (application/approval) the Mortgagor had a reasonable ability to make timely payments on the Mortgage Loan;
 
59.  With respect to each Mortgage Loan, the Seller has fully and accurately furnished complete information (i.e., favorable and unfavorable) on the related borrower credit files to Equifax, Experian and Trans Union Credit Information Company, in accordance with the Fair Credit Reporting Act and its implementing regulations, on a monthly basis and, for each Mortgage Loan, the Seller will furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information on its borrower credit files to Equifax, Experian, and Trans Union Credit Information Company, on a monthly basis during the interim servicing period;
 
60.  All points and fees related to each Mortgage Loan were disclosed in writing to the related Borrower in accordance with applicable state and federal laws and regulations;
 
61.  The Seller will transmit full-file credit reporting data for each Mortgage Loan pursuant to Fannie Mae Guide Announcement 95-19 and for each Mortgage Loan, Seller agrees it shall report one of the following statuses each month as follows: new origination, current, delinquent (30-, 60-, 90-days, etc.), foreclosed, or charged-off;
 
62.  With respect to any second lien Mortgage Loan, such lien is on a one- to four-family residence that is (or will be) the principal residence of the Mortgagor upon the origination of the second lien Mortgage Loan;
 
63.  Each Mortgage Loan constitutes a “qualified mortgage” under Section 860G(a)(3)(A) of the Code and Treasury Regulation Section 1.860G-2(a)(1);
 
64.  No Mortgage Loan is secured by real property or secured by a manufactured home located in the state of Georgia unless (x) such Mortgage Loan was originated prior to October 1, 2002 or after March 6, 2003, or (y) the property securing the Mortgage Loan is not, nor will be, occupied by the Mortgagor as the Mortgagor’s principal dwelling. No Mortgage Loan is a “High Cost Home Loan” as defined in the Georgia Fair Lending Act, as amended (the “Georgia Act”). Each Mortgage Loan that is a “Home Loan” under the Georgia Act complies with all applicable provisions of the Georgia Act. 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;
 
65.  No Mortgage Loan is a “High-Cost” loan as defined under the New York Banking Law Section 6-1, effective as of April 1, 2003;
 
66.  No Mortgage Loan (a) is secured by property located in the State of New York; (b) had an unpaid principal balance at origination of $300,000 or less, and (c) has an application date on or after April 1, 2003, the terms of which Mortgage Loan equal or exceed either the APR or the points and fees threshold for “high-cost home loans”, as defined in Section 6-1 of the New York State Banking Law;
 
67.  No Mortgage Loan is a “High Cost Home Loan” as defined in the Arkansas Home Loan Protection Act effective July 16, 2003 (Act 1340 or 2003);
 
68.  No Mortgage Loan is a “High Cost Home Loan” as defined in the Kentucky high-cost loan statute effective June 24, 2003 (Ky. Rev. Stat. Section 360.100);
 
69.  No Mortgage Loan secured by property located in the State of Nevada is a “home loan” as defined in the Nevada Assembly Bill No. 284;
 
70.  No Mortgage Loan is a “manufactured housing loan” or “home improvement home loan” pursuant to the New Jersey Home Ownership Act. No Mortgage Loan is a “High-Cost Home Loan” or a refinanced “Covered Home Loan,” in each case, as defined in the New Jersey Home Ownership Act effective November 27, 2003 (N.J.S.A. 46;10B-22 et seq.);
 
71.  No Mortgage Loan is a subsection 10 mortgage under the Oklahoma Home Ownership and Equity protection Act;
 
72.  No Mortgage Loan is a “High-Cost Home Loan” as defined in the New Mexico Home Loan Protection Act effective January 1, 2004 (N.M. Stat. Ann. §§ 58-21A-1 et seq.);
 
73.  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.);
 
74.  No Loan that is secured by property located within the State of Maine meets the definition of a (i) “high-rate, high-fee” mortgage loan under Article VIII, Title 9-A of the Maine Consumer Credit Code or (ii) “High-Cost Home Loan” as defined under the Maine House Bill 383 L.D. 494, effective as of September 13, 2003;
 
75.  [Reserved];
 
76.  No Mortgage Loan is a “High Cost Home Mortgage Loan” as defined in the Massachusetts Predatory Home Loan Practices Act, effective November 7, 2004 (Mass. Ann. Laws Ch. 183C). No Mortgage Loan secured by a Mortgaged Property located in the Commonwealth of Massachusetts was made to pay off or refinance an existing loan or other debt of the related borrower (as the term “borrower” is defined in the regulations promulgated by the Massachusetts Secretary of State in connection with Massachusetts House Bill 4880 (2004)) unless either (1) (a) the related Mortgage Interest Rate (that would be effective once the introductory rate expires, with respect to Adjustable Rate Mortgage Loans) did or would not exceed by more than 2.25% the yield on United States Treasury securities having comparable periods of maturity to the maturity of the related Mortgage Loan as of the fifteenth day of the month immediately preceding the month in which the application for the extension of credit was received by the related lender or (b) the Mortgage Loan is an “open-end home loan” (as such term is used in the Massachusetts House Bill 4880 (2004)) and the related Mortgage Note provides that the related Mortgage Interest Rate may not exceed at any time the Prime rate index as published in The Wall Street Journal plus a margin of one percent, or (2) such Mortgage Loan is in the "borrower's interest," as documented by a "borrower's interest worksheet" for the particular Mortgage Loan, which worksheet incorporates the factors set forth in Massachusetts House Bill 4880 (2004) and the regulations promulgated thereunder for determining "borrower's interest," and otherwise complies in all material respects with the laws of the Commonwealth of Massachusetts;
 
77.  No Loan is a “High Cost Home Loan” as defined by the Indiana Home Loan Practices Act, effective January 1, 2005 ( Ind. Code Ann. §§ 24-9-1 et seq.);
 
78.  The Mortgagee has not made or caused to be made any payment in the nature of an “average” or “yield spread premium” to a mortgage broker or a like Person which has not been fully disclosed to the Mortgagor;
 
79.  The sale or transfer of the Mortgage Loan by the Seller complies with all applicable federal, state, and local laws, rules, and regulations governing such sale or transfer, including, without limitation, the Fair and Accurate Credit Transactions Act (“FACT Act”) and the Fair Credit Reporting Act, each as may be amended from time to time, and the Seller has not received any actual or constructive notice of any identity theft, fraud, or other misrepresentation in connection with such Mortgage Loan or any party thereto;
 
80.  [Reserved];
 
81.  [Reserved];
 
82.  [Reserved]; and
 
83.  No Mortgagor agreed to submit to mandatory arbitration to resolve any dispute arising out of or relating in any way to the Mortgage Loan transaction. No Mortgage Loan is subject to any mandatory arbitration.
 
 



EXHIBIT E
 
REQUEST FOR RELEASE
 
TO:
Citibank West
5280 Corporate Drive
MS 0052
Frederick, MD 21703
 
Re:
Pooling and Servicing Agreement dated as of September 1, 2006, among Citigroup Mortgage Loan Trust Inc., as Depositor, Wells Fargo Bank, N.A. as Servicer, Citibank, N.A. as Trust Administrator and U.S. Bank National Association as Trustee  
 
In connection with the administration of the Mortgage Loans held by you as Trustee for the Owner pursuant to the above-captioned Agreement, we request the release, and hereby acknowledge receipt, of the Trustee's Mortgage File for the Mortgage Loan described below, for the reason indicated.
 
Mortgage Loan Number:
Mortgagor Name, Address & Zip Code:
 
Reason for Requesting Documents (check one):
 
______________
1.
Mortgage Paid in Full
     
______________
2.
Foreclosure
     
______________
3.
Substitution
     
______________
4.
Other Liquidation (Repurchases, etc.)
     
______________
5.
Nonliquidation

 
Reason:______________________________________________
 
Address to which Trustee should
Deliver the Custodian's Mortgage File:
 
[____________]
[____________]
     
   
 
 
 
 
 
 
   
By: 
 

 
Name:
Title:
 
     
Issuer: ___________________________________________  
 
 
 
 
 
 
    
Address:
 

 
 
 
       
Date:
     

   

 
 
Trustee
     
 
 
U.S. BANK NATIONAL ASSOCIATION
 
 
Please acknowledge the execution of the above request by your signature and date below:
 
_____________________________________
 
Signature
Date
   
Documents returned to Trustee:
 
   
____________________________________
 
Trustee
Date

 
EXHIBIT F-1
 
FORM OF TRANSFEROR REPRESENTATION LETTER
 
[Date]

Citibank, N.A.
388 Greenwich Street, 14th Floor
New York, NY 10013
 
 
Re:
Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates, Series 2006-NC2, Class , representing a % Class Percentage Interest
 
Ladies and Gentlemen:
 
In connection with the transfer by ________________ (the “Transferor”) to ________________ (the “Transferee”) of the captioned mortgage pass-through certificates (the “Certificates”), the Transferor hereby certifies as follows:
 
Neither the Transferor nor anyone acting on its behalf has (a) offered, pledged, sold, disposed of or otherwise transferred any Certificate, any interest in any Certificate or any other similar security to any person in any manner, (b) has solicited any offer to buy or to accept a pledge, disposition or other transfer of any Certificate, any interest in any Certificate or any other similar security from any person in any manner, (c) has otherwise approached or negotiated with respect to any Certificate, any interest in any Certificate or any other similar security with any person in any manner, (d) has made any general solicitation by means of general advertising or in any other manner, (e) has taken any other action, that (in the case of each of subclauses (a) through (e) above) would constitute a distribution of the Certificates under the Securities Act of 1933, as amended (the “1933 Act”), or would render the disposition of any Certificate a violation of Section 5 of the 1933 Act or any state securities law or would require registration or qualification pursuant thereto. The Transferor will not act, nor has it authorized or will it authorize any person to act, in any manner set forth in the foregoing sentence with respect to any Certificate. The Transferor will not sell or otherwise transfer any of the Certificates, except in compliance with the provisions of that certain Pooling and Servicing Agreement dated as of September 1, 2006, among Citigroup Mortgage Loan Trust Inc., as Depositor, Wells Fargo Bank, N.A. as Servicer, Citibank, N.A. as trust administrator and U.S. Bank National Association as Trustee (the “Pooling and Servicing Agreement”), pursuant to which Pooling and Servicing Agreement the Certificates were issued.
 
Capitalized terms used but not defined herein shall have the meanings assigned thereto in the Pooling and Servicing Agreement.
     
 
Very truly yours,
 
[Transferor]
 
 
 
 
 
 
  By:    
 
 
Name:
Title:
 

FORM OF TRANSFEREE REPRESENTATION LETTER
 
[Date]
 
Citibank, N.A.
388 Greenwich Street, 14th Floor
New York, NY 10013
 
 
Re:
Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates, Class, Series 2006-NC2, representing a % Percentage Interest  
 
Ladies and Gentlemen:
 
In connection with the purchase from ______________________ (the “Transferor”) on the date hereof of the captioned trust certificates (the “Certificates”), _______________ (the “Transferee”) hereby certifies as follows:
 
1. The Transferee is a “qualified institutional buyer” as that term is defined in Rule 144A (“Rule 144A”) under the Securities Act of 1933 (the “1933 Act”) and has completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2. The Transferee is aware that the sale to it is being made in reliance on Rule 144A. The Transferee is acquiring the Certificates for its own account or for the account of a qualified institutional buyer, and understands that such Certificate may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the 1933 Act.
 
2. The Transferee has been furnished with all information regarding (a) the Certificates and distributions thereon, (b) the nature, performance and servicing of the Mortgage Loans, (c) the Pooling and Servicing Agreement referred to below, and (d) any credit enhancement mechanism associated with the Certificates, that it has requested.
 
All capitalized terms used but not otherwise defined herein have the respective meanings assigned thereto in the Pooling and Servicing Agreement dated as of September 1, 2006, among Citigroup Mortgage Loan Trust Inc., as Depositor, Wells Fargo Bank, N.A. as Servicer, Citibank, N.A. as trust administrator and U.S. Bank National Association as Trustee , pursuant to which the Certificates were issued.
     
 
[Transferee]
 
 
 
 
 
 
  By:    
 
 
Name:
Title:
 
 
ANNEX 1 TO EXHIBIT F
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
 
[For Transferees Other Than Registered Investment Companies]
 
The undersigned hereby certifies as follows to [name of Transferor] (the “Transferor”) and U.S. Bank National Association, as Trustee, with respect to the mortgage pass-through certificates (the “Certificates”) described in the Transferee Certificate to which this certification relates and to which this certification is an Annex:
 
 
1.
As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the entity purchasing the Certificates (the “Transferee”).
 
2.
In connection with purchases by the Transferee, the Transferee is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933 (“Rule 144A”) because (i) the Transferee owned and/or invested on a discretionary basis $______________________1  in securities (except for the excluded securities referred to below) as of the end of the Transferee's most recent fiscal year (such amount being calculated in accordance with Rule 144A) and (ii) the Transferee satisfies the criteria in the category marked below.
 
___
CORPORATION, ETC. The Transferee is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or any organization described in Section 501(c)(3) of the Internal Revenue Code of 1986.
 
___
BANK. The Transferee (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
___
SAVINGS AND LOAN. The Transferee (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, which is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least
 
___
BROKER-DEALER. The Transferee is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934.
 
___
INSURANCE COMPANY. The Transferee is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and which is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia.
 
___
STATE OR LOCAL PLAN. The Transferee is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees.
 
___
ERISA PLAN. The Transferee is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974.
 
___
INVESTMENT ADVISOR. The Transferee is an investment advisor registered under the Investment Advisers Act of 1940.
 
3.
The term “SECURITIES” as used herein DOES NOT INCLUDE (i) securities of issuers that are affiliated with the Transferee, (ii) securities that are part of an unsold allotment to or subscription by the Transferee, if the Transferee is a dealer, (iii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iv) bank deposit notes and certificates of deposit, (v) loan participations, (vi) repurchase agreements, (vii) securities owned but subject to a repurchase agreement and (viii) currency, interest rate and commodity swaps.
 
4.
For purposes of determining the aggregate amount of securities owned and/or invested on a discretionary basis by the Transferee, the Transferee used the cost of such securities to the Transferee and did not include any of the securities referred to in the preceding paragraph. Further, in determining such aggregate amount, the Transferee may have included securities owned by subsidiaries of the Transferee, but only if such subsidiaries are consolidated with the Transferee in its financial statements prepared in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Transferee's direction. However, such securities were not included if the Transferee is a majority-owned, consolidated subsidiary of another enterprise and the Transferee is not itself a reporting company under the Securities Exchange Act of 1934.
 
5.
The Transferee acknowledges that it is familiar with Rule 144A and understands that the Transferor and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Transferee may be in reliance on Rule 144A.

___
Yes
___
No
Will the Transferee be purchasing the Certificates only for the Transferee's own account?

 
6.
If the answer to the foregoing question is “no”, the Transferee agrees that, in connection with any purchase of securities sold to the Transferee for the account of a third party (including any separate account) in reliance on Rule 144A, the Transferee will only purchase for the account of a third party that at the time is a “qualified institutional buyer” within the meaning of Rule 144A. In addition, the Transferee agrees that the Transferee will not purchase securities for a third party unless the Transferee has obtained a current representation letter from such third party or taken other appropriate steps contemplated by Rule 144A to conclude that such third party independently meets the definition of “qualified institutional buyer” set forth in Rule 144A.
 
7.
The Transferee will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice is given, the Transferee's purchase of the Certificates will constitute a reaffirmation of this certification as of the date of such purchase. In addition, if the Transferee is a bank or savings and loan as provided above, the Transferee agrees that it will furnish to such parties updated annual financial statements promptly after they become available.
     
     
 
Dated:
     
 
_________________________________________________
Print Name of Transferee
 
 
 
 
 
 
  By:    
 
 
Name:
Title:

 
 
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
 
[For Transferees That Are Registered Investment Companies]
 
The undersigned hereby certifies as follows to [name of Transferor] (the “Transferor”) and U.S. Bank National Association, as Trustee, with respect to the mortgage pass- through certificates (the “Certificates”) described in the Transferee Certificate to which this certification relates and to which this certification is an Annex:
 
1.  As indicated below, the undersigned is the President, Chief Financial Officer or Senior Vice President of the entity purchasing the Certificates (the “Transferee”) or, if the Transferee is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933 (“Rule 144A”) because the Transferee is part of a Family of Investment Companies (as defined below), is such an officer of the investment adviser (the “Adviser”).
 
2.  In connection with purchases by the Transferee, the Transferee is a “qualified institutional buyer” as defined in Rule 144A because (i) the Transferee is an investment company registered under the Investment Company Act of 1940, and (ii) as marked below, the Transferee alone, or the Transferee's Family of Investment Companies, owned at least $100,000,000 in securities (other than the excluded securities referred to below) as of the end of the Transferee's most recent fiscal year. For purposes of determining the amount of securities owned by the Transferee or the Transferee's Family of Investment Companies, the cost of such securities was used.
 
____ The Transferee owned $___________________ in securities (other than the excluded securities referred to below) as of the end of the Transferee's most recent fiscal year (such amount being calculated in accordance with Rule 144A).
 
____ The Transferee is part of a Family of Investment Companies which owned in the aggregate $______________ in securities (other than the excluded securities referred to below) as of the end of the Transferee's most recent fiscal year (such amount being calculated in accordance with Rule 144A).
 
3.  The term “FAMILY OF INVESTMENT COMPANIES” as used herein means two or more registered investment companies (or series thereof) that have the same investment adviser or investment advisers that are affiliated (by virtue of being majority owned subsidiaries of the same parent or because one investment adviser is a majority owned subsidiary of the other).
 
4.  The term “SECURITIES” as used herein does not include (i) securities of issuers that are affiliated with the Transferee or are part of the Transferee's Family of Investment Companies, (ii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iii) bank deposit notes and certificates of deposit, (iv) loan participations, (v) repurchase agreements, (vi) securities owned but subject to a repurchase agreement and (vii) currency, interest rate and commodity swaps.
 
5.  The Transferee is familiar with Rule 144A and understands that the parties to which this certification is being made are relying and will continue to rely on the statements made herein because one or more sales to the Transferee will be in reliance on Rule 144A. In addition, the Transferee will only purchase for the Transferee's own account.
 
6.  The undersigned will notify the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice, the Transferee's purchase of the Certificates will constitute a reaffirmation of this certification by the undersigned as of the date of such purchase.
 
             
Dated:
           
                           
              ____________________________________________
             
Print Name of Transferee or Advisor
                           
             
By:
________________________________
               
Name:
               
Title:
                 
                 
             
IF AN ADVISER:
                 
              _____________________________________________
             
Print Name of Transferee
 

FORM OF TRANSFEREE REPRESENTATION LETTER
 
The undersigned hereby certifies on behalf of the purchaser named below (the “Purchaser”) as follows:
 
1.
I am an executive officer of the Purchaser.
2.
The Purchaser is a “qualified institutional buyer”, as defined in Rule 144A, (“Rule 144A”) under the Securities Act of 1933, as amended.
3.
As of the date specified below (which is not earlier than the last day of the Purchaser's most recent fiscal year), the amount of “securities”, computed for purposes of Rule 144A, owned and invested on a discretionary basis by the Purchaser was in excess of $100,000,000.

                           
                           
             
Name of Purchaser
                           
              ________________________________________________
                           
                           
             
By:
_____________________________________
               
Name:
               
Title:
                 
           
Date of this certificate:
             
           
Date of information provided in paragraph 3



1 Transferee must own and/or invest on a discretionary basis at least $100,000,000 in securities unless Transferee is a dealer, and, in that case, Transferee must own and/or invest on a discretionary basis at least $10,000,000 in securities. $25,000,000 as demonstrated in its latest annual financial statements, A COPY OF WHICH IS ATTACHED HERETO.

 
EXHIBIT F-2
 

 
FORM OF RESIDUAL CERTIFICATE TRANSFER AFFIDAVIT
 
STATE OF
)
 
 
)
ss.:
COUNTY OF
)
 

 
The undersigned, being first duly sworn, deposes and says as follows:
 
1.  The undersigned is an officer of, the proposed Transferee of an Ownership Interest in a Residual Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing Agreement dated as of September 1, 2006 (the “Agreement”), among Citigroup Mortgage Loan Trust Inc., as depositor (the “Depositor”), Wells Fargo Bank, N.A. as Servicer, (the “Servicer”), Citibank, N.A. as trust administrator and U.S. Bank National Association, as trustee (the “Trustee”). Capitalized terms used, but not defined herein or in Exhibit 1 hereto, shall have the meanings ascribed to such terms in the Agreement. The Transferee has authorized the undersigned to make this affidavit on behalf of the Transferee for the benefit of the Depositor and the Trustee.
 
2.  The Transferee is, as of the date hereof, and will be, as of the date of the Transfer, a Permitted Transferee. The Transferee is acquiring its Ownership Interest in the Certificate for its own account. The Transferee has no knowledge that any such affidavit is false.
 
3.  The Transferee has been advised of, and understands that (i) a tax will be imposed on Transfers of the Certificate to Persons that are not Permitted Transferees; (ii) such tax will be imposed on the transferor, or, if such Transfer is through an agent (which includes a broker, nominee or middleman) for a Person that is not a Permitted Transferee, on the agent; and (iii) the Person otherwise liable for the tax shall be relieved of liability for the tax if the subsequent Transferee furnished to such Person an affidavit that such subsequent Transferee is a Permitted Transferee and, at the time of Transfer, such Person does not have actual knowledge that the affidavit is false.
 
4.  The Transferee has been advised of, and understands that a tax will be imposed on a “pass-through entity” holding the Certificate if at any time during the taxable year of the pass-through entity a Person that is not a Permitted Transferee is the record holder of an interest in such entity. The Transferee understands that such tax will not be imposed for any period with respect to which the record holder furnishes to the pass-through entity an affidavit that such record holder is a Permitted Transferee and the pass-through entity does not have actual knowledge that such affidavit is false. (For this purpose, a “pass-through entity” includes a regulated investment company, a real estate investment trust or common trust fund, a partnership, trust or estate, and certain cooperatives and, except as may be provided in Treasury Regulations, persons holding interests in pass-through entities as a nominee for another Person.)
 
5.  The Transferee has reviewed the provisions of Section 5.02(d) of the Agreement and understands the legal consequences of the acquisition of an Ownership Interest in the Certificate including, without limitation, the restrictions on subsequent Transfers and the provisions regarding voiding the Transfer and mandatory sales. The Transferee expressly agrees to be bound by and to abide by the provisions of Section 5.02(d) of the Agreement and the restrictions noted on the face of the Certificate. The Transferee understands and agrees that any breach of any of the representations included herein shall render the Transfer to the Transferee contemplated hereby null and void.
 
6.  The Transferee agrees to require a Transfer Affidavit from any Person to whom the Transferee attempts to Transfer its Ownership Interest in the Certificate, and in connection with any Transfer by a Person for whom the Transferee is acting as nominee, trustee or agent, and the Transferee will not Transfer its Ownership Interest or cause any Ownership Interest to be Transferred to any Person that the Transferee knows is not a Permitted Transferee. In connection with any such Transfer by the Transferee, the Transferee agrees to deliver to the Trustee a certificate substantially in the form set forth as Exhibit L to the Agreement (a “Transferor Certificate”) to the effect that such Transferee has no actual knowledge that the Person to which the Transfer is to be made is not a Permitted Transferee.
 
7.  The Transferee has historically paid its debts as they have come due, intends to pay its debts as they come due in the future, and understands that the taxes payable with respect to the Certificate may exceed the cash flow with respect thereto in some or all periods and intends to pay such taxes as they become due. The Transferee does not have the intention to impede the assessment or collection of any tax legally required to be paid with respect to the Certificate.
 
8.  The Transferee’s taxpayer identification number is ___________.
 
9.  The Transferee is a U.S. Person as defined in Code Section 7701(a)(30).
 
10.  The Transferee is aware that the Certificate may be a “noneconomic residual interest” within the meaning of proposed Treasury regulations promulgated pursuant to the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, unless no significant purpose of the transfer was to impede the assessment or collection of tax.
 
11.  The Transferee will not cause income from the Certificate to be attributable to a foreign permanent establishment or fixed base, within the meaning of an applicable income tax treaty, of the Transferee or any other U.S. person.
 
12.  Check one of the following:
 
  The present value of the anticipated tax liabilities associated with holding the Certificate, as applicable, does not exceed the sum of:
 
 
(i)
the present value of any consideration given to the Transferee to acquire such Certificate;
 
 
(ii)
the present value of the expected future distributions on such Certificate; and
 
 
(iii)
the present value of the anticipated tax savings associated with holding such Certificate as the related REMIC generates losses.
 
For purposes of this calculation, (i) the Transferee is assumed to pay tax at the highest rate currently specified in Section 11(b) of the Code (but the tax rate in Section 55(b)(1)(B) of the Code may be used in lieu of the highest rate specified in Section 11(b) of the Code if the Transferee has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years and will compute its taxable income in the current taxable year using the alternative minimum tax rate) and (ii) present values are computed using a discount rate equal to the short-term Federal rate prescribed by Section 1274(d) of the Code for the month of the transfer and the compounding period used by the Transferee.
 
  The transfer of the Certificate complies with U.S. Treasury Regulations Sections 1.860E-1(c)(5) and (6) and, accordingly,
 
 
(i)
the Transferee is an “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), as to which income from the Certificate will only be taxed in the United States;
 
 
(ii)
at the time of the transfer, and at the close of the Transferee’s two fiscal years preceding the year of the transfer, the Transferee had gross assets for financial reporting purposes (excluding any obligation of a person related to the Transferee within the meaning of U.S. Treasury Regulations Section 1.860E-1(c)(6)(ii)) in excess of $100 million and net assets in excess of $10 million;
 
 
(iii)
the Transferee will transfer the Certificate only to another “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), in a transaction that satisfies the requirements of Sections 1.860E-1(c)(4)(i), (ii) and (iii) and Section 1.860E-1(c)(5) of the U.S. Treasury Regulations; and
 
 
(iv)
the Transferee determined the consideration paid to it to acquire the Certificate based on reasonable market assumptions (including, but not limited to, borrowing and investment rates, prepayment and loss assumptions, expense and reinvestment assumptions, tax rates and other factors specific to the Transferee) that it has determined in good faith.
 
  None of the above.
 
13.  The Transferee is not an employee benefit plan that is subject to Title I of ERISA or a plan that is subject to Section 4975 of the Code or a plan subject to any Federal, state or local law that is substantially similar to Title I of ERISA or Section 4975 of the Code, and the Transferee is not acting on behalf of or investing plan assets of such a plan.
 
IN WITNESS WHEREOF, the Transferee has caused this instrument to be executed on its behalf, pursuant to authority of its Board of Directors, by its duly authorized officer and its corporate seal to be hereunto affixed, duly attested, this      day of                   , 20  .
 
     
 
[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__

 
FORM OF TRANSFEROR AFFIDAVIT
 
STATE OF NEW YORK
)
 
 
)
 
COUNTY OF NEW YORK
)
 

 
__________________________, being duly sworn, deposes, represents and warrants as follows:
 
1.  I am a ____________________ of ____________________________ (the “Owner”), a corporation duly organized and existing under the laws of ______________, on behalf of whom I make this affidavit.
 
2.  The Owner is not transferring the Class R Certificates or Class R-X Certificates (the “Residual Certificates”) to impede the assessment or collection of any tax.
 
3.  The Owner has no actual knowledge that the Person that is the proposed transferee (the “Purchaser”) of the Residual Certificates: (i) has insufficient assets to pay any taxes owed by such proposed transferee as holder of the Residual Certificates; (ii) may become insolvent or subject to a bankruptcy proceeding for so long as the Residual Certificates remain outstanding and (iii) is not a Permitted Transferee.
 
4.  The Owner understands that the Purchaser has delivered to the Trustee a transfer affidavit and agreement in the form attached to the Pooling and Servicing Agreement as Exhibit F-2. The Owner does not know or believe that any representation contained therein is false.
 
5.  At the time of transfer, the Owner has conducted a reasonable investigation of the financial condition of the Purchaser as contemplated by Treasury Regulations Section 1.860E-1(c)(4)(i) and, as a result of that investigation, the Owner has determined that the Purchaser has historically paid its debts as they became due and has found no significant evidence to indicate that the Purchaser will not continue to pay its debts as they become due in the future. The Owner understands that the transfer of a Residual Certificate may not be respected for United States income tax purposes (and the Owner may continue to be liable for United States income taxes associated therewith) unless the Owner has conducted such an investigation.
 
6.  Capitalized terms not otherwise defined herein shall have the meanings ascribed to them in the Pooling and Servicing Agreement.
 
IN WITNESS WHEREOF, the Owner has caused this instrument to be executed on its behalf, pursuant to the authority of its Board of Directors, by its [Vice] President, attested by its [Assistant] Secretary, this ____ day of ___________, 20__.
     
 
[OWNER]
 
 
 
 
 
 
  By:    
 
 
Name:
Title:  [Vice] President
 
 
 
ATTEST
 
       
By:      

   
Name:
Title:  [Assistant] Secretary
     
 
 
Personally appeared before me the above-named , known or proved to me to be the same person who executed the foregoing instrument and to be a [Vice] President of the Owner, and acknowledged to me that [he/she] executed the same as [his/her] free act and deed and the free act and deed of the Owner.
 
Subscribed and sworn before me this ____ day of __________, 20___.
 
  _____________________________________
 
Notary Public
   
   
 
County of __________________________________
 
State of ____________________________________
   
 
My Commission expires:

 
EXHIBIT G
 
FORM OF CERTIFICATION WITH RESPECT TO ERISA AND THE CODE
 
[Date]
 
Citibank, N.A.
388 Greenwich Street, 14th Floor
New York, NY 10013
 
Re:
Citigroup Mortgage Loan Trust Inc.
Asset-Backed Pass-Through Certificates, Series 2006-NC2, Mortgage Class
 
Dear Sirs:
 
_______________________ (the “Transferee”) intends to acquire from _____________________ (the “Transferor”) $____________ Initial Certificate Principal Balance of Citigroup Mortgage Loan Trust, Series 2006-NC2, Mortgage Pass-Through Certificates, Class [CE] [P] [R] (the “Certificates”), issued pursuant to a Pooling and Servicing Agreement dated as of September 1, 2006 (the “Agreement”), among Citigroup Mortgage Loan Trust Inc., as depositor (the “Depositor”), Wells Fargo Bank, N.A. as Servicer, (the “Servicer”), Citibank, N.A. as trust administrator and U.S. Bank National Association, as trustee (the “Trustee”). Capitalized terms used herein and not otherwise defined shall have the meanings assigned thereto in the Pooling and Servicing Agreement. The Transferee hereby certifies, represents and warrants to, and covenants with the Depositor, the Trustee and the Servicer that:
 
The Certificates (i) are not being acquired by, and will not be transferred to, any employee benefit plan within the meaning of section 3(3) of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or other retirement arrangement, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that is subject to Section 406 of ERISA or Section 4975 of the Internal Revenue Code of 1986 (the “Code”) (any of the foregoing, a “Plan”), (ii) are not being acquired with “plan assets” of a Plan within the meaning of the Department of Labor (“DOL”) regulation, 29 C.F.R.ss.2510.3-101, and (iii) will not be transferred to any entity that is deemed to be investing in plan assets within the meaning of the DOL regulation at 29 C.F.R.ss. 2510.3-101.

     
 
Very truly yours,
 
 
 
 
 
 
  By:    
 
 
Name:
Title:
 

 
EXHIBIT H-1
 
FORM CERTIFICATION TO BE PROVIDED BY THE DEPOSITOR WITH FORM 10-K
 
 
Re:
Citigroup Mortgage Loan Trust, Series 2006-NC2
Asset Backed Pass-Through Certificates, Series 2006-NC2

 
I, [_____], certify that:
 
l. I have reviewed this annual report on Form 10-K, and all reports on Form 8-K containing distribution and servicing reports filed in respect of periods included in the year covered by this annual report, of Citigroup Mortgage Loan Trust, Asset-Backed Pass-Through Certificates, Series 2006-NC2;
 
2. Based on my knowledge, the information in these reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by this annual report;
 
3. Based on my knowledge, the distribution or servicing information required to be provided to the Trust Administrator by the Servicer under the pooling and servicing, or similar, agreement, for inclusion in these reports is included in these reports;
 
4. Based on my knowledge and upon the annual compliance statement included in the report and required to be delivered to the Trust Administrator in accordance with the terms of the pooling and servicing, or similar, agreement, and except as disclosed in the reports, the Servicer have fulfilled each of its obligations under the servicing agreement; and
 
5. The reports disclose all significant deficiencies relating to the Servicer’s compliance with the minimum servicing standards based upon the report provided by an independent public accountant, after conducting a review in compliance with the Uniform Single Attestation Program for Mortgage Bankers or similar procedure, as set forth in the pooling and servicing, or similar, agreement, that is included in these reports.
 
In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: Wells Fargo Bank, N.A. and Citibank, N.A.
 
Date: [__], 2006
 
     
 
CITIGROUP MORTGAGE LOAN TRUST, INC.
 
 
 
 
 
 
   
By: 
 

 
Name:
Title:
Date:
 
 
EXHIBIT H-2
 
FORM CERTIFICATION TO BE
PROVIDED TO DEPOSITOR BY THE TRUST ADMINISTRATOR
 
 
Re:
Citigroup Mortgage Loan Trust, Series 2006-NC2
Asset Backed Pass-Through Certificates, Series 2006-NC2

I, [identify the certifying individual], a [title] of Citibank, N.A., as Trust Administrator of the Trust, hereby certify to Citigroup Mortgage Loan Trust, Inc. (the “Depositor”), and its officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:
 
1. I have reviewed the annual report on Form 10-K for the fiscal year [___], and all reports on Form 8-K containing distribution reports filed in respect of periods included in the year covered by that annual report, of the Depositor relating to the above-referenced trust;
 
2. Based on my knowledge, the information in these distribution reports prepared by the Trust Administrator, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by that annual report; and
 
3. Based on my knowledge, the distribution information required to be provided by the Trust Administrator under the Pooling and Servicing Agreement is included in these reports.
 
Capitalized terms used but not defined herein have the meanings ascribed to them in the Pooling and Servicing Agreement, dated September 1, 2006 (the “Pooling and Servicing Agreement”), among the Depositor as depositor, Wells Fargo Bank, N.A. as Servicer, Citibank, N.A. as trust administrator and U.S. Bank National Association as trustee.
     
 
CITIBANK, N.A.,
 
as Trust Administrator
 
 
 
 
 
 
 
    By:  
 

  Name:
Title:
Date:
 

EXHIBIT H-3
 
FORM CERTIFICATION TO BE
PROVIDED TO DEPOSITOR BY THE SERVICER
 
WITH RESPECT TO
 
WELLS FARGO BANK, N.A.
 
Re:
Citigroup Mortgage Loan Trust, Series 2006-NC2
Asset Backed Pass-Through Certificates, Series 2006-NC2

 
I, [identify the certifying individual], acting of [Wells Fargo Bank, N.A. (“Wells Fargo”)], certify to Citigroup Mortgage Loan Trust, Inc. (the “Depositor”), the Trust Administrator and their respective officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:
 
1. I have reviewed the information provided to the Trust Administrator by [Wells Fargo] pursuant to the Pooling and Servicing Agreement and included in the annual report on Form 10-K for the fiscal year [___] and on all reports on Form 8-K filed in respect of periods included in the year covered by that annual report, of the Depositor relating to the Trust Fund (the “Servicing Information”);
 
2. Based on my knowledge, the Servicing Information in these reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by that annual report;
 
3. Based on my knowledge, the Servicing Information required to be provided to the Trust Administrator by [Wells Fargo] has been provided as required under the Pooling and Servicing Agreement;
 
4. I am responsible for reviewing the activities performed by [Wells Fargo] under the Pooling and Servicing Agreement and based upon the review required under the Pooling and Servicing Agreement, and except as disclosed to the Depositor and the Trust Administrator, [Wells Fargo] has fulfilled in all material respects its obligations under the Pooling and Servicing Agreement; and
 
5. I have disclosed to [Wells Fargo’s] certified public accountants and the Depositor all significant deficiencies relating to [Wells Fargo’s] compliance with the minimum servicing standards in accordance with a review conducted in compliance with the Uniform Single Attestation Program for Mortgage Bankers or similar standard as set forth in the Pooling and Servicing Agreement.
 
Capitalized terms used but not defined herein have the meanings ascribed to them in the
Pooling and Servicing Agreement, dated September 1, 2006 (the “Pooling and Servicing Agreement”), among the Depositor as depositor, Wells Fargo Bank, N.A. as servicer, Citibank, N.A. as trust administrator and U.S. Bank National Association as trustee.
     
 
[WELLS FARGO BANK, N.A.]
 
 
 
 
 

 
 
    By: 
 

 
Name:
Title:
Date:
 
 

 
EXHIBIT I

FORM OF CAP CONTRACT
 


BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009


DATE:                                                   September 28, 2006

TO:
 
Citibank, N.A., not in its individual capacity but solely as Cap Trustee on behalf of the Cap Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2
ATTENTION:             CMLTI 2006-NC2  
TELEPHONE:                         949-250-6464  

TO:                                                        Citibank, N.A., New York Branch  
ATTENTION:                         Phil Sears   
TELEPHONE:
   
212-723-1145
FACSIMILE:
   
212-723-8604

FROM:                                                  Derivatives Documentation
TELEPHONE:                                      212-272-2711
FACSIMILE:                                        212-272-9857

RE:                                                     Novation Confirmation 

REFERENCE NUMBER(S):               FXNCC8674

The purpose of this letter is to confirm the terms and conditions of the Novation Transaction entered into between the parties and effective from the Novation Date specified below. This Novation Confirmation constitutes a “Confirmation” as referred to in the New Agreement specified below.

1.     The definitions and provisions contained in the 2004 ISDA Novation Definitions (the “Definitions”) and the terms and provisions of the 2000 ISDA Definitions, as published by the International Swaps and Derivatives Association, Inc. and amended from time to time, are incorporated in this Novation Confirmation. In the event of any inconsistency between (i) the Definitions, (ii) the 2000 ISDA Definitions and/or (iii) the Novation Agreement and this Novation Confirmation, this Novation Confirmation will govern.

2.     The terms of the Novation Transaction to which this Novation Confirmation relates are as follows:

 
Novation Trade Date:
September 28, 2006
 
Novation Date:
September 28, 2006
 
Novated Amount:
USD 3,633,152
 
Transferor:
Citibank, N.A.
 
Transferee:
Citibank, N.A., not in its individual capacity but solely as Cap Trustee on behalf of the Cap Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2
 
Remaining Party:
Bear Stearns Financial Products Inc.
 
New Agreement (between Transferee and
Remaining Party):
The Master Agreement as defined in the New Confirmation

3.     The terms of the Old Transaction to which this Novation Confirmation relates, for identification purposes, are as follows:

 
Trade Date of Old Transaction:
September 11, 2006
 
Effective Date of Old Transaction:
September 28, 2006
 
Termination Date of Old Transaction:
September 25, 2008

4.     The terms of the New Transaction to which this Novation Confirmation relates shall be as specified in the New Confirmation attached hereto as Exhibit A.

 
Full First Calculation Period:
Applicable

5.     Offices:
 
 
Transferor:
Not Applicable
 
Transferee:
Not Applicable
 
Remaining Party:
Not Applicable

The parties confirm their acceptance to be bound by this Novation Confirmation as of the Novation Date by executing a copy of this Novation Confirmation and returning a facsimile of the fully-executed Novation Confirmation to 212-272-9857. The Transferor, by its execution of a copy of this Novation Confirmation, agrees to the terms of the Novation Confirmation as it relates to the Old Transaction. The Transferee, by its execution of a copy of this Novation Confirmation, agrees to the terms of the Novation Confirmation as it relates to the New Transaction. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-2711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6223.

Bear Stearns Financial Products Inc.
 
 
 
By: _____________________________
Name:
Title:
Date
Citibank, N.A., New York Branch
 
 
 
By: _____________________________
As authorized agent or officer for
Citibank, N.A.
Name:
Title:
Date
   
Citibank, N.A. as Cap Trustee on behalf of the Cap Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2
 
 
By: _____________________________
Name:
Title:
Date
 

am
 

 


BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
 

DATE:
 
September 28, 2006
     
TO:
 
Citibank, N.A., New York Branch
ATTENTION:
 
Phil Sears
TELEPHONE:
 
212-723-1145
FACSIMILE:
 
212-723-8604
     
FROM:
 
Derivatives Documentation
TELEPHONE:
 
212-272-2711
FACSIMILE: 
 
212-272-9857
     
SUBJECT:
 
Fixed Income Derivatives Confirmation and Agreement
     
REFERENCE NUMBER:
 
FXNCC8674 - Amended


This Confirmation and Agreement is amended and supersedes all previous Confirmations and Agreements regarding this Transaction.

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 Citibank, N.A., New York Branch ("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 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. All provisions contained in, or incorporated by reference to, the ISDA Form Master Agreement shall govern the Transaction referenced in this Confirmation, except as expressly modified below. 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.

2.            The terms of the particular Transaction to which this Confirmation relates are as follows:

 
Type of Transaction:
Rate Cap
       
 
Notional Amount:
With respect to any Calculation Period, the amount set forth for such period in Schedule I attached hereto
       
 
Trade Date:
September 11, 2006
       
 
Effective Date:
September 28, 2006
       
 
Termination Date:
September 25, 2008, subject to adjustment in accordance with the Business Day Convention.
       
 
Fixed Amount (Premium):
 
       
   
Fixed Rate Payer:
Counterparty
       
   
Fixed Rate Payer
 
   
Payment Date:
September 28, 2006
       
   
Fixed Amount:
^USD 1,995,500
       
 
Floating Amounts:
 
       
   
Floating Rate Payer:
BSFP
       
   
Cap Rate:
5.40000%
       
   
Floating Rate Payer
 
   
Period End Dates:
The 25th calendar day of each month during the Term of this Transaction, commencing October 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 shall be applicable. The Floating Rate Payer Payment Dates shall be two Business Days preceding each Floating Rate Payer Period End Date.
       
   
Floating Rate Option:
USD-LIBOR-BBA;provided however, that for purposes of this Transaction, Section 7.1(w)(xvii) and (xx) of the Definitions are hereby amended by deleting all references to “two London Banking Days” and replacing such clause with “two London and New York Banking Days”.
       
   
Floating Amount:
To be determined in accordance with the following formula:
     
Greater of (i) 250 * (Floating Rate Option - Cap Rate) * Notional Amount * Floating Rate Day Count Fraction; and (ii) zero
       
   
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
       
  Business Day Convention:
Following
       
3.
Additional Provisions:
Each party hereto is hereby advised and acknowledges that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Confirmation relating to such Transaction, as applicable. This paragraph shall be deemed repeated on the trade date of each Transaction.
 
4.
Provisions Deemed Incorporated in a Schedule to the ISDA Form Master Agreement:

1)  The parties agree that subparagraph (ii) of Section 2(c) of the ISDA Form Master Agreement will apply to any Transaction.

2) Termination Provisions. For purposes of the ISDA Form Master Agreement:

(a) "Specified Entity" is not applicable to BSFP or Counterparty for any purpose.

(b) "Specified Transaction" is not applicable to BSFP or Counterparty for any purpose, and, accordingly, Section 5(a)(v) shall not apply to BSFP or Counterparty.

(c) The "Cross Default" provisions of Section 5(a)(vi) will not apply to BSFP or to Counterparty.

(d) The "Credit Event Upon Merger" provisions of Section 5(b)(iv) will not apply to BSFP or Counterparty.

(e) The "Automatic Early Termination" provision of Section 6(a) will not apply to BSFP or to Counterparty.

(f) Payments on Early Termination. For the purpose of Section 6(e) of the ISDA Form Master Agreement:

(i) Market Quotation will apply.

(ii) The Second Method will apply.

(g) "Termination Currency" means United States Dollars.

3) Tax Representations. Not applicable

4) Limitation on Events of Default. Notwithstanding the terms of Sections 5 and 6 of the ISDA Form Master Agreement, if at any time and so long as the Counterparty has satisfied in full all its payment obligations under Section 2(a)(i) of the ISDA Form Master Agreement and has at the time no future payment obligations, whether absolute or contingent, under such Section, then unless BSFP is required pursuant to appropriate proceedings to return to the Counterparty or otherwise returns to the Counterparty upon demand of the Counterparty any portion of any such payment, (a) the occurrence of an event described in Section 5(a) of the ISDA Form Master Agreement with respect to the Counterparty shall not constitute an Event of Default or Potential Event of Default with respect to the Counterparty as Defaulting Party and (b) BSFP shall be entitled to designate an Early Termination Date pursuant to Section 6 of the ISDA Form Master Agreement only as a result of the occurrence of a Termination Event set forth in either Section 5(b)(i) or 5(b)(ii) of the ISDA Form Master Agreement with respect to BSFP as the Affected Party, or Section 5(b)(iii) of the ISDA Form Master Agreement with respect to BSFP as the Burdened Party.

5) Documents to be Delivered. For the purpose of Section 4(a) of the ISDA Form Master Agreement:

(1) Tax forms, documents, or certificates to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
     
BSFP and
the Counterparty
Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate
Promptly after the earlier of (i) reasonable demand by either party or (ii) learning that such form or document is required
 
(2) Other documents to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
Covered by Section 3(d) Representation
       
BSFP and
the Counterparty
Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver this Agreement, any Confirmation , and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under this Agreement, such Confirmation and/or Credit Support Document, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes
       
BSFP and
the Counterparty
A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing this Agreement, any relevant Credit Support Document, or any Confirmation, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes

6) Miscellaneous. Miscellaneous

(a)
Address for Notices: For the purposes of Section 12(a) of the ISDA Form Master Agreement:

Address for notices or communications to BSFP:

Address:     383 Madison Avenue, New York, New York 10179
Attention:   DPC Manager
Facsimile:    (212) 272-5823

with a copy to:

Address:     One Metrotech Center North, Brooklyn, New York 11201
Attention:   Derivative Operations - 7th Floor
Facsimile:    (212) 272-1634

(For all purposes)

Address for notices or communications to the Counterparty:

Address:     Citibank, N.A.
                                                      390 Greenwich Street - 6th Floor
Attention:   Phil Sears
Facsimile:    212-723-8604 
Phone:         212-723-1145

(For all purposes)

(b)            Process Agent. For the purpose of Section 13(c) of the ISDA Form Master Agreement:

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) of the ISDA Form Master Agreement will not apply to this Agreement; neither BSFP nor the Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of the ISDA Form Master Agreement, it shall not in future have any Office other than one in the United States.

(d)
Multibranch Party. For the purpose of Section 10(c) of the ISDA Form Master Agreement:

BSFP is not a Multibranch Party.

 
The Counterparty is 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 which would qualify as a Reference Market-maker to act as Calculation Agent.

(f)            Credit Support Document. Not applicable for either BSFP or the Counterparty.

(g)
Credit Support Provider.

BSFP: Not Applicable

 
The Counterparty:
Not Applicable

(h)
Governing Law. The parties to this Agreement hereby agree that the law of the State of New York shall govern their rights and duties in whole.

(i)            Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) for any reason, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties.

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

(j)
Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between officers or employees of the parties, waives any further notice of such monitoring or recording, and agrees to notify its officers and employees of such monitoring or recording.

(k)           Waiver of Jury Trial. Each party waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement or any Credit Support Document.

(l)
BSFP will not unreasonably withhold or delay its consent to an assignment of this Agreement to any other third party.

(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 for Set-Off set forth in Section 6(e) of the Agreement shall not apply for purposes of this Transaction.

7) "Affiliate" will have the meaning specified in Section 14 of the ISDA Form Master Agreement, provided that BSFP shall be deemed to have no Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii) of the ISDA Form Master Agreement.

8) Section 3 of the ISDA Form Master Agreement is hereby amended by adding at the end thereof the following subsection (g):

“(g) Relationship Between Parties.

   
Each party represents to the other party on each date when it enters into a Transaction that:--

(1) Nonreliance. It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction.

(2) Evaluation and Understanding.

(i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction; and

(ii) It understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise.

(3) Purpose. It is 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) Principal. It is entering into the Transaction as principal, and not as agent or in any other capacity, fiduciary or otherwise.”

(5) Eligible Contract Participant. Each party constitutes an “eligible contract participant” as such term is defined in Section 1(a)12 of the Commodity Exchange Act, as amended.

   
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN BSFP IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS AGREEMENT.

5.        Account Details and
Settlement Information:           Payments to BSFP:
   
Citibank, N.A., New York
ABA Number: 021-0000-89, for the account of
Bear, Stearns Securities Corp.
Account Number: 0925-3186, for further credit to
Bear Stearns Financial Products Inc.
Sub-account Number: 102-04654-1-3
Attention: Derivatives Department 
 
         
Payments to Counterparty:
[Please provide]


This Agreement may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.

Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to BSFP a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-2711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.

We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.

Very truly yours,

BEAR STEARNS FINANCIAL PRODUCTS INC.



By: _______________________________ 
Name:
Title:    


Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.

CITIBANK, N.A., NEW YORK BRANCH 



By: _______________________________
 
As authorized agent or officer for Citibank, N.A. 
Name: 
Title:
 
am



SCHEDULE I

From and including
To but excluding
Notional Amount
(USD)
Effective Date
10/25/06
^3,633,152.00
10/25/06
11/25/06
3,600,994.71
11/25/06
12/25/06
3,563,685.08
12/25/06
01/25/07
3,520,514.49
01/25/07
02/25/07
3,469,542.24
02/25/07
03/25/07
3,409,477.27
03/25/07
04/25/07
3,342,951.10
04/25/07
05/25/07
3,269,258.96
05/25/07
06/25/07
3,186,892.23
06/25/07
07/25/07
3,096,592.41
07/25/07
08/25/07
2,994,923.71
08/25/07
09/25/07
2,890,312.48
09/25/07
10/25/07
2,786,274.73
10/25/07
11/25/07
2,684,452.42
11/25/07
12/25/07
2,584,661.86
12/25/07
01/25/08
2,487,303.86
01/25/08
02/25/08
2,391,856.26
02/25/08
03/25/08
2,290,738.13
03/25/08
04/25/08
2,181,533.48
04/25/08
05/25/08
2,051,492.72
05/25/08
06/25/08
1,929,482.93
06/25/08
07/25/08
1,814,755.63
07/25/08
08/25/08
1,706,396.81
08/25/08
Termination Date
1,602,769.93

 

 


BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009


Exhibit A

DATE:
 
September 28, 2006
     
TO:
 
Citibank, N.A., not individually, but solely as Cap Trustee on behalf of the Cap Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2
ATTENTION:
 
CMLTI 2006-NC2
TELEPHONE:
 
949-250-6464
     
FROM:
 
Derivatives Documentation
TELEPHONE:
 
212-272-2711
FACSIMILE: 
 
212-272-9857
     
SUBJECT:
 
Fixed Income Derivatives Confirmation and Agreement
     
REFERENCE NUMBER:
 
FXNCC8674


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 Citibank, N.A., not individually, but solely as Cap Trustee on behalf of the Cap Trust with respect to Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2 ("Counterparty") under the Pooling and Servicing Agreement, dated as of September 1, 2006, among Citibank, N.A., as Trust Administrator, Citigroup Mortgage Loan Trust Inc., as Depositor, Wells Fargo Bank, N.A., as Servicer, and U.S. Bank, National Association, as Trustee (the “Pooling and Servicing Agreement”). This letter agreement constitutes the sole and complete "Confirmation," as referred to in the "ISDA Form Master Agreement" (as defined below), as well as a “Schedule” as referred to in the ISDA Form Master Agreement.

1.            This Agreement is subject to the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). You and we have agreed to enter into this Agreement in lieu of negotiating a Schedule to the 1992 ISDA Master Agreement (Multicurrency—Cross Border) form (the "ISDA Form Master Agreement") but, rather, an ISDA Form Master Agreement shall be deemed to have been executed by you and us on the date we entered into the Transaction. In the event of any inconsistency between the provisions of this Agreement and the Definitions or the ISDA Form Master Agreement, this Agreement shall prevail for purposes of the Transaction. Terms capitalized but not defined herein shall have the meanings attributed to them in the Pooling and Servicing Agreement.
 

Reference Number: FXNCC8674
Citibank, N.A., not individually, but solely as Cap Trustee on behalf of the Cap Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2
September 28, 2006
 
 
2.            The terms of the particular Transaction to which this Confirmation relates are as follows:

 
Type of Transaction:
Rate Cap
       
 
Notional Amount:
With respect to any Calculation Period, the amount set forth for such period in Schedule I.
       
 
Trade Date:
September 28, 2006
       
 
Effective Date:
September 28, 2006
       
 
Termination Date:
September 25, 2008, subject to adjustment in accordance with the Business Day Convention.
       
 
Fixed Amount (Premium):
Inapplicable. Premium has been paid under the Old Transaction.
       
 
Floating Amounts:
 
       
   
Floating Rate Payer:
BSFP
       
   
Cap Rate:
5.40000%
       
   
Floating Rate Payer
 
   
Period End Dates:
The 25th calendar day of each month during the Term of this Transaction, commencing October 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 shall be applicable. The Floating Rate Payer Payment Dates shall be two Business Days prior to each Floating Rate Payer Period End Date.
       
   
Floating Rate Option:
USD-LIBOR-BBA; provided however, that for purposes of this Transaction, Section 7.1(w)(xvii) and (xx) of the Definitions are hereby amended by deleting all references to “two London Banking Days” and replacing such clause with “two London and New York Banking Days”.
       
   
Floating Amount:
To be determined in accordance with the following formula:
     
Greater of (i) 250 * (Floating Rate Option - Cap Rate) * Notional Amount * Floating Rate Day Count Fraction; and (ii) zero
       
   
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
       
 
Business Day Convention:
Following
       
3.
Additional Provisions:
Each party hereto is hereby advised and acknowledges that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Confirmation relating to such Transaction, as applicable. This paragraph shall be deemed repeated on the trade date of each Transaction.
 
4.
Provisions Deemed Incorporated in a Schedule to the ISDA Form Master Agreement:

1)  The parties agree that subparagraph (ii) of Section 2(c) of the ISDA Form Master Agreement will apply to any Transaction.

2) Termination Provisions. Notwithstanding the provisions of paragraph 9 below, for purposes of the ISDA Form Master Agreement:
 
(a) "Specified Entity" is not applicable to BSFP or Counterparty for any purpose.

(b) “Breach of Agreement” provision of Section 5(a)(ii) will not apply to BSFP or Counterparty.

(c) “Credit Support Default” provisions of Section 5(a)(iii) will not apply to BSFP (except with respect to any guarantee or other contingent agreement provided pursuant to paragraph 15 below) or Counterparty.

(d) “Misrepresentation” provisions or Section 5(a)(iv) will not apply to BSFP or Counterparty.

(e) "Specified Transaction" is not applicable to BSFP or Counterparty for any purpose, and, accordingly, Section 5(a)(v) shall not apply to BSFP or Counterparty.

(f) The "Cross Default" provisions of Section 5(a)(vi) will not apply to BSFP or to Counterparty.

(g) The "Credit Event Upon Merger" provisions of Section 5(b)(iv) will not apply to BSFP or Counterparty.

(h)  The “Bankruptcy” provision of Section 5(a)(vii)(2) will be inapplicable to Counterparty.

(i) The "Automatic Early Termination" provision of Section 6(a) will not apply to BSFP or to Counterparty.

(j) 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.

(k) "Termination Currency" means United States Dollars.

3) Tax Representations.

(a) Payer Representations. For the purpose of Section 3(e) of the ISDA Form Master Agreement, BSFP makes the following representations:
 
It is not required by any applicable law, as modified by the practice of any relevant governmental revenue authority, of any Relevant Jurisdiction to make any deduction or withholding for or on account of any Tax from any payment (other than interest under Section 2(e), 6(d)(ii) or 6(e) of the ISDA Form Master Agreement) to be made by it to the other party under this Agreement. In making this representation, it may rely on:

(i) the accuracy of any representations made by the other party pursuant to Section 3(f) of the ISDA Form Master Agreement;

(ii) the satisfaction of the agreement contained in Section 4(a)(i) or 4(a)(iii) of the ISDA Form Master Agreement and the accuracy and effectiveness of any document provided by the other party pursuant to Section 4(a)(i) or 4(a)(iii) of the ISDA Form Master Agreement; and

(iii) the satisfaction of the agreement of the other party contained in Section 4(d) of the ISDA Form Master Agreement, provided that it shall not be a breach of this representation where reliance is placed on clause (ii) and the other party does not deliver a form or document under Section 4(a)(i) or 4(a)(iii) of the ISDA Form Master Agreement by reason of material prejudice to its legal or commercial position.

(b) Payee Representations. For the purpose of Section 3(f) of the ISDA Form Master 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:

Counterparty represents that it is the Cap Trustee under the Pooling and Servicing Agreement.

4) Gross Up. The provisions of Section 2(d)(i)(4) and 2(d)(ii) of the printed ISDA Form Master Agreement shall not apply to Counterparty and Counterparty shall not be required to pay any additional amounts referred to therein.

5) Documents to be Delivered. For the purpose of Section 4(a) of the ISDA Form Master Agreement:

(1) Tax forms, documents, or certificates to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
     
BSFP and
the Counterparty
Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate
Promptly after the earlier of (i) reasonable demand by either party or (ii) learning that such form or document is required

(2) Other documents to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
Covered by Section 3(d) Representation
       
BSFP and
the Counterparty
Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver this Agreement, any Confirmation , and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under this Agreement, such Confirmation and/or Credit Support Document, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes
       
BSFP and
the Counterparty
A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing this Agreement, any relevant Credit Support Document, or any Confirmation, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes
       
Counterparty
An executed copy of the Pooling and Servicing Agreement
Within 30 days after the date of this Agreement.
No

6) Miscellaneous. Miscellaneous

(a)
Address for Notices: For the purposes of Section 12(a) of the ISDA Form Master Agreement:

Address for notices or communications to BSFP:

Address:      383 Madison Avenue, New York, New York 10179
Attention:    DPC Manager
Facsimile:     (212) 272-5823

with a copy to:

Address:      One Metrotech Center North, Brooklyn, New York 11201
Attention:    Derivative Operations - 7th Floor
Facsimile:     (212) 272-1634

(For all purposes)

Address for notices or communications to the Counterparty:

Address:      388 Greenwich Street
   14th Floor
   New York, New York 10013
Attention:    CMLTI 2006-NC2
Phone:          949-250-6464

(For all purposes)

(b)           Process Agent. For the purpose of Section 13(c) of the ISDA Form Master Agreement:

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) of the ISDA Form Master Agreement will not apply to this Agreement; neither BSFP nor the Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of the ISDA Form Master Agreement, it shall not in future have any Office other than one in the United States.

(d)
Multibranch Party. For the purpose of Section 10(c) of the ISDA Form Master Agreement:

BSFP is not a Multibranch Party.

 
The Counterparty is not a Multibranch Party.

(e)         Calculation Agent. The Calculation Agent is BSFP.

(f)           Credit Support Document.

BSFP: Not applicable, except for any guarantee or contingent agreement delivered pursuant to paragraph 15 below.

Counterparty: Not Applicable

(g)
Credit Support Provider.

BSFP: Not Applicable, or, in the event that BSFP obtains a guarantor or other provider of credit support pursuant to paragraph 15 below, such guarantor or other provider of credit support.

The Counterparty: Not Applicable

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

(i)            Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) for any reason, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties.

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

(j)          Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between officers or employees of the parties, waives any further notice of such monitoring or recording, and agrees to notify its officers and employees of such monitoring or recording.

(k)         Waiver of Jury Trial. Each party waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement or any Credit Support Document.

7) "Affiliate". Each of BSFP and Counterparty shall be deemed to have no Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii) of the ISDA Form Master Agreement.
 
8) Section 3 of the ISDA Form Master Agreement is hereby amended by adding at the end thereof the following subsection (g):

“(g) Relationship Between Parties.

   
Each party represents to the other party on each date when it enters into a Transaction that:--

(1) Nonreliance. It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction.

(2) Evaluation and Understanding.

(i)    BSFP is acting for its own account and Citibank, N.A., is acting as Cap Trustee under the Pooling and Servicing Agreement, and not for its own account. Each Party has made its own independent decisions to enter into this Transaction and as to whether this Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisors as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction; it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered investment advice or a recommendation to enter into this Transaction. It has not received from the other party any assurance or guarantee as to the expected results of this Transaction.

 
(ii)
It is capable of evaluating and understanding (on its own behalf or through independent professional advice), and understands and accepts, the terms, conditions and risks of this Transaction. It is also capable of assuming, and assumes, the financial and other risks of this Transaction.

(iii)  The other party is not acting as an agent or fiduciary or an advisor for it in respect of this Transaction.
 
(3)  Purpose. It is an “eligible swap participant” as such term is defined in Section 35.1(b)(2) of the regulations (17 C.F.R 35) promulgated under, and an “eligible contract participant” as defined in Section 1(a)(12) of, the Commodity Exchange Act, as amended, and it is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business.”
 
9) Additional Provisions. Notwithstanding the terms of Sections 5 and 6 of the ISDA Form Master Agreement, if Counterparty has satisfied its payment obligations under Section 2(a)(i) of the ISDA Form Master Agreement, then unless BSFP is required pursuant to appropriate proceedings to return to Counterparty or otherwise returns to Counterparty upon demand of Counterparty any portion of such payment, (a) the occurrence of an event described in Section 5(a) of the ISDA Form Master Agreement with respect to Counterparty shall not constitute an Event of Default or Potential Event of Default with respect to Counterparty as the Defaulting Party and (b) BSFP shall be entitled to designate an Early Termination Event pursuant to Section 6 of the ISDA Form Master Agreement only as a result of a Termination Event set forth in either Section 5(b)(i) or Section 5(b)(ii) of the ISDA Form Master Agreement with respect to BSFP as the Affected Party or Section 5(b)(iii) of the ISDA Form Master Agreement with respect to BSFP as the Burdened Party. For purposes of the Transaction to which this Agreement relates, Counterparty’s only obligation under Section 2(a)(i) of the ISDA Form Master Agreement is to pay the Fixed Amount on the Fixed Rate Payer Payment Date. This provisions shall survive the termination of this Agreement.

10) Cap Trustee Capacity. It is expressly understood and agreed by the parties hereto that insofar as the Counterparty executing this Agreement is Citibank, N.A. (“Citibank”) as Cap Trustee (i) this Agreement is executed by Citibank not in its individual capacity or personally but solely as Cap Trustee, as directed by, and in the exercise of the powers and authority conferred upon and vested in it under, the Pooling and Servicing Agreement and for the purpose of perfecting the interests and rights in this Agreement intended by the Depositor to be conferred upon the Cap Trustee for the benefit of Holders of the Citigroup Mortgage Loan Trust 2006-NC2 Asset-Backed Pass-Through Certificates Series 2006-NC2; (ii) each of the representations, undertakings and agreements herein made on the part of the Counterparty is made and intended not as a personal representation, undertaking or agreement by Citibank, but is made and intended for the purposes of binding only the Cap Trust established pursuant to the Pooling and Servicing Agreement; (iii) nothing herein contained shall be construed as creating any liability on the part of Citibank, individually or personally, to perform any covenant or agreement either expressed or implied 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 (iv) under no circumstances shall Citibank in its individual capacity or personally be liable for the payment of any indebtedness or expenses or be personally liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken under this Agreement or any other related document. In addition, it is expressly understood by the parties hereto, that pursuant to the Pooling and Servicing Agreement, Citibank, as Cap Trustee thereunder, will perform the duties and obligations and exercise the rights of the Counterparty set forth herein. In such capacity, Citibank will be subject to the same protections and provisions set forth in this Agreement as are available to the Counterparty, including this paragraph 10.

11) Proceedings.  BSFP shall not institute against or cause any other person to institute against, or join any other person in instituting against, Citibank, the Cap Trust, the trust created pursuant to the Pooling and Servicing Agreement or Citigroup Mortgage Loan Trust Inc., any bankruptcy, reorganization, arrangement, insolvency or liquidation proceedings, or other proceedings under any federal or state bankruptcy, dissolution or similar law, for a period of one year and one day (or, if longer, the applicable preference period) following indefeasible payment in full of the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2 (the “Certificates”) and any notes backed by the Certificates (the “Notes”).

12) Set-off. Notwithstanding any provision of this Agreement or any other existing or future agreement, each party irrevocably waives any and all rights it may have to set off, net, recoup or otherwise withhold or suspend or condition payment or performance of any obligation between it and the other party hereunder against any obligation between it and the other party under any other agreements. The provisions for Set-off set forth in Section 6(e) of the ISDA Form Master Agreement shall not apply for purposes of this Transaction.

13) Additional Termination Events. The following Additional Termination Events shall apply:

(a) If a Rating Agency Downgrade has occurred and BSFP has not complied with paragraph 15 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.

(b) If, upon the occurrence of a Cap Disclosure Event (as defined in paragraph 16(ii) of this Agreement), BSFP has not, within 10 days after such Cap Disclosure Event complied with any of the provisions set forth in paragraph 16(iii) of this 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.

(c) An Additional Termination Event shall occur under the ISDA Form Master Agreement upon unrescindable notice by the Terminator that it will purchase all Mortgage Loans in accordance with Section 9.01 of the Pooling and Servicing Agreement. With respect to such Additional Termination Event, Counterparty shall be the sole Affected Party and this Transaction shall be the sole Affected Transaction; provided, however, that notwithstanding Section 6(b)(iv) of the ISDA Form Master Agreement, only Counterparty may designate an Early Termination Date in respect of this Additional Termination Event; provided, further, that such Early Termination Date shall not be prior to the final Distribution Date.

14) Amendment to the ISDA Form Master Agreement. The “Failure to Pay or Deliver” provision in Section 5(a)(i) is hereby amended by deleting the word “third” in the third line thereof and inserting the word “second” in place thereof.

15) Rating Agency Downgrade. In the event that BSFP’s long-term unsecured and unsubordinated debt rating is reduced below “AA-” by Standard and Poor’s Ratings Services, 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 Dominion Bond Ratings Service (“DBRS”), the “Swap Rating Agencies”, and such rating thresholds, “Approved Rating Thresholds”), then within 30 days after such rating withdrawal or downgrade (unless, within 30 days after such withdrawal or downgrade, each such Swap Rating Agency, as applicable, has reconfirmed the rating of the Cerificates and any Notes, which was in effect immediately prior to such withdrawal or downgrade), BSFP shall, at its own expense, subject to the Rating Agency Condition, (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, (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, or (iii) take any other action that satisfies the Rating Agency Condition. BSFP’s failure to do any of the foregoing shall constitute an Additional Termination Event with BSFP as the Affected Party. In the event that BSFP’s long-term unsecured and unsubordinated debt rating is withdrawn or reduced below “BBB-” by S&P, then within 10 Business Days after such rating withdrawal or downgrade, BSFP shall, subject to the Rating Agency Condition and at its own expense, (i) secure 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, (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, or (iii) take any other action that satisfies the Rating Agency Condition. For purposes of this provision, “Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder that the party acting or failing to act must consult with each of the Swap Rating Agencies then providing a rating of the Certificates and any Notes and receive from each of the Swap Rating Agencies a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of any Certificates or any Notes.

16) Compliance with Regulation AB.

(i) BSFP agrees and acknowledges that Citigroup Mortgage Loan Trust Inc. (“Depositor”) is required under Regulation AB under the Securities Act of 1933, as amended, and the Securities Exchange Act of 1934, as amended (the “Exchange Act”) (“Regulation AB”), to disclose certain financial information regarding BSFP or its group of affiliated entities, if applicable, depending on the aggregate “significance percentage” of this Agreement and any other derivative contracts between BSFP or its group of affiliated entities, if applicable, and Counterparty, as calculated from time to time in accordance with Item 1115 of Regulation AB.

(ii) It shall be a cap disclosure event (“Cap Disclosure Event”) if, on any Business Day after the date hereof, Depositor requests from BSFP the applicable financial information described in Item 1115 of Regulation AB (such request to be based on a reasonable determination by Depositor or Cap Trustee, in good faith, that such information is required under Regulation AB) (the “Cap Financial Disclosure”).

(iii) Upon the occurrence of a Cap Disclosure Event, BSFP, at its own expense, shall either (1)(a) either (i) provide to the Depositor the current Cap Financial Disclosure in an EDGAR-compatible format (for example, such information may be provided in Microsoft Word® or Microsoft Excel® format but not in .pdf format) or (ii) provide written consent to the Depositor to incorporation by reference of such current Cap Financial Disclosure that are filed with the Securities and Exchange Commission in the Exchange Act Reports of the Depositor, (b) if applicable, cause its outside accounting firm to provide its consent to filing or incorporation by reference in the Exchange Act Reports of the Depositor of such accounting firm’s report relating to their audits of such current Cap Financial Disclosure, and (c) provide to the Depositor any updated Cap Financial Disclosure with respect to Party A or any entity that consolidates BSFP within five days of the release of any such updated Cap Financial Disclosure; (2) secure another entity to replace BSFP as party to this Agreement on terms substantially similar to this Agreement and subject to prior notification to the Rating Agencies, which entity (or a guarantor therefor) meets or exceeds the Approved Rating Thresholds (and which satisfies the Rating Agency Condition) and which entity is able to comply with the requirements of Item 1115 of Regulation AB or (3) obtain a guaranty of the BSFP’s obligations under this Agreement from an affiliate of the BSFP that is able to comply with the financial information disclosure requirements of Item 1115 of Regulation AB, such that disclosure provided in respect of the affiliate will satisfy any disclosure requirements applicable to BSFP, and cause such affiliate to provide Cap Financial Disclosure. If permitted by Regulation AB, any required Cap Financial Disclosure may be provided by incorporation by reference from reports filed pursuant to the Exchange Act.

(iv) BSFP agrees that, in the event that BSFP provides Cap Financial Disclosure to Depositor in accordance with paragraph 16(iii)(a) or causes its affiliate to provide Cap Financial Disclosure to Depositor in accordance with paragraph 16(iii)(c), it will indemnify and hold harmless Depositor, its respective directors or officers and any person controlling Depositor, from and against any and all losses, claims, damages and liabilities caused by any untrue statement or alleged untrue statement of a material fact contained in such Cap Financial Disclosure or caused by any omission or alleged omission to state in such Cap Financial Disclosure a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances under which they were made, not misleading.

17) Third Party Beneficiary. Depositor, to the extent of its right expressly set forth herein, shall be a third party beneficiary of this Agreement.

18) No transfer, amendment, waiver, supplement, assignment or other modification of this Transaction shall be permitted by either party unless (i) each of S&P, DBRS and Moody’s has been provided notice of the same and (ii) each of S&P, DBRS 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 any Certificates or Notes.

19) 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 Cap Trust and the proceeds thereof, in accordance with the terms of the Pooling and Servicing Agreement. In the event that the Cap Trust and the proceeds thereof, should be insufficient to satisfy all claims outstanding and following the realization of the account held by the Cap Trust and the proceeds thereof, any claims against or obligations of Counterparty under the ISDA Form Master Agreement or any other confirmation thereunder still outstanding shall be extinguished and thereafter not revive. The Cap Trustee 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 account held by the Cap 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.

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:
Citibank,N.A.
New York, NY 10005
ABA#021000089
Acct Name: Structured Finance Incoming Wire Account
Acct No. 3617-2242
Ref: CMLTI 2006-NC2 A/C#106050 CAP A/C

This Agreement may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.

Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to BSFP a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-2711. 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.
 
am




SCHEDULE I
(all such dates subject to adjustment in accordance with the Business Day Convention)

From and including
To but excluding
Notional Amount
(USD)
Effective Date
10/25/06
3,633,152.00
10/25/06
11/25/06
3,600,994.71
11/25/06
12/25/06
3,563,685.08
12/25/06
01/25/07
3,520,514.49
01/25/07
02/25/07
3,469,542.24
02/25/07
03/25/07
3,409,477.27
03/25/07
04/25/07
3,342,951.10
04/25/07
05/25/07
3,269,258.96
05/25/07
06/25/07
3,186,892.23
06/25/07
07/25/07
3,096,592.41
07/25/07
08/25/07
2,994,923.71
08/25/07
09/25/07
2,890,312.48
09/25/07
10/25/07
2,786,274.73
10/25/07
11/25/07
2,684,452.42
11/25/07
12/25/07
2,584,661.86
12/25/07
01/25/08
2,487,303.86
01/25/08
02/25/08
2,391,856.26
02/25/08
03/25/08
2,290,738.13
03/25/08
04/25/08
2,181,533.48
04/25/08
05/25/08
2,051,492.72
05/25/08
06/25/08
1,929,482.93
06/25/08
07/25/08
1,814,755.63
07/25/08
08/25/08
1,706,396.81
08/25/08
Termination Date
1,602,769.93
 

 
EXHIBIT J

FORM OF CAP ADMINISTRATION AGREEMENT

 
CAP ADMINISTRATION AGREEMENT
 
This Cap Administration Agreement, dated as of September 28, 2006 (this “Agreement”), among Citibank, N.A. (“Citibank”), as cap trustee for the cap trust (in such capacity, the “Cap Trustee”), as trust administrator under the Pooling and Servicing Agreement, as hereinafter defined (in such capacity, the “Trust Administrator”) and as cap administrator (in such capacity, the “Cap Administrator”) and Citigroup Global Markets Realty Corp. (“CGMRC”), as majority holder of the Class CE Certificates, or its designee.
 
WHEREAS, the Cap Trustee, on behalf of a separate trust established hereunder which holds an Interest Rate Cap Contract (the “Cap Contract”), a copy of which is attached hereto as Exhibit A, between the Cap Trustee and Bear Stearns Financial Products Inc. (as the “Cap Provider”) is a counterparty to the Cap Contract; and
 
WHEREAS, it is desirable to irrevocably appoint the Cap Trustee, and the Cap Trustee desires to accept such appointment, to receive and distribute funds payable by the Cap Provider to the Cap Trustee under the Cap Contract as provided herein;
 
NOW, THEREFORE, in consideration of the mutual covenants contained herein, and for other good and valuable consideration, the receipt and adequacy of which are hereby acknowledged, the parties agree as follows:
 
1.  Definitions. Capitalized terms used but not otherwise defined herein shall have the respective meanings assigned thereto in the Pooling and Servicing Agreement, dated as of September 1, 2006 (the “Pooling and Servicing Agreement”), among Citigroup Mortgage Loan Trust Inc., as Depositor, Wells Fargo Bank, N.A., as servicer, the Trust Administrator and the Trustee relating to the Citigroup Mortgage Loan Trust 2006-NC2 (the “Trust”), Asset-Backed Pass-Through Certificates, Series 2006-NC2 (the “Certificates”), or in the related Indenture as the case may be, as in effect on the date hereof.
 
2.  Cap Trust. There is hereby established a separate trust (the “Cap Trust”), into which the Cap Trustee shall deposit the Cap Contract. The Cap Trust shall be maintained by the Cap Trustee and administered on its behalf by the Cap Administrator. The sole assets of the Cap Trust shall be the Cap Contract and the Cap Trust Account. For the avoidance of doubt, the parties hereto acknowledge and agree that all functions of the Cap Trustee hereunder shall be performed on its behalf by the Cap Administrator.
 
3.  Cap Trustee.
 
(a)  The Cap Trustee is hereby irrevocably appointed to receive all funds paid to the Cap Trustee by the Cap Provider under the Cap Contract (including any Cap Termination Payment) and the Cap Trustee accepts such appointment and hereby agrees to receive such amounts, deposit such amounts into the Cap Trust Account and to distribute on each Distribution Date such amounts in the following order of priority:
 
(i)  first, for deposit into the Cap Account (established under the Pooling and Servicing Agreement), an amount equal to the aggregate amount required for distribution to the holders of the Floating Rate Certificates pursuant to Section 4.01(a)(b)(i) through 4.01(a)(b)(vi) of the Pooling and Servicing Agreement;
 
(ii)  second, to CGMRC, as majority holder of the Class CE Certificates, or its designee, any amounts remaining after payment of (i) above, provided, however, upon the issuance of notes by an issuer (the “Trust”), secured by all or a portion of the Class CE Certificates and the Class P Certificates (the “NIM Notes”), CGMRC, as majority holder of the Class CE Certificates, or its designee, hereby instructs the Cap Trustee to make any payments under this clause 3(a)(ii):
 
(A)  to the Indenture Trustee for the Trust, for deposit into the Note Account (each as defined in the related Indenture), for distribution in accordance with the terms of the Indenture until satisfaction and discharge of the Indenture; and
 
(B)  after satisfaction and discharge of the Indenture, to the Holders of the Class CE Certificates, pro rata based on the outstanding Notional Amount of each such Certificate.
 
(b)  The Cap Trustee agrees to hold any amounts received from the Cap Provider in trust upon the terms and conditions and for the exclusive use and benefit of the Trust Administrator (in turn for the benefit of the Certificateholders, the Noteholders and CGMRC) as set forth herein. The rights, duties and liabilities of the Cap Trustee in respect of this Agreement shall be as follows:
 
(i) The Cap Trustee shall have the full power and authority to do all things not inconsistent with the provisions of this Agreement that may be deemed advisable in order to enforce the provisions hereof. The Cap Trustee shall not be answerable or accountable except for its own bad faith, willful misconduct or negligence. The Cap Trustee shall not be required to take any action to exercise or enforce any of its rights or powers hereunder which, in the opinion of the Cap Trustee, shall be likely to involve expense or liability to the Cap Trustee, unless the Cap Trustee shall have received an agreement satisfactory to it in its sole discretion to indemnify it against such liability and expense.
 
(ii) The Cap Trustee shall not be liable with respect to any action taken or omitted to be taken by it in good faith in accordance with the direction of any party hereto, or otherwise as provided herein, relating to the time, method and place of conducting any proceeding for any remedy available to the Cap Trustee or exercising any right or power conferred upon the Cap Trustee under this Agreement.
 
(iii) The Cap Trustee may perform any duties hereunder either directly or by or through agents or attorneys of the Cap Trustee. The Cap Trustee shall not be liable for the acts or omissions of its agents or attorneys so long as the Cap Trustee chose such Persons with due care.
 
4.  Cap Trust Account. The Cap Trustee shall segregate and hold all funds received from the Cap Provider (including any Cap Termination Payment) separate and apart from any of its own funds and general assets and shall establish and maintain in the name of the Cap Trustee one or more segregated accounts (the “Cap Trust Account”).
 
        5.     Replacement Cap Contracts.
 
The Cap Trustee shall, at the direction of CGMRC, as majority holder of the Class CE Certificates, or its designee, enforce all of its rights and exercise any remedies under the Cap Contract. In the event the Cap Contract is terminated as a result of the designation by either party thereto of an Early Termination Date (as defined therein), CGMRC, as majority holder of the Class CE Certificates, or its designee, shall find a replacement counterparty to enter into a replacement cap contract.
 
Any Cap Termination Payment received by the Cap Trustee from the Cap Provider shall be deposited into the Cap Trust Account and shall be used to make any upfront payment required under a replacement cap contract and any upfront payment received from the counterparty to a replacement cap contract shall be used to pay any Cap Termination Payment owed to the Cap Provider.
 
Notwithstanding anything contained herein, in the event that a replacement cap contract cannot be obtained within 30 days after receipt by the Cap Trustee of the Cap Termination Payment paid by the terminated Cap Provider, the Cap Trustee shall deposit such Cap Termination Payment into the Cap Trust Account and the Cap Trustee shall, on each Distribution Date, withdraw from such account, an amount equal to the Cap Payment, if any, that would have been paid to the Cap Trust by the original Cap Provider (computed in accordance with Exhibit A) and distribute such amount in accordance with Section 3(a) of this Agreement. On the Distribution Date immediately after the termination date of the original Cap Contract, the Cap Trustee shall withdraw any funds remaining in the Cap Account and distribute such amount in accordance with Section 3(a)(ii) of this Agreement.
 
Upon an early termination of the Cap Contract, other than in connection with the optional termination of the Trust pursuant to Section 9.01 of the Pooling and Servicing Agreement, the Cap Trustee will use reasonable efforts to appoint a successor cap contract provider. The Cap Trustee will apply any termination payment received from the original Cap Provider in connection with such early termination of the Cap Contract to the upfront payment required to appoint the successor cap contract provider. If the Cap Trustee is unable to appoint a successor cap contract provider within 30 days of the early termination of the Cap Contract, then the Cap Trustee will establish, and will deposit any termination payment received from the original Cap Provider into, a separate, non-interest bearing reserve account (a “Cap Termination Reserve Account”) and will, on each subsequent Distribution Date, withdraw from the amount then remaining on deposit in the Cap Termination Reserve Account an amount equal to the payment, if any, that would have been paid to the Cap Trustee by the original Cap Provider calculated in accordance with the terms of the original Cap Contract, and distribute such amount in accordance with Section 3(a) hereof.
 
Upon an early termination of the Cap Contract in connection with the optional termination of the Trust pursuant to Section 9.01 of the Pooling and Servicing Agreement, if the Cap Trustee receives a termination payment from the Cap Provider, such termination payment will be distributed in accordance with Section 3(a) hereof.
 
 
6.  Representations and Warranties of U.S. Bank. U.S. Bank represents and warrants as follows:
 
(a)  U.S. Bank is duly organized and validly existing as a national trust company under the laws of the United States and has all requisite power and authority to execute and deliver this Agreement, to perform its obligations as Cap Trustee hereunder.
 
(b)  The execution, delivery and performance of this Agreement by U.S. Bank as Trustee have been duly authorized in the Pooling and Servicing Agreement.
 
(c)  This Agreement has been duly executed and delivered by U.S. Bank as Cap Trustee, the Trustee and the Trustee and is enforceable against U.S. Bank in such capacities in accordance with its terms, except as enforceability may be affected by bankruptcy, insolvency, fraudulent conveyance, reorganization, moratorium and other similar laws relating to or affecting creditors’ rights generally, general equitable principles (whether considered in a proceeding in equity or at law).
 
         7.    Replacement of Cap Trustee.
 
Any corporation, bank, trust company or association into which the Cap Trustee may be merged or converted or with which it may be consolidated, or any corporation, bank, trust company or association resulting from any merger, conversion or consolidation to which the Cap Trustee shall be a party, or any corporation, bank, trust company or association succeeding to all or substantially all the corporate trust business of the Cap Trustee, shall be the successor of the Cap Trustee hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, except to the extent that assumption of its duties and obligations, as such, is not effected by operation of law.
 
No resignation or removal of the Cap Trustee and no appointment of a successor Cap Trustee shall become effective until the appointment by CGMRC, as majority holder of the Class CE Certificates, or its designee, of a successor Cap Trustee. Any successor Cap Trustee shall execute such documents or instruments necessary or appropriate to vest in and confirm to such successor Cap Trustee all such rights and powers conferred by this Agreement.
 
The Cap Trustee may resign at any time by giving written notice thereof to the other parties hereto. If a successor cap trustee shall not have accepted the appointment hereunder within 30 days after the giving by the resigning Cap Trustee of such notice of resignation, the resigning Cap Trustee may petition any court of competent jurisdiction for the appointment of a successor Cap Trustee.
 
In the event of a resignation or removal of the Cap Trustee, CGMRC, as majority holder of the Class CE Certificates, or its designee, shall promptly appoint a successor Cap Trustee.
 
           8.  Cap Trustee Obligations.
 
Whenever the Cap Trustee, as a party to the Cap Contract, has the option or is requested in such capacity, whether such request is by the Cap Provider, to take any action or to give any consent, approval or waiver that it is on behalf of the Cap Trust entitled to take or give in such capacity, including, without limitation, in connection with an amendment of such agreement or the occurrence of a default or termination event thereunder, the Cap Trustee shall promptly notify the parties hereto, of such request in such detail as is available to it and, shall, on behalf of the parties hereto, take such action in connection with the exercise and/or enforcement of any rights and/or remedies available to it in such capacity with respect to such request as CGMRC, as majority holder of the Class CE Certificates, or its designee, shall direct in writing; provided that if no such direction is received prior to the date that is established for taking such action or giving such consent, approval or waiver (notice of which date shall be given by the Cap Trustee to the parties hereto, if any), the Cap Trustee may abstain from taking such action or giving such consent, approval or waiver.
 
The Cap Trustee shall forward to the parties hereto, on the Distribution Date following its receipt thereof copies of any and all notices, statements, reports and/or other material communications and information (collectively, the “Cap Reports”) that it receives in connection with the Cap Contract or from the counterparty thereto.
 
           9.  Miscellaneous.
 
(a)  This Agreement shall be governed by and construed in accordance with the laws of the State of New York.
 
(b)  Any action or proceeding against any of the parties hereto relating in any way to this Agreement may be brought and enforced in the courts of the State of New York sitting in the borough of Manhattan or of the United States District Court for the Southern District of New York and the Cap Trustee irrevocably submits to the jurisdiction of each such court in respect of any such action or proceeding. The Cap Trustee waives, to the fullest extent permitted by law, any right to remove any such action or proceeding by reason of improper venue or inconvenient forum.
 
(c)  This Agreement may be amended, supplemented or modified in writing by the parties hereto, but only with the consent of CGMRC.
 
(d)  This Agreement may not be assigned or transferred without the prior written consent of CGMRC and the NIMS Insurer, if any; provided, however, the parties hereto acknowledge and agree to the assignment of the rights of CGMRC, as majority holder of the Class CE Certificates, or its designee, pursuant to the Sale Agreement, the Trust Agreement and the Indenture.
 
(e)  This Agreement may be executed by one or more of the parties to this Agreement on any number of separate counterparts (including by facsimile transmission), and all such counterparts taken together shall be deemed to constitute one and the same instrument.
 
(f)  Any provision of this Agreement which is prohibited or unenforceable in any jurisdiction shall, as to such jurisdiction, be ineffective to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof, and any such prohibition or unenforceability in any jurisdiction shall not invalidate or render unenforceable such provision in any other jurisdiction.
 
(g)  The representations and warranties made by the parties to this Agreement shall survive the execution and delivery of this Agreement. No act or omission on the part of any party hereto shall constitute a waiver of any such representation or warranty.
 
(h)  The article and section headings herein are for convenience of reference only, and shall not limit or otherwise affect the meaning hereof.
 
(i)  The representations and warranties made by the parties to this Agreement shall survive the execution and delivery of this Agreement. No act or omission on the part of any party hereto shall constitute a waiver of any such representation or warranty.
 
10.  Third-Party Beneficiary. The Indenture Trustee, if any, shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.
 
11.    Cap Trustee and Cap Administrator Rights. The Cap Trustee and the Cap Administrator shall be entitled to the same rights, protections and indemnities afforded to the Trust Administrator under the Pooling and Servicing Agreement as if specifically set forth herein with respect to the Cap Trustee and the Cap Administrator.
 
12.    Limited Recourse. It is expressly understood and agreed by the parties hereto that this Agreement is executed and delivered by the Trust Administrator, not in its individual capacity but solely as Trust Administrator under the Pooling and Servicing Agreement. Notwithstanding any other provisions of this Agreement, the obligations of the Trust Administrator under this Agreement are non-recourse to the Trust Administrator, its assets and its property, and shall be payable solely from the assets of the Trust Fund, and following realization of such assets, any claims of any party hereto shall be extinguished and shall not thereafter be reinstated. No recourse shall be had against any principal, director, officer, employee, beneficiary, shareholder, partner, member, Trust Administrator, agent or affiliate of the Trust Administrator or any person owning, directly or indirectly, any legal or beneficial interest in the Trust Administrator, or any successors or assigns of any of the foregoing (the “Exculpated Parties”) for the payment of any amount payable under this Agreement. The parties hereto shall not enforce the liability and obligations of the Trust Administrator to perform and observe the obligations contained in this Agreement by any action or proceeding wherein a money judgment establishing any personal liability shall be sought against the Trust Administrator, subject to the following sentence, or the Exculpated Parties. The agreements in this paragraph shall survive termination of this Agreement and the performance of all obligations hereunder.
 

IN WITNESS WHEREOF, the parties have caused this Agreement to be duly executed and delivered as of the day and year first above written.
     
 
CITIBANK, N.A.
as Cap Trustee and Cap Administrator
 
 
 
 
 
 
  By:    
 
 
Name: 
Title:
     
 
CITIBANK, N.A.
not in its individual capacity but solely as Trust
Administrator under the Pooling and Servicing
Agreement
 
 
 
 
 
 
  By:    
 
 
Name:
Title:
     
 
CITIGROUP GLOBAL MARKETS REALTY
CORP. as majority holder of the Class CE Certificates
 
 
 
 
 
 
  By:    
 
  Name:
Title:
 



EXHIBIT A
 
CAP AGREEMENT
 

 
SEE EXHIBIT I TO THE POOLING AND SERVICING AGREEMENT

 
 

 


BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009


DATE:
 
September 28, 2006
     
TO:
 
Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2 Asset-Backed Pass-Through Certificates, Series 2006-NC2
ATTENTION:
 
CMLTI 2006-NC2
TELEPHONE:
 
949-250-6464
     
TO:
 
Citibank, N.A., New York Branch
ATTENTION:
 
Phil Sears
TELEPHONE:
 
212-723-1145
FACSIMILE:
 
212-723-8604
     
FROM:
 
Derivatives Documentation
TELEPHONE:
 
212-272-2711
FACSIMILE: 
 
212-272-9857
     
RE:
 
Novation Confirmation 
     
REFERENCE NUMBER(S):
 
FXNSC8672
 
The purpose of this letter is to confirm the terms and conditions of the Novation Transaction entered into between the parties and effective from the Novation Date specified below. This Novation Confirmation constitutes a “Confirmation” as referred to in the New Agreement specified below.

1.  The definitions and provisions contained in the 2004 ISDA Novation Definitions (the “Definitions”) and the terms and provisions of the 2000 ISDA Definitions, as published by the International Swaps and Derivatives Association, Inc. and amended from time to time, are incorporated in this Novation Confirmation. In the event of any inconsistency between (i) the Definitions, (ii) the 2000 ISDA Definitions and/or (iii) the Novation Agreement and this Novation Confirmation, this Novation Confirmation will govern.

2.   The terms of the Novation Transaction to which this Novation Confirmation relates are as follows:

 
Novation Trade Date:
September 28, 2006
 
Novation Date:
September 28, 2006
 
Novated Amount:
USD 1,504,365.88
 
Transferor:
Citibank, N.A.
 
Transferee:
Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2 Asset-Backed Pass-Through Certificates, Series 2006-NC2
 
Remaining Party:
Bear Stearns Financial Products Inc.
 
New Agreement (between Transferee and
Remaining Party):
The Master Agreement as defined in the New Confirmation

 

Reference Number: FXNSC8672 - Novation Confirmation  
Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2 Asset-Backed Pass-Through Certificates, Series 2006-NC2
September 28, 2006
 
 
3.  The terms of the Old Transaction to which this Novation Confirmation relates, for identification purposes, are as follows:

 
Trade Date of Old Transaction:
September 11, 2006
 
Effective Date of Old Transaction:
September 25, 2008
 
Termination Date of Old Transaction:
October 25, 2011

4.  The terms of the New Transaction to which this Novation Confirmation relates shall be as specified in the New Confirmation attached hereto as Exhibit A.

 
Full First Calculation Period:
Applicable

5. Offices:
 
 
Transferor:
Not Applicable
 
Transferee:
Not Applicable
 
Remaining Party:
Not Applicable

The parties confirm their acceptance to be bound by this Novation Confirmation as of the Novation Date by executing a copy of this Novation Confirmation and returning a facsimile of the fully-executed Novation Confirmation to 212-272-9857. The Transferor, by its execution of a copy of this Novation Confirmation, agrees to the terms of the Novation Confirmation as it relates to the Old Transaction. The Transferee, by its execution of a copy of this Novation Confirmation, agrees to the terms of the Novation Confirmation as it relates to the New Transaction. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-2711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6223.

Bear Stearns Financial Products Inc.
 
 
 
By: _____________________________
Name:
Title:
Date
Citibank, N.A., New York Branch
 
 
 
By: _____________________________
As authorized agent or officer for
Citibank, N.A.
Name:
Title:
Date
   
Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2 Asset-Backed Pass-Through Certificates, Series 2006-NC2
 
By: _____________________________
Name:
Title:
Date
 

am

 


BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
 
DATE:
 
September 28, 2006
     
TO:
 
Citibank, N.A., New York Branch
ATTENTION:
 
Phil Sears
TELEPHONE:
 
212-723-1145
FACSIMILE:
 
212-723-8604
     
FROM:
 
Derivatives Documentation
TELEPHONE:
 
212-272-2711
FACSIMILE: 
 
212-272-9857
     
SUBJECT:
 
Fixed Income Derivatives Confirmation and Agreement
     
REFERENCE NUMBER:
 
FXNSC8672- Amended
 
This Confirmation and Agreement is amended and supersedes all previous Confirmations and Agreements regarding this Transaction.

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 Citibank, N.A., New York Branch ("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 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. All provisions contained in, or incorporated by reference to, the ISDA Form Master Agreement shall govern the Transaction referenced in this Confirmation, except as expressly modified below. 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.

2.         The terms of the particular Transaction to which this Confirmation relates are as follows:

Notional Amount:                                   With respect to any Calculation Period, the amount set forth for such period in Schedule I attached hereto

Trade Date:                                               September 11, 2006

 
Effective Date:
     
September 25, 2008

Termination Date:           October 25, 2011, 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 Amounts:

   
Fixed Rate Payer:
Counterparty

Fixed Rate Payer
Period End Dates:                      The 25th calendar day of each month during the Term of this Transaction, commencing October 25, 2008 and ending on the Termination Date, with No Adjustment.

Fixed Rate Payer
Payment Dates:                           Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be two Business Days preceding each Fixed Rate Payer Period End Date.

   
Fixed Rate:
5.15000%
 
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 October 25, 2008 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.

Floating Rate Payer
Payment Dates:                            Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be two Business Days preceding each Floating Rate Payer Period End Date.

Floating Rate for initial
   
Calculation Period:
To be determined.

   
Floating Rate Option:
USD-LIBOR-BBA; provided however, that for purposes of this Transaction, Section 7.1(w)(xvii) and (xx) of the Definitions are hereby amended by deleting all references to “two London Banking Days” and replacing such clause with “two London and New York Banking Days”.

Floating Amount:                        To be determined in accordance with the following formula:

       
250 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction.

   
Designated Maturity:
One month

   
Spread:
None

Floating Rate Day
   
Count Fraction:
Actual/360

   
Reset Dates:
The first day of each Calculation Period.

   
Compounding:
Inapplicable

Business Days:                                        New York

Business Day Convention:                    Following

Additional Amount:                                In connection with entering into this Transaction ^USD 1,500 is payable by BSFP to Counterparty on September 28, 2006.

3.        Additional Provisions:                           Each party hereto is hereby advised and acknowledges that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Confirmation relating to such Transaction, as applicable. This paragraph shall be deemed repeated on the trade date of each Transaction.

4.
Provisions Deemed Incorporated in a Schedule to the ISDA Form Master Agreement:

1)  The parties agree that subparagraph (ii) of Section 2(c) of the ISDA Form Master Agreement will apply to any Transaction.

2) Termination Provisions. For purposes of the ISDA Form Master Agreement:

(a) "Specified Entity" is not applicable to BSFP or Counterparty for any purpose.

(b) "Specified Transaction" is not applicable to BSFP or Counterparty for any purpose, and, accordingly, Section 5(a)(v) shall not apply to BSFP or Counterparty.

(c) The "Cross Default" provisions of Section 5(a)(vi) will not apply to BSFP or to Counterparty.

(d) The "Credit Event Upon Merger" provisions of Section 5(b)(iv) will not apply to BSFP or Counterparty.

(e) The "Automatic Early Termination" provision of Section 6(a) will not apply to BSFP or to Counterparty.

(f) Payments on Early Termination. For the purpose of Section 6(e) of the ISDA Form Master Agreement:

(i) Market Quotation will apply.

(ii) The Second Method will apply.

(g) "Termination Currency" means United States Dollars.

3) Tax Representations. Not applicable

4) [Reserved]

5) Documents to be Delivered. For the purpose of Section 4(a) of the ISDA Form Master Agreement:

(1) Tax forms, documents, or certificates to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
     
BSFP and
the Counterparty
Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate
Promptly after the earlier of (i) reasonable demand by either party or (ii) learning that such form or document is required
 
(2) Other documents to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
Covered by Section 3(d) Representation
       
BSFP and
the Counterparty
Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver this Agreement, any Confirmation , and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under this Agreement, such Confirmation and/or Credit Support Document, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes
       
BSFP and
the Counterparty
A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing this Agreement, any relevant Credit Support Document, or any Confirmation, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes

6) Miscellaneous. Miscellaneous

(a)
Address for Notices: For the purposes of Section 12(a) of the ISDA Form Master Agreement:

Address for notices or communications to BSFP:

Address:    383 Madison Avenue, New York, New York 10179
Attention:  DPC Manager
Facsimile:   (212) 272-5823

with a copy to:

Address:    One Metrotech Center North, Brooklyn, New York 11201
Attention:   Derivative Operations - 7th Floor
Facsimile:   (212) 272-1634

(For all purposes)

Address for notices or communications to the Counterparty:

Address:    Citibank, N.A.
 390 Greenwich Street - 6th Floor
Attention:  Phil Sears
Facsimile:   212-723-8604 
Phone:        212-723-1145

(For all purposes)

(b)          Process Agent. For the purpose of Section 13(c) of the ISDA Form Master Agreement:

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) of the ISDA Form Master Agreement will not apply to this Agreement; neither BSFP nor the Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of the ISDA Form Master Agreement, it shall not in future have any Office other than one in the United States.

(d)
Multibranch Party. For the purpose of Section 10(c) of the ISDA Form Master Agreement:

BSFP is not a Multibranch Party.

 
The Counterparty is 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 which would qualify as a Reference Market-maker to act as Calculation Agent.

(f)            Credit Support Document. Not applicable for either BSFP or the Counterparty.

(g)
Credit Support Provider.

BSFP: Not Applicable

The Counterparty: Not Applicable

(h)
Governing Law. The parties to this Agreement hereby agree that the law of the State of New York shall govern their rights and duties in whole.

(i)            Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) for any reason, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties.

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

(j)
Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between officers or employees of the parties, waives any further notice of such monitoring or recording, and agrees to notify its officers and employees of such monitoring or recording.

(k)           Waiver of Jury Trial. Each party waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement or any Credit Support Document.

7) "Affiliate" will have the meaning specified in Section 14 of the ISDA Form Master Agreement, provided that BSFP shall not be deemed to have any Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii) of the ISDA Form Master Agreement.

8) Section 3 of the ISDA Form Master Agreement is hereby amended by adding at the end thereof the following subsection (g):

“(g) Relationship Between Parties.

   
Each party represents to the other party on each date when it enters into a Transaction that:--

(1) Nonreliance. It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction.

(2) Evaluation and Understanding.

(i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction; and

(ii) It understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise.

(3) Purpose. It is 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) Principal. It is entering into the Transaction as principal, and not as agent or in any other capacity, fiduciary or otherwise.”

   
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN BSFP IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS AGREEMENT.

5.         Account Details and
Settlement Information:                         Payments to BSFP:
   
Citibank, N.A., New York
ABA Number: 021-0000-89, for the account of
Bear, Stearns Securities Corp.
Account Number: 0925-3186, for further credit to
Bear Stearns Financial Products Inc.
Sub-account Number: 102-04654-1-3
Attention: Derivatives Department 
         
Payments to Counterparty:
[Please provide]


This Agreement may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.




Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to BSFP a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-2711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.

We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.

Very truly yours,

BEAR STEARNS FINANCIAL PRODUCTS INC.



By: _______________________________ 
Name:
Title:    


Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.

CITIBANK, N.A., NEW YORK BRANCH 



By: _______________________________
As authorized agent or officer for Citibank, N.A., New York Branch 
Name: 
Title:

am




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
10/25/08
^1,504,365.88
10/25/08
11/25/08
1,411,977.14
11/25/08
12/25/08
1,325,521.08
12/25/08
01/25/09
1,244,667.14
01/25/09
02/25/09
1,166,937.78
02/25/09
03/25/09
1,096,241.11
03/25/09
04/25/09
1,044,918.00
04/25/09
05/25/09
995,919.95
05/25/09
06/25/09
949,129.06
06/25/09
07/25/09
904,434.27
07/25/09
08/25/09
861,730.56
08/25/09
09/25/09
820,930.58
09/25/09
10/25/09
781,937.17
10/25/09
11/25/09
781,937.17
11/25/09
12/25/09
781,937.17
12/25/09
01/25/10
763,031.68
01/25/10
02/25/10
735,965.11
02/25/10
03/25/10
709,867.30
03/25/10
04/25/10
684,703.48
04/25/10
05/25/10
660,437.15
05/25/10
06/25/10
637,036.07
06/25/10
07/25/10
614,469.22
07/25/10
08/25/10
592,706.68
08/25/10
09/25/10
571,720.02
09/25/10
10/25/10
551,481.78
10/25/10
11/25/10
531,964.27
11/25/10
12/25/10
513,141.66
12/25/10
01/25/11
494,989.07
01/25/11
02/25/11
477,482.49
02/25/11
03/25/11
460,598.93
03/25/11
04/25/11
444,316.26
04/25/11
05/25/11
428,612.61
05/25/11
06/25/11
413,466.00
06/25/11
07/25/11
398,856.01
07/25/11
08/25/11
384,759.62
08/25/11
09/25/11
371,153.10
09/25/11
Termination Date
358,016.98



 


BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009


Exhibit A

DATE:
 
September 28, 2006
 
   
TO:
 
Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Certificates, Series 2006-NC2
ATTENTION:
 
CMLTI 2006-NC2
TELEPHONE:
 
949-250-6464
     
FROM:
 
Derivatives Documentation
TELEPHONE:
 
212-272-2711
FACSIMILE: 
 
212-272-9857
     
SUBJECT:
 
Fixed Income Derivatives Confirmation and Agreement
     
REFERENCE NUMBER:
 
FXNSC8672
 
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 Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2 ("Counterparty") under the Pooling and Servicing Agreement, dated as of September 1, 2006, among Citibank, N.A., as Trust Administrator, Citigroup Mortgage Loan Trust Inc., as Depositor, Wells Fargo Bank N.A., as Servicer, and U.S. Bank, National Association, as Trustee (the “Pooling and Servicing Agreement”). This letter agreement constitutes the sole and complete "Confirmation," as referred to in the "ISDA Form Master Agreement" (as defined below), as well as a “Schedule” as referred to in the ISDA Form Master Agreement.

1.         This Agreement is subject to the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). You and we have agreed to enter into this Agreement in lieu of negotiating a Schedule to the 1992 ISDA Master Agreement (Multicurrency—Cross Border) form (the "ISDA Form Master Agreement") but, rather, an ISDA Form Master Agreement shall be deemed to have been executed by you and us on the date we entered into the Transaction. In the event of any inconsistency between the provisions of this Agreement and the Definitions or the ISDA Form Master Agreement, this Agreement shall prevail for purposes of the Transaction. Terms capitalized but not defined herein shall have the meanings attributed to them in the Pooling and Servicing Agreement.
 

Reference Number: FXNSC8672
Citibank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2
September 28, 2006
 
 
2.        The terms of the particular Transaction to which this Confirmation relates are as follows:

Notional Amount:                                  With respect to any Calculation Period, the amount set forth for such period in Schedule I.

Trade Date:                                              September 28, 2006

Effective Date:                                         September 25, 2008

Termination Date:                                   October 25, 2011, 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 October 25, 2008, and ending on the Termination Date, with No Adjustment.

Fixed Rate Payer
Payment Dates:                            Early Payment shall be applicable. The Fixed Rate Payer Payment Date shall be two Business Days prior to each Fixed Rate Payer Period End Date.

   
Fixed Rate:
5.15000%
 
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 October 25, 2008, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.
 
Floating Rate Payer
Payment Dates:                            Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be two Business Days prior to each Floating Rate Payer Period End Date.

Floating Rate for initial
   
Calculation Period:
To be determined.

   
     Floating Rate Option:
USD-LIBOR-BBA; provided however, that for purposes of this Transaction, Section 7.1(w)(xvii) and (xx) of the Definitions are hereby amended by deleting all references to “two London Banking Days” and replacing such clause with “two London and New York Banking Days”.
 
Floating Amount:                        To be determined in accordance with the following formula:

       
250 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction.

Designated Maturity:                 One month

   
Spread:
None

Floating Rate Day
Count Fraction:                            Actual/360

Reset Dates:                                 The first day of each Calculation Period.

Compounding:                             Inapplicable

Business Days:                                       New York

Business Day Convention:                   Following

Additional Amount:                               Inapplicable. Additional Amount has been paid under the Old Transaction.

3.        Additional Provisions:                           Each party hereto is hereby advised and acknowledges that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Confirmation relating to such Transaction, as applicable. This paragraph shall be deemed repeated on the trade date of each Transaction.

4.
Provisions Deemed Incorporated in a Schedule to the ISDA Form Master Agreement:

1)  The parties agree that subparagraph (ii) of Section 2(c) of the ISDA Form Master Agreement will apply to any Transaction.

2) Termination Provisions. For purposes of the ISDA Form Master Agreement:

(a) "Specified Entity" is not applicable to BSFP or Counterparty for any purpose.

(b) “Breach of Agreement” provision of Section 5(a)(ii) will not apply to BSFP or Counterparty.

(c) “Credit Support Default” provisions of Section 5(a)(iii) will not apply to Counterparty and will not apply to BSFP unless BSFP has obtained a guarantee or posted collateral pursuant to paragraph 15 below.

(d) “Misrepresentation” provisions or Section 5(a)(iv) will not apply to BSFP or Counterparty.

(e) "Specified Transaction" is not applicable to BSFP or Counterparty for any purpose, and, accordingly, Section 5(a)(v) shall not apply to BSFP or Counterparty.

(f) The "Cross Default" provisions of Section 5(a)(vi) will not apply to BSFP or to Counterparty.

(g) The "Credit Event Upon Merger" provisions of Section 5(b)(iv) will not apply to BSFP or Counterparty.

(h)  The “Bankruptcy” provision of Section 5(a)(vii)(2) will be inapplicable to Counterparty.

(i) The "Automatic Early Termination" provision of Section 6(a) will not apply to BSFP or to Counterparty.

(j) Payments on Early Termination. For the purpose of Section 6(e):

(i) Market Quotation will apply.

(ii) The Second Method will apply.

(k) "Termination Currency" means United States Dollars.

3) Tax Representations.

(a) Payer Representations. For the purpose of Section 3(e) of the ISDA Form Master 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 the ISDA Form Master Agreement) to be made by it to the other party under this Agreement. In making this representation, it may rely on:

(i) the accuracy of any representations made by the other party pursuant to Section 3(f) of the ISDA Form Master Agreement;

(ii) the satisfaction of the agreement contained in Section 4(a)(i) or 4(a)(iii) of the ISDA Form Master Agreement and the accuracy and effectiveness of any document provided by the other party pursuant to Section 4(a)(i) or 4(a)(iii) of the ISDA Form Master Agreement; and

(iii) the satisfaction of the agreement of the other party contained in Section 4(d) of the ISDA Form Master Agreement, provided that it shall not be a breach of this representation where reliance is placed on clause (ii) and the other party does not deliver a form or document under Section 4(a)(iii) of the ISDA Form Master Agreement by reason of material prejudice to its legal or commercial position.

(b) Payee Representations. For the purpose of Section 3(f) of the ISDA Form Master 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:

Counterparty represents that it is the Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Citigroup Mortgage Loan Trust 2006-NC2, Asset-Backed Pass-Through Certificates, Series 2006-NC2 (the “Trust”) under the Pooling and Servicing Agreement.

4) Deduction or Withholding for Tax. 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.

5) Documents to be Delivered. For the purpose of Section 4(a) of the ISDA Form Master Agreement:

(1) Tax forms, documents, or certificates to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
     
BSFP and
the Counterparty
Any document required or reasonably requested to allow the other party to make payments under this Agreement without any deduction or withholding for or on the account of any Tax or with such deduction or withholding at a reduced rate
Promptly after the earlier of (i) reasonable demand by either party or (ii) learning that such form or document is required
 
(2) Other documents to be delivered are:

Party required to deliver document
Form/Document/
Certificate
Date by which to
be delivered
Covered by Section 3(d) Representation
       
BSFP and
the Counterparty
Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver this Agreement, any Confirmation , and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under this Agreement, such Confirmation and/or Credit Support Document, as the case may be
Upon the execution and delivery of this Agreement and such Confirmation
Yes
       
BSFP and
the Counterparty
A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing this Agreement, any relevant Credit Support Document, or any Confirmation, as the case may be.
Upon the execution and delivery of this Agreement and such Confirmation
Yes
       
Counterparty
An executed copy of the Pooling and Servicing Agreement
Within 30 days after the date of this Agreement.
No

6) Miscellaneous. Miscellaneous

(a)
Address for Notices: For the purposes of Section 12(a) of the ISDA Form Master Agreement:

Address for notices or communications to BSFP:

Address:          383 Madison Avenue, New York, New York 10179
Attention:        DPC Manager
Facsimile:         212-272-5823

with a copy to:

Address:          One Metrotech Center North, Brooklyn, New York 11201
Attention:        Derivative Operations - 7th Floor
Facsimile:         212-272-1634

(For all purposes)

Address for notices or communications to the Counterparty:

 
Address:         388 Greenwich Street
  14th Floor
  New York, New York 10013
Attention:       CMLTI 2006-NC2
Phone:  (949) 250-6464

(For all purposes)

(b) Process Agent. For the purpose of Section 13(c) of the ISDA Form Master Agreement:

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) of the ISDA Form Master Agreement will not apply to this Agreement; neither BSFP nor the Counterparty have any Offices other than as set forth in the Notices Section and BSFP agrees that, for purposes of Section 6(b) of the ISDA Form Master Agreement, it shall not in future have any Office other than one in the United States.

(d)
Multibranch Party. For the purpose of Section 10(c) of the ISDA Form Master Agreement:

BSFP is not a Multibranch Party.

 
The Counterparty is not a Multibranch Party.

(e)         Calculation Agent. The Calculation Agent is BSFP.

(f)            Credit Support Document.
 
BSFP: Not applicable, except for any guarantee or contingent agreement delivered pursuant to paragraph 15 below.

The Counterparty: Not Applicable

(g)
Credit Support Provider.

BSFP: Not Applicable for BSFP for so long as no Credit Support Document is delivered under paragraph 15 below, otherwise, the party that is the primary obligor under the Credit Support Document.

The Counterparty: Not Applicable

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

(i) Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) for any reason, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties.

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

(j) Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between officers or employees of the parties, waives any further notice of such monitoring or recording, and agrees to notify its officers and employees of such monitoring or recording.

(k) Waiver of Jury Trial. Each party waives any right it may have to a trial by jury in respect of any Proceedings relating to this Agreement or any Credit Support Document.

7) "Affiliate". Each of BSFP and Counterparty shall be deemed to have no Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii) of the ISDA Form Master Agreement.
 
8) Section 3 of the ISDA Form Master Agreement is hereby amended by adding at the end thereof the following subsection (g):

“(g) Relationship Between Parties.

   
Each party represents to the other party on each date when it enters into a Transaction that:--

(1) Nonreliance. It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction.

(2) Evaluation and Understanding.

(i)    BSFP is acting for its own account and Citibank, N.A., is acting as Supplemental Interest Trust Trustee on behalf of the Trust under the Pooling and Servicing Agreement, and not for its own account. Each Party has made its own independent decisions to enter into this Transaction and as to whether this Transaction is appropriate or proper for it based upon its own judgment and upon advice from such advisors as it has deemed necessary. It is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction; it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered investment advice or a recommendation to enter into this Transaction. It has not received from the other party any assurance or guarantee as to the expected results of this Transaction.

 
(ii)
It is capable of evaluating and understanding (on its own behalf or through independent professional advice), and understands and accepts, the terms, conditions and risks of this Transaction. It is also capable of assuming, and assumes, the financial and other risks of this Transaction.

(iii)  The other party is not acting as an agent or fiduciary or an advisor for it in respect of this Transaction.
 
(3) Purpose. It is an “eligible swap participant” as such term is defined in Section 35.1(b)(2) of the regulations (17 C.F.R 35) promulgated under, and an “eligible contract participant” as defined in Section 1(a)(12) of, the Commodity Exchange Act, as amended, and it is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business.”
 
9) Pooling and Servicing Agreement. BSFP hereby agrees that, notwithstanding any provision of this agreement to the contrary, Counterparty’s obligations to pay any amounts owing under this Agreement shall be subject to the Pooling and Servicing Agreement and BSFPS’s right to receive payment of such amounts shall be subject to the Pooling and Servicing Agreement.

10) Supplemental Interest Trust Trustee Capacity. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed and delivered by Citibank, N.A. (“Citibank”), not individually or personally but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust, (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 Citibank 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 Citibank, 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; provided that nothing in this paragraph shall relieve Citibank from performing its duties and obligations under the Pooling and Servicing Agreement in accordance with the standard of care set forth therein, (d) under no circumstances shall Citibank 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, other than due to its gross negligence or willful misconduct in performing the obligations of the Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement, (e) any resignation or removal of Citibank as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust shall require the assignment of this agreement to Citibank’s replacement, and (f) Citibank has been directed, pursuant to the Pooling and Servicing Agreement, to enter into this Agreement and to perform its obligations hereunder.

11) Proceedings.  BSFP shall not institute against or cause any other person to institute against, or join any other person in instituting against, the Counterparty or the trust created pursuant to the Pooling and Servicing Agreement, any bankruptcy, reorganization, arrangement, insolvency or liquidation proceedings, or other proceedings under any federal or state bankruptcy, dissolution or similar law, for a period of one year and one day (or, if longer, the applicable preference period) following indefeasible payment in full of the Certificates and any notes backed by the Certificates (“Notes”).

12) Set-off. Notwithstanding any provision of this Agreement or any other existing or future agreement, each party irrevocably waives any and all rights it may have to set off, net, recoup or otherwise withhold or suspend or condition payment or performance of any obligation between it and the other party hereunder against any obligation between it and the other party under any other agreements. The provisions for Set-off set forth in Section 6(e) of the Agreement shall not apply for purposes of this Transaction.

13) Additional Termination Events. The following Additional Termination Events will apply:

(a) If a Rating Agency Downgrade has occurred and BSFP has not complied with paragraph 15 below, then an Additional Termination Event shall have occurred with respect to BSFP and BSFP shall be the sole Affected Party with respect to such an Additional Termination Event.

(b) If, upon the occurrence of a Swap Disclosure Event (as defined in paragraph 16(ii) below) BSFP has not, within ten (10) days after such Swap Disclosure Event complied with any of the provisions set forth in paragraph 16(iii) 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.

(c) If, without the prior written consent of BSFP where such consent is required under the Pooling and Servicing Agreement (such consent not to be unreasonably withheld), an amendment or supplemental agreement is made to the Pooling and Servicing Agreement which amendment or supplemental agreement could reasonably be expected to have a material adverse effect on the interests of BSFP under this Agreement, 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 and all Transactions hereunder shall be Affected Transaction.

(d) If the Trustee is unable to pay, or fails or admits in writing its inability to pay, on any Distribution Date, any Senior Interest Distribution Amount with respect to the Class A Certificates or the ultimate payment of principal with respect to the Class A Certificates, in either case to the extent required pursuant to the terms of the Pooling and Servicing Agreement to be paid to the Class A Certificates on such Distribution Date, 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.

(e) An Additional Termination Event shall occur upon the notice to Certificateholders of an Optional Termination becoming unrescindable in accordance with Article IX of the Pooling and Servicing Agreement (such notice, the “Optional Termination Notice”).

With respect to such Additional Termination Event:

(i) Counterparty shall be the sole Affected Party and this Transaction shall be the sole Affected Transaction;

(ii) notwithstanding anything to the contrary in Section 6(b)(iv) of the ISDA Form Master Agreement or Section 6(c)(i) of the ISDA Form Master Agreement, the final Distribution Date specified in the Optional Termination Notice is hereby designated as the Early Termination Date in respect of all Affected Transactions;

(iii) Section 2(a)(iii)(2) of the ISDA Form Master Agreement shall not be applicable to any Affected Transaction; notwithstanding anything to the contrary in Section 6(c)(ii) of the ISDA Form Master Agreement, payments and deliveries under Section 2(a)(i) of the ISDA Form Master Agreement or Section 2(e) of the ISDA Form Master Agreement in respect of the Terminated Transactions will be required to be made through and including the Early Termination Date; provided, for the avoidance of doubt, that any such payments or deliveries that are made on or prior to the Early Termination Date will not be treated as Unpaid Amounts in determining the amount payable in respect of an Early Termination Date;

(iv) notwithstanding anything to the contrary in Section 6(d)(i) of the ISDA Form Master Agreement, (A) if, no later than 4:00 pm New York City time on the day that is four Business Days prior to the final Distribution Date specified in the Optional Termination Notice, the Trust Administrator requests the amount of the Estimated Swap Termination Payment, BSFP shall provide to the Terminator and the Trust Administrator in writing (which may be done in electronic format) the amount of the Estimated Swap Termination Payment no later than 2:00 pm New York City time on the following Business Day and (B) if the Trust Administrator  provides written notice (which may be done in electronic format) to BSFP no later than two Business Days prior to the final Distribution Date specified in the Optional Termination Notice that all requirements of the Optional Termination have been met, then BSFP shall, no later than one Business Day prior to the final Distribution Date specified in the Optional Termination Notice, make the calculations contemplated by Section 6(e) of the ISDA Form Master Agreement (as amended herein) and provide to the Trust Administrator in writing (which may be done in electronic format) the amount payable by either Counterparty or BSFP in respect of the related Early Termination Date; provided, however, that the amount payable by Counterparty, if any, in respect of the related Early Termination Date shall be the lesser of (x) the amount calculated to be due by the Counterparty pursuant to Section 6(e) of the ISDA Form Master Agreement and (y) the Estimated Swap Termination Payment; and

(v) notwithstanding anything to the contrary in Section 6(d)(ii) of the ISDA Form Master Agreement, any amount due from the Counterparty to BSFP in respect of the Early Termination Date will be payable on the Early Termination Date and any amount due from BSFP to the Counterparty in respect of the Early Termination Date will be payable one Business Day prior to the Early Termination Date.

“Estimated Swap Termination Payment” shall mean, with respect to an Early Termination Date, an amount determined by BSFP in its sole discretion as the maximum payment that could be owed by Counterparty with respect to such Early Termination Date pursuant to Section 6(e) of the ISDA Form Master Agreement taking into account then current market conditions.

The Trust Administrator  shall be an express third party beneficiary of this Agreement as if a party hereto to the extent of the Trust Administrator’s  rights specified in paragraph 13(e) hereof.

14) Amendment to the ISDA Form Master Agreement. The “Failure to Pay or Deliver” provision in Section 5(a)(i) is hereby amended by deleting the word “third” in the third line thereof and inserting the word “second” in place thereof.

15) Rating Agency Downgrade. In the event that BSFP’s long-term unsecured and unsubordinated debt rating is reduced below “AA-” by Standard and Poor’s Ratings Services, 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 Dominion Bond Ratings Service (“DBRS”), the “Swap Rating Agencies”, and such rating thresholds, “Approved Rating Thresholds”), then within 30 days after such rating withdrawal or downgrade (unless, within 30 days after such withdrawal or downgrade, each such Swap Rating Agency, as applicable, has reconfirmed the rating of the Cerificates and any Notes, which was in effect immediately prior to such withdrawal or downgrade), BSFP shall, at its own expense, subject to the Rating Agency Condition, (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, (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, or (iii) take any other action that satisfies the Rating Agency Condition. BSFP’s failure to do any of the foregoing shall constitute an Additional Termination Event with BSFP as the Affected Party. In the event that BSFP’s long-term unsecured and unsubordinated debt rating is withdrawn or reduced below “BBB-” by S&P, then within 10 Business Days after such rating withdrawal or downgrade, BSFP shall, subject to the Rating Agency Condition and at its own expense, (i) secure 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, (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, or (iii) take any other action that satisfies the Rating Agency Condition. For purposes of this provision, “Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder that the party acting or failing to act must consult with each of the Swap Rating Agencies then providing a rating of the Certificates and any Notes and receive from each of the Swap Rating Agencies a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of any Certificates or any Notes.

16) Compliance with Regulation AB.

(i) BSFP agrees and acknowledges that Citigroup Mortgage Loan Trust Inc. (“Depositor”) is required under Regulation AB under the Securities Act of 1933, as amended, and the Securities Exchange Act of 1934, as amended (the “Exchange Act”) (“Regulation AB”), to disclose certain financial information regarding BSFP or its group of affiliated entities, if applicable, depending on the aggregate “significance percentage” of this Agreement and any other derivative contracts between BSFP or its group of affiliated entities, if applicable, and Counterparty, as calculated from time to time in accordance with Item 1115 of Regulation AB.

(ii) It shall be a swap disclosure event (“Swap Disclosure Event”) if, on any Business Day after the date hereof, Depositor requests from BSFP the applicable financial information described in Item 1115 of Regulation AB (such request to be based on a reasonable determination by Depositor or Trust Administrator, in good faith, that such information is required under Regulation AB) (the “Swap Financial Disclosure”).

(iii) Upon the occurrence of a Swap Disclosure Event, BSFP, at its own expense, shall either (1)(a) either (i) provide to the Depositor the current Swap Financial Disclosure in an EDGAR-compatible format (for example, such information may be provided in Microsoft Word® or Microsoft Excel® format but not in .pdf format) or (ii) provide written consent to the Depositor to incorporation by reference of such current Swap Financial Disclosure that are filed with the Securities and Exchange Commission in the Exchange Act Reports of the Depositor, (b) if applicable, cause its outside accounting firm to provide its consent to filing or incorporation by reference in the Exchange Act Reports of the Depositor of such accounting firm’s report relating to their audits of such current Swap Financial Disclosure, and (c) provide to the Depositor any updated Swap Financial Disclosure with respect to Party A or any entity that consolidates BSFP within five days of the release of any such updated Swap Financial Disclosure; (2) secure another entity to replace BSFP as party to this Agreement on terms substantially similar to this Agreement and subject to prior notification to the Swap Rating Agencies, which entity (or a guarantor therefor) meets or exceeds the Approved Rating Thresholds (and which satisfies the Rating Agency Condition) and which entity is able to comply with the requirements of Item 1115 of Regulation AB or (3) obtain a guaranty of the BSFP’s obligations under this Agreement from an affiliate of the BSFP that is able to comply with the financial information disclosure requirements of Item 1115 of Regulation AB, such that disclosure provided in respect of the affiliate will satisfy any disclosure requirements applicable to BSFP, and cause such affiliate to provide Swap Financial Disclosure. If permitted by Regulation AB, any required Swap Financial Disclosure may be provided by incorporation by reference from reports filed pursuant to the Exchange Act.

(iv) BSFP agrees that, in the event that BSFP provides Swap Financial Disclosure to Depositor]in accordance with paragraph 16(iii)(a) or causes its affiliate to provide Swap Financial Disclosure to Depositor in accordance with paragraph 16(iii)(c), it will indemnify and hold harmless Depositor, its respective directors or officers and any person controlling Depositor, from and against any and all losses, claims, damages and liabilities caused by any untrue statement or alleged untrue statement of a material fact contained in such Swap Financial Disclosure or caused by any omission or alleged omission to state in such Swap Financial Disclosure a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances under which they were made, not misleading.

17) Third Party Beneficiary. Depositor, to the extent of its rights expressly set forther herein, shall be a third party beneficiary of this Agreement.

18) Transfer, Amendment and Assignment. No transfer, amendment, waiver, supplement, assignment or other modification of this Transaction shall be permitted by either party unless each of S&P, DBRS and Moody’s has been provided prior notice of the same and each of S&P, DBRS 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 any Certificates or any Notes.
 
19) Non-Recourse. Notwithstanding any provision herein or in the ISDA Form Master Agreement to the contrary, the obligations of Counterparty hereunder are limited recourse obligations of Counterparty, payable solely from the Swap Account and the proceeds thereof, in accordance with the terms of the Pooling and Servicing Agreement. In the event that the Swap Account and proceeds thereof should be insufficient to satisfy all claims outstanding and following the realization of the Swap Account and the proceeds thereof, any claims against or obligations of Counterparty under the ISDA Form Master Agreement or any other confirmation thereunder still outstanding shall be extinguished and thereafter not revive. The Supplemental Interest Trust Trustee 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 Swap Account 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.

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:
Citibank,N.A.
New York, NY 10005
ABA#021000089
Acct Name: Structured Finance Incoming Wire Account
Acct No. 3617-2242
Ref: CMLTI 2006-NC2 A/C#106053 SWAP A/C 

This Agreement may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.

Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to BSFP a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-2711. 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.
 

am




SCHEDULE I
(where for 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
10/25/08
1,504,365.88
10/25/08
11/25/08
1,411,977.14
11/25/08
12/25/08
1,325,521.08
12/25/08
01/25/09
1,244,667.14
01/25/09
02/25/09
1,166,937.78
02/25/09
03/25/09
1,096,241.11
03/25/09
04/25/09
1,044,918.00
04/25/09
05/25/09
995,919.95
05/25/09
06/25/09
949,129.06
06/25/09
07/25/09
904,434.27
07/25/09
08/25/09
861,730.56
08/25/09
09/25/09
820,930.58
09/25/09
10/25/09
781,937.17
10/25/09
11/25/09
781,937.17
11/25/09
12/25/09
781,937.17
12/25/09
01/25/10
763,031.68
01/25/10
02/25/10
735,965.11
02/25/10
03/25/10
709,867.30
03/25/10
04/25/10
684,703.48
04/25/10
05/25/10
660,437.15
05/25/10
06/25/10
637,036.07
06/25/10
07/25/10
614,469.22
07/25/10
08/25/10
592,706.68
08/25/10
09/25/10
571,720.02
09/25/10
10/25/10
551,481.78
10/25/10
11/25/10
531,964.27
11/25/10
12/25/10
513,141.66
12/25/10
01/25/11
494,989.07
01/25/11
02/25/11
477,482.49
02/25/11
03/25/11
460,598.93
03/25/11
04/25/11
444,316.26
04/25/11
05/25/11
428,612.61
05/25/11
06/25/11
413,466.00
06/25/11
07/25/11
398,856.01
07/25/11
08/25/11
384,759.62
08/25/11
09/25/11
371,153.10
09/25/11
Termination Date
358,016.98


 
 
SCHEDULE 1
 
MORTGAGE LOAN SCHEDULE
 
 

     LOANID              LMSLOANID            PRODUCT               SERVICERNM                 LENDERNM                 AMORTTYPE                DEAL                            GROUP                         LIEN         SECMTGCD
     ------              ---------            -------               ----------                 --------                 ---------                ----                            -----                         ----         --------
      1008835941           221203904       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008686932           221203905       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008747136           221203906       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008848241           221203907       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008730689           221203908       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008359313           221203909       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008612325           221203910       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008610782           221203912       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008698073           221203911       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008948035           221203913       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008388862           221204072       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1007323737           221204191       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008859559           221203914       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008032504           221204073       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008069877           221204192       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008893290           221204120       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008775907           221204171       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008402472           221204236       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008606822           221204259       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008547236           221204280       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1009021006           221204308       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008687147           221204309       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007156114           221204310       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008537522           221204286       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008640893           221204288       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008429042           221204294       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008210250           221204296       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008008844           221204297       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008238418           221204299       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008236367           221204300       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008437989           221204301       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008146124           221204302       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008566820           221204303       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008852690           221204304       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007208540           221204305       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008827576           221204306       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007581672           221204281       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008680242           221204282       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008225020           221204283       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007997778           221204284       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008402935           221204285       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008343303           221204271       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008525376           221204272       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009054836           221204273       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008214390           221204274       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007901522           221204275       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007900462           221204181       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008292055           221204182       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008178394           221204183       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008584739           221204184       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008089800           221204185       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008485365           221204186       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008317555           221204187       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008333680           221204188       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008688663           221204189       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008612726           221204190       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008964579           221204260       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008643756           221204261       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008678610           221204322       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008722199           221204334       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008853154           221204262       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008752085           221204264       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007595033           221204267       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008286856           221204269       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008068921           221204249       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008472716           221204074       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008235527           221204075       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008853671           221204076       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009011936           221204077       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008792988           221204078       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008772722           221204079       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008837565           221204080       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007743132           221204081       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007929940           221204082       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008580181           221204083       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008691944           221203950       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008450035           221204237       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008987849           221203915       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008806740           221203918       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008858480           221203919       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008813830           221203920       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009055844           221203921       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008382653           221203923       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008757945           221203924       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008853074           221203925       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008579503           221203926       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008834461           221203927       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008900451           221203929       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1009017912           221203930       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008937797           221203931       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008610416           221203932       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008845379           221203933       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008671154           221203934       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008552755           221203935       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008401008           221203936       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008644559           221203937       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009000421           221203938       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008315236           221203939       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008687281           221203940       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008828673           221203941       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1006579464           221203942       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008706723           221203944       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008197667           221203945       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009008405           221204238       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008724598           221204245       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008623144           221204193       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008747029           221204194       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008679717           221204195       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008611665           221204196       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008640919           221204197       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008746315           221204198       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008580485           221204199       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008361006           221204200       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008130159           221204201       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        2       N
      1008470763           221204202       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008881472           221204203       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007422194           221204204       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008504335           221204205       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008779093           221204206       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008660120           221204084       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008439709           221204346       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008319161           221204347       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008659864           221204348       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008456128           221204349       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008659203           221204350       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008691748           221204351       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008641188           221204352       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008370292           221204354       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        2       N
      1008279052           221204355       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008101323           221204356       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008409616           221204357       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008487942           221204358       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008776853           221204359       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008288649           221204360       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008420657           221204361       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007675303           221204362       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008720930           221204363       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008432868           221204364       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008301312           221204365       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008074031           221203946       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008827013           221204085       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008661888           221204086       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008346006           221204087       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1009065325           221204088       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008557643           221204089       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1009017789           221204090       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008746137           221204091       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008713038           221204092       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008637905           221204093       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008863964           221204094       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008833051           221204095       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008835594           221204096       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008438880           221204097       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008656867           221204098       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008289381           221204207       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008523127           221204208       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008543490           221204099       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008853350           221204101       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008970624           221204102       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008808472           221204103       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008602121           221204104       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008690375           221204105       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008482956           221204106       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008987741           221204107       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008503899           221204108       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008643033           221203947       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008776345           221203948       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008819718           221203949       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009025066           221204109       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008934255           221204209       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008142084           221204210       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008176083           221204211       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008073808           221204212       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008803930           221204213       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008373351           221204110       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008224290           221204111       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008785889           221204112       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008521897           221204113       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008581563           221204114       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008747314           221204115       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008311533           221204117       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008593854           221204118       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008657018           221204239       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008580591           221204263       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008656581           221204287       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1007785337           221204311       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009036553           221204323       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008853724           221204214       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008578942           221204240       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008373468           221204241       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008387630           221204242       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008616312           221204243       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008571440           221204244       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008809550           221204119       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008527061           221203951       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008350919           221204121       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008791024           221204215       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008757133           221204216       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008349343           221204217       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008610363           221204218       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008541269           221204225       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008630118           221204227       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008532910           221204228       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008510872           221204229       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008751184           221204230       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008608081           221204122       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008607778           221204123       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008361220           221204124       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008772982           221204125       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008856561           221204126       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008665125           221204127       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008620049           221204128       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008537032           221204129       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008891808           221204130       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008790212           221204131       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008548823           221204132       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008748180           221204133       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008945323           221204134       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008408403           221204135       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007548549           221204231       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008463655           221204232       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008855152           221204233       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008253515           221204234       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008723189           221204235       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008849721           221204246       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007864545           221204251       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008148630           221204252       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008803100           221204253       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008308912           221204254       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008569195           221204255       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008499118           221204256       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008523957           221204257       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008643060           221204258       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008243180           221204265       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008831339           221204276       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008708017           221204277       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008391242           221204278       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008390760           221204279       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008529568           221204289       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008686594           221204290       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008160928           221204291       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008909023           221204292       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008653664           221203952       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008537960           221203953       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008849687           221203954       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008955669           221203955       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008540055           221203956       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008162221           221203957       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008633856           221203958       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008642855           221203959       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008848223           221203960       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008934362           221203961       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008796591           221204136       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008502649           221204219       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008641687           221204220       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008549449           221204221       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008003055           221204222       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008684710           221204137       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008580920           221204138       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008237044           221204139       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008779903           221204140       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008718195           221204141       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008501864           221204142       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008337123           221204144       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007789725           221204145       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008660754           221204146       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008462406           221204147       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008557206           221204148       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008827120           221204149       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008494863           221204150       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008281904           221204247       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008825550           221204266       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008856954           221204293       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008800489           221204312       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008771723           221204324       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008337025           221204335       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008627649           221204337       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008244223           221204338       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008632688           221204339       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008477267           221204340       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008535141           221204341       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008626882           221204342       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008769576           221204343       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007933141           221204345       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007854627           221204307       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008932729           221204315       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
        10476228           221204317       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008693452           221204318       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008553932           221204319       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009002483           221204320       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008840695           221204321       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009061230           221204328       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008896714           221204329       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008411863           221204330       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10443299           221204331       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007996760           221204332       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008231870           221204333       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008771457           221204054       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008882934           221204055       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008444061           221204056       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008386141           221204057       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008933103           221204058       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008030258           221204059       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1009009155           221204060       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008254701           221204061       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008664180           221204063       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008767248           221204064       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007171918           221204065       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008535347           221204366       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008526865           221204367       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007857232           221204368       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008417304           221204369       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008318395           221204371       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008874569           221204372       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008426349           221204373       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008216156           221204374       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008731214           221204375       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008863697           221204376       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008865454           221204377       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008648001           221204223       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008884665           221203962       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008154695           221203963       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008161883           221203964       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008893058           221203965       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008769512           221203966       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008564797           221203967       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008622458           221203968       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008298718           221203970       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008404997           221203971       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008933737           221203972       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008750470           221203974       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008997874           221203975       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008633945           221203976       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008693826           221203977       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008887868           221203978       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008405335           221203979       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008580902           221203980       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008846911           221203981       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008640937           221203982       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008897866           221203983       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008857748           221203984       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008187491           221203985       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008660834           221203986       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1009007120           221203988       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008149158           221203989       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008656108           221203990       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008981453           221203991       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008922909           221203992       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008659221           221203993       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008819549           221203994       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009024441           221203995       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008747387           221203996       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008908202           221203997       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008559366           221203998       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008338792           221203999       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008440396           221204000       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008554575           221204152       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008556644           221204153       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008479559           221204154       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008912304           221204155       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007915768           221204158       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008494417           221204159       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008605869           221204160       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008832837           221204161       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008848839           221204162       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008677666           221204163       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008172504           221204164       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008825195           221204165       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008500339           221204166       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008540858           221204167       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008439111           221204168       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008965337           221204169       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008437970           221204001       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008802192           221204002       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008850549           221204003       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008578737           221204004       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008221630           221204005       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1006792198           221204007       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008789206           221204008       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008731811           221204009       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007926373           221204010       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008482812           221204011       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008887617           221204012       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008559767           221204013       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008806946           221204014       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008737218           221204015       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008592515           221204170       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008563100           221204224       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008239122           221204248       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008280095           221204268       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008134397           221204295       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008145893           221204313       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008570325           221204325       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008782891           221204016       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1009014522           221204017       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008228562           221204018       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008482297           221204019       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008259145           221204172       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008467394           221204173       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008644906           221204020       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008526598           221204021       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008127528           221204174       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008621752           221204226       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008581411           221204022       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008223978           221204023       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008521254           221204024       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008540215           221204025       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008930589           221204026       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007683848           221204027       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008503826           221204028       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008780688           221204029       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008787510           221204030       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008905884           221204031       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007760719           221204250       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008948008           221204270       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008847821           221204298       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008167084           221204314       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008280291           221204066       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008653799           221204067       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008718177           221204068       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008312970           221204069       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008751610           221204070       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008852039           221204071       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008862439           221204178       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008616973           221204179       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008847616           221204180       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008645656           221204326       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1007919452           221204175       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008647146           221204176       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008626935           221204177       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008390911           221204033       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008344516           221204034       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008724053           221204035       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008957104           221204036       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008522128           221204037       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008903975           221204038       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008833159           221204039       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008733472           221204040       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008514440           221204041       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008875826           221204042       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008748554           221204043       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008376928           221204044       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008659150           221204045       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008173479           221204046       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008679487           221204047       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008265511           221204048       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008662388           221204049       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008332306           221204050       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008620236           221204051       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008689804           221204052       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008763395           221204053       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008934166           221203818       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008962385           221203819       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008521192           221203821       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008646904           221203822       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008940382           221203823       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008847901           221203824       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008798697           221203825       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008323290           221203827       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008807311           221203828       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008806116           221203829       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008804797           221203830       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008375643           221203831       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008960476           221203832       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
        10437309           221203833       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008512184           221203834       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008573395           221203835       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008293508           221203836       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008419641           221203837       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008446862           221203838       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008439521           221203839       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008624786           221203840       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008555921           221203841       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008799375           221203842       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008572742           221203843       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008897321           221203844       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008395569           221203846       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008217066           221203847       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008086910           221203848       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008353177           221203849       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009043037           221203850       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008689421           221203852       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008704903           221203854       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008696734           221203855       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008650088           221203856       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008752833           221203857       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008518936           221203858       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008748331           221203860       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008865043           221203861       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007626054           221203862       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008640802           221203863       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008898712           221203865       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008717230           221203866       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008439068           221203867       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008901575           221203868       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007872947           221203869       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1009007736           221203870       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008551435           221203871       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1009007674           221203872       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008718925           221203873       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008885156           221203874       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008973220           221203875       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008664420           221203876       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
        10438112           221203877       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008582125           221203878       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008670100           221203879       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008824944           221203882       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008870000           221203883       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008664359           221203884       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008496709           221203885       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008418465           221203886       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008650970           221203887       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008770047           221203888       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008543178           221203889       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008825792           221203890       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008798928           221203891       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1009035741           221203892       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008592748           221203893       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008701390           221203894       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008270541           221203895       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008235028           221203896       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009029473           221203897       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008579095           221203899       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008670912           221203902       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008821956           221203903       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009011758           221204378       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008132068           221204379       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007996494           221204380       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008379710           221204381       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008555949           221204382       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008973792           221204383       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008372824           221204384       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008340191           221204385       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008068244           221204386       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008403097           221204387       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008458554           221204388       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008071828           221204389       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007846405           221204390       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008389442           221204391       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008528319           221204392       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008723394           221204393       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008187945           221204394       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008947009           221204395       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007918006           221204396       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008660424           221204397       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008659837           221204398       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008436034           221204399       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008508484           221204400       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008719620           221204401       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008611399           221204402       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008606430           221204403       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008456495           221204404       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008620815           221204405       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1007841758           221204406       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008760673           221204407       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008822599           221204408       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008253542           221204409       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008612824           221204410       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008331101           221204411       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008805858           221204412       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008358485           221204413       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008169723           221204414       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008652585           221204415       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008583375           221204416       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1006355954           221204417       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008263826           221204418       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008532983           221204420       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008664448           221204421       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008541090           221204423       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007800828           221204424       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007892783           221204425       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008161525           221204426       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008484758           221204427       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008936173           221204428       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008387168           221204429       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008528836           221204430       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008706073           221204431       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008762010           221204432       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008328259           221204433       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008643514           221204434       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007598815           221204435       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008531911           221204436       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008828593           221204437       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008720253           221204438       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008828780           221204439       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008540224           221204440       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008363228           221204442       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008620986           221204443       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1009006942           221204444       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008587576           221204445       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008472075           221204446       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008578684           221204447       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007414595           221204448       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007593357           221204449       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008280442           221204450       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008049854           221204451       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008363932           221204452       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008584686           221204454       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008684809           221204455       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008735185           221204456       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008780152           221204458       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008119555           221204459       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008850157           221204460       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009015692           221204461       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008504503           221204462       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008692097           221204463       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008675132           221204464       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008650569           221204465       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008007523           221204466       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008007159           221204467       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008349584           221204468       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008480690           221204469       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008547575           221204470       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008589841           221204471       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008102448           221204472       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008791104           221204473       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008396684           221204474       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007746120           221204475       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008620968           221204476       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008771778           221204477       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008649812           221204478       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007878503           221204479       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008871964           221204480       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008209182           221204481       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008469908           221204482       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008450918           221204483       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008467875           221204484       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10446809           221204485       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006234997           221204486       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008424966           221204487       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007902781           221204488       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008340093           221204489       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008429462           221204490       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008861608           221204491       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008906749           221204492       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008112419           221204493       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008085163           221204494       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1009021471           221204495       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008573082           221204496       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008522002           221204497       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008612566           221204498       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008804939           221204499       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008666473           221204500       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008575124           221204501       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008855615           221204502       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007881045           221204503       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008802959           221204504       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007975934           221204505       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008493481           221204506       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008800149           221204507       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1006893515           221204508       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008183422           221204511       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008189514           221204512       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008646450           221204513       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008447889           221204514       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008659052           221204515       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008717873           221204516       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008842755           221204517       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008125389           221204518       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008349209           221204519       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008765543           221204520       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009020588           221204521       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009030265           221204522       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008348601           221204524       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008529381           221204525       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008546585           221204527       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008357654           221204528       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008485409           221204529       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008283948           221204530       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008883425           221204531       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008482331           221204532       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008324896           221204533       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008936100           221204534       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008572298           221204535       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008278712           221204536       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008749875           221204537       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007687078           221204538       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008880721           221204539       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008269090           221204540       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008143724           221204541       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008523001           221204542       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008524108           221204543       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008238659           221204544       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008406361           221204545       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008293170           221204546       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008556537           221204547       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008543604           221204548       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007494268           221204549       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007493893           221204550       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007896967           221204551       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008857061           221204552       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008858505           221204553       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008394944           221204554       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008631199           221204555       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008269394           221204557       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008503274           221204558       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008575669           221204559       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007999623           221204560       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008620076           221204561       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008601391           221204562       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008589315           221204563       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008749241           221204564       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008778334           221204565       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008783382           221204566       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008826988           221204567       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007623477           221204569       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008493365           221204570       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1009011099           221204571       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008633883           221204572       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008610817           221204573       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008846412           221204574       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008424305           221204575       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1009051679           221204576       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008454335           221204577       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007853904           221204578       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008444454           221204579       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008553503           221204580       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008514896           221204581       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008628764           221204582       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007924259           221204583       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007824615           221204584       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1006961362           221204585       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008320471           221204586       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008578504           221204587       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008482340           221204588       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008534008           221204589       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008184555           221204590       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008182904           221204591       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008479675           221204592       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008344829           221204593       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008338140           221204594       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008818595           221204595       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008580840           221204596       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008594416           221204597       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008870224           221204598       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008320417           221204599       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008369017           221204600       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008900442           221204601       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008799311           221204602       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008772802           221204603       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008474395           221204604       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1007996537           221204605       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007915401           221204606       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008428187           221204607       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008791462           221204608       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008863223           221204609       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008899329           221204610       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008636489           221204611       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008236820           221204612       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008682151           221204613       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008368232           221204614       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008704262           221204615       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007639282           221204616       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008564298           221204617       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008405512           221204618       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008605976           221204619       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008638628           221204620       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008182487           221204621       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008544845           221204622       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008632633           221204623       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008926380           221204624       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008596780           221204625       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009042537           221204626       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008584347           221204627       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008371415           221204628       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008033530           221204629       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008521469           221204630       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008393696           221204631       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007353794           221204632       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008724776           221204633       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008798287           221204634       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008607466           221204635       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008703691           221204636       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008451203           221204637       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008425046           221204638       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008384982           221204639       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008902075           221204640       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008937083           221204641       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008172568           221204642       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008609320           221204643       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008452088           221204644       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007673216           221204645       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008490055           221204646       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008489753           221204647       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008075405           221204648       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008106809           221204649       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008565162           221204650       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008520184           221204651       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007694756           221204652       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008197015           221204653       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008427311           221204654       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008695520           221204655       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008537327           221204656       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008804779           221204657       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008523485           221204658       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008735942           221204659       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008834041           221204661       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007916179           221204662       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008615340           221204663       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008614270           221204664       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008576800           221204666       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008044396           221204667       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008832891           221204668       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008568016           221204669       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007677640           221204671       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007677588           221204672       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008276475           221204673       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008472645           221204674       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1006927926           221204675       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007119245           221204676       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008585701           221204678       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008658776           221204679       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008660825           221204680       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008776452           221204681       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007982588           221204682       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008785987           221204683       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008835745           221204684       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008447861           221204685       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008629763           221204686       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008632161           221204687       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008333056           221204688       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008405647           221204689       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008403701           221204690       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008770760           221204691       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008673198           221204692       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008898437           221204693       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008700747           221204694       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1007536892           221204695       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008633712           221204696       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008422174           221204697       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008421255           221204698       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008386481           221204699       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007831242           221204701       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008134315           221204702       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008462558           221204703       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008502701           221204704       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008497879           221204705       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008596511           221204706       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008657394           221204707       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008568720           221204708       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008722983           221204709       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008618249           221204710       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008832267           221204711       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008805689           221204712       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008750504           221204713       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008886262           221204714       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008938518           221204715       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008773375           221204716       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008843567           221204717       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008732160           221204718       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008666687           221204719       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008893343           221204720       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008066317           221204721       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008135412           221204722       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008859791           221204723       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008338943           221204724       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008122836           221204725       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008534794           221204726       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008534918           221204727       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1009014078           221204728       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008599288           221204729       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008227199           221204730       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008567286           221204731       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008393525           221204732       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008117049           221204734       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008622779           221204735       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007408815           221204736       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008859817           221204737       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008179749           221204738       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008468320           221204739       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008496068           221204740       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008231111           221204741       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008577701           221204742       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008784871           221204743       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008891130           221204744       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008503648           221204745       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008857454           221204746       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008863973           221204747       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008635131           221204748       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008883871           221204749       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008048356           221204750       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008091389           221204751       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008426410           221204752       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008610149           221204753       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008434278           221204754       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008575954           221204755       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008451551           221204756       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1009020935           221204757       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008565439           221204758       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008535855           221204759       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008825015           221204760       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008872543           221204761       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008859121           221204762       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008774463           221204763       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008633428           221204764       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008447219           221204765       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008790702           221204766       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008529390           221204767       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008376811           221204769       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008539110           221204770       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008615830           221204771       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007979084           221204772       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008912625           221204773       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008531010           221204774       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007447596           221204775       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008498431           221204776       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008065238           221204777       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008260393           221204778       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008660022           221204779       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008933666           221204781       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008900013           221204783       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008730527           221204784       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008803609           221204785       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008044626           221204786       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008196061           221204787       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008447656           221204788       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008797956           221204789       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008956392           221204790       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008609687           221204791       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008392045           221204792       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007755075           221204793       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008042977           221204794       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008205293           221204795       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008595273           221204796       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008466830           221204797       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008621226           221204798       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007577124           221204799       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008456538           221204800       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008545498           221204801       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008260302           221204802       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008629638           221204803       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008280497           221204804       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008075343           221204805       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008854518           221204806       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008849623           221204807       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008835567           221204808       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008256308           221204809       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008935281           221204810       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008468678           221204811       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007994851           221204812       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008344641           221204813       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008585809           221204814       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008262024           221204815       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008301624           221204816       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008458466           221204817       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008033139           221204818       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007482477           221204819       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008708810           221204820       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008476357           221204821       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007856340           221204822       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007866721           221204823       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
        10484563           221204824       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008004973           221204825       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008579763           221204826       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008545899           221204827       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008660095           221204828       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008895010           221204829       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008326420           221204830       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008312328           221204832       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008667105           221204833       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008803743           221204834       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007968103           221204835       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008796216           221204836       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1009088612           221204837       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008461960           221204838       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008849222           221204839       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008872491           221204840       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008943487           221204841       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008191440           221204842       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008250466           221204843       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008382378           221204844       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008651345           221204845       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008453700           221204846       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008002920           221204847       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007771789           221204848       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008085653           221204849       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007944861           221204850       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008236553           221204851       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008565643           221204852       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008528809           221204853       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008574508           221204854       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008661682           221204855       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008574090           221204856       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008567366           221204857       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008544827           221204858       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008845565           221204859       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009077447           221204860       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008601426           221204861       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008700783           221204862       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009076554           221204863       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008600819           221204864       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008925416           221204865       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008435892           221204866       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008456814           221204867       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008983683           221204868       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008558250           221204869       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008534311           221204870       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008315192           221204871       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008150181           221204872       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008315076           221204873       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008360668           221204874       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1006418450           221204875       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008121472           221204877       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008358092           221204878       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008130701           221204879       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008537498           221204880       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008726541           221204881       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008651817           221204882       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008929001           221204883       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008881294           221204884       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008454139           221204885       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008900399           221204886       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008044369           221204889       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008460131           221204890       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008165843           221204891       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008837761           221204892       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1007876140           221204893       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008601630           221204894       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008600506           221204895       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1007945726           221204896       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008576150           221204897       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008256317           221204898       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008794771           221204899       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008553077           221204900       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007462676           221204901       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008037974           221204902       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008549109           221204903       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008272825           221204904       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008588307           221204905       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007067425           221204906       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008628817           221204907       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008872419           221204908       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008254587           221204909       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008453381           221204910       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008529899           221204911       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008736745           221204912       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008733356           221204913       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008396862           221204914       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008592034           221204915       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008412238           221204916       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008873882           221204917       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008697859           221204918       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008821518           221204919       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008471673           221204920       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008471405           221204921       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008441518           221204922       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008094055           221204923       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008560764           221204924       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008451953           221204925       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008775596           221204926       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008820840           221204927       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007076923           221204928       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008512077           221204929       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008501873           221204930       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008706992           221204931       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008775783           221204932       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007886816           221204933       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008982988           221204934       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008137483           221204935       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008356511           221204936       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008356502           221204937       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008668408           221204938       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008731526           221204939       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008750906           221204940       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008359698           221204941       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007420846           221204942       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007776926           221204943       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008565634           221204944       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008655617           221204945       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008940596           221204947       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008898794           221204948       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008340048           221204949       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008880810           221204950       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008538120           221204951       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008559339           221204952       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008719764           221204953       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008711520           221204954       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008926512           221204955       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1007665467           221204956       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008908809           221204957       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008200476           221204958       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008410640           221204959       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008995368           221204960       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008036430           221204961       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007893700           221204962       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008498020           221204963       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008547799           221204964       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007950489           221204965       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008657241           221204966       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008439870           221204967       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008346569           221204968       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008858462           221204969       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008430254           221204970       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008052297           221204971       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008785200           221204972       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008536738           221204973       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008699875           221204974       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008665205           221204975       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008586737           221204976       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008701309           221204977       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008048695           221204978       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007748547           221204979       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008623331           221204981       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008640296           221204982       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008267127           221204983       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008613440           221204984       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008164292           221204985       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008737021           221204986       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008288729           221204987       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008626944           221204988       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008141717           221204989       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008141352           221204990       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008934139           221204991       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008502863           221204992       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008331370           221204993       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1007897118           221204994       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008691819           221204995       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008083334           221204996       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008639397           221204998       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008508377           221204999       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008565117           221205000       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008623206           221205001       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008920894           221205002       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008430619           221205003       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008821625           221205004       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008958229           221205005       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008865150           221205006       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008982498           221205007       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008767122           221205008       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008558474           221205009       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008450053           221205010       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1009044571           221205011       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008887261           221205012       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008242500           221205013       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008824739           221205015       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008524279           221205016       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008914794           221205017       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008398575           221205018       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008425242           221205019       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008050814           221205020       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008827549           221205021       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008361621           221205022       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008456084           221205023       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008445783           221205024       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008624893           221205025       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008438657           221205026       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008867791           221205027       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009078008           221205028       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008435829           221205029       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007044824           221205030       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008636247           221205031       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008141780           221205032       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008930650           221205033       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008647495           221205034       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1007804370           221205035       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10484424           221205036       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008134048           221205037       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007994110           221205038       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008561193           221205039       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008622537           221205040       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008601961           221205041       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008567106           221205042       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008827941           221205043       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008589486           221205044       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008846966           221205045       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008961288           221205046       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008923908           221205047       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009013845           221205048       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008019495           221205049       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008675891           221205050       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008875586           221205051       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008314852           221205052       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008490509           221205053       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008217280           221205054       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008549056           221205055       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008424047           221205056       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008657811           221205057       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008521076           221205058       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008411382           221205059       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008119430           221205060       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008237990           221205061       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007895539           221205062       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008501784           221205063       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008446050           221205064       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008565830           221205065       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008054829           221205066       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008481831           221205068       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008805992           221205069       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008841630           221205070       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008053802           221205071       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007979048           221205072       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008618383           221205073       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008617945           221205074       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008385473           221205075       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008637521           221205076       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008573340           221205077       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008143939           221205078       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008143378           221205079       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008540812           221205080       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008385464           221205081       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008488861           221205082       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008675668           221205083       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007590387           221205084       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008623395           221205085       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008473332           221205086       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008866550           221205087       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008808766           221205088       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008750103           221205089       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008434250           221205090       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008243572           221205091       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008655350           221205092       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008526053           221205093       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008681580           221205094       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008482000           221205095       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008608973           221205096       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008259742           221205097       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008337560           221205099       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008260473           221205100       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007625885           221205101       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008043501           221205102       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008516509           221205103       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008100752           221205104       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007965525           221205105       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008131675           221205106       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008449994           221205107       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008623563           221205108       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008543775           221205109       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007964241           221205110       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007826052           221205111       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008445532           221205113       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008608107           221205114       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007967113           221205115       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008567204           221205116       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008088259           221205117       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008871367           221205118       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008616955           221205119       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008014668           221205121       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008255318           221205122       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008060475           221205123       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008534446           221205124       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008559543           221205125       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008558704           221205126       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008510346           221205127       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008828094           221205128       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008569480           221205129       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008838608           221205130       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008568962           221205131       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008692382           221205132       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008199861           221205133       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008999881           221205134       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008247578           221205135       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008682543           221205136       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008358305           221205137       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008502881           221205138       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008588316           221205139       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008315520           221205140       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008849990           221205141       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008170695           221205142       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008771359           221205143       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008464725           221205144       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008823678           221205145       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008826924           221205146       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008621299           221205147       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008518703           221205148       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008518730           221205149       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008492605           221205150       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008492561           221205151       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008504816           221205152       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007913485           221205153       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008429355           221205154       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008764571           221205155       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008664625           221205156       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008740240           221205157       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008242083           221205158       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008656439           221205159       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008576267           221205160       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008607625           221205161       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10481581           221205162       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008753299           221205163       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008388425           221205164       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008948801           221205165       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008566848           221205166       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008507323           221205167       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008059913           221205168       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007678685           221205169       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008858453           221205170       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008486587           221205171       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008750531           221205172       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007648771           221205173       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008056293           221205174       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008304809           221205175       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008396005           221205176       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008434429           221205177       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008492311           221205178       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008250732           221205179       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008654048           221205180       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1007614968           221205181       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007961002           221205183       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008414414           221205184       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008556564           221205185       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008633393           221205186       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008125174           221205187       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008485506           221205188       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008842997           221205189       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008512674           221205190       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007560383           221205191       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008589636           221205192       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008959004           221205193       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008969672           221205194       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008719906           221205195       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008394846           221205196       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008614145           221205197       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008865365           221205198       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008920260           221205199       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008575026           221205200       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008662431           221205201       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008686317           221205202       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008433965           221205203       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008611816           221205204       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008622822           221205205       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008615420           221205206       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008802664           221205207       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008359484           221205208       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008164577           221205209       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007846450           221205210       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007773304           221205211       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008616465           221205212       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008629558           221205213       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008821448           221205214       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008952804           221205215       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008224245           221205216       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008598840           221205217       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008613538           221205218       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007701882           221205219       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007643525           221205220       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007860549           221205221       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008278589           221205222       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008524180           221205223       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008568383           221205224       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008638192           221205225       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008281156           221205226       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008847983           221205227       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008620101           221205228       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008613002           221205229       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008840294           221205230       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008021605           221205231       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008586489           221205232       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008445122           221205233       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008235885           221205234       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008479256           221205235       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008769193           221205236       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008882863           221205237       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008414478           221205238       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008464440           221205239       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008565876           221205240       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008462282           221205241       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008116344           221205242       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008619211           221205243       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008502792           221205244       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008550025           221205245       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008752628           221205246       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008801031           221205247       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008528596           221205248       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008351936           221205249       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008371647           221205250       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008458368           221205251       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
        10451329           221205252       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008204864           221205253       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1007926408           221205254       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008187972           221205255       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008476277           221205256       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008699170           221205258       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008630564           221205259       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008466689           221205260       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007585589           221205261       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008609829           221205262       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008395033           221205263       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008950548           221205264       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008453372           221205265       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008185947           221205266       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008576837           221205267       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008637950           221205268       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008429596           221205269       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008514226           221205270       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008584301           221205271       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008133389           221205272       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008849482           221205273       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008317056           221205274       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008316547           221205275       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008445934           221205276       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008182977           221205277       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008465500           221205278       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008597921           221205279       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008606813           221205280       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008609151           221205281       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008642926           221205282       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008499911           221205283       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008043574           221205284       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008529327           221205285       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008436427           221205286       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008640786           221205287       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007861619           221205288       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008779431           221205289       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008849589           221205290       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008609044           221205291       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008817916           221205292       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008145447           221205293       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008444793           221205294       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008659490           221205295       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008127840           221205296       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008273316           221205297       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007882525           221205298       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008634542           221205299       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008636372           221205300       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008594620           221205301       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        2       N
      1008487381           221205302       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008714536           221205303       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008897214           221205304       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008730457           221205305       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008834194           221205306       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008980837           221205307       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008883318           221205308       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008824515           221205310       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008686558           221205311       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008681982           221205312       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008619872           221205313       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008571752           221205314       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007861441           221205315       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007163473           221205316       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008473591           221205317       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007313294           221205318       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008120525           221205319       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007760425           221205320       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008076770           221205321       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008423431           221205322       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008143742           221205324       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008023364           221205325       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008267476           221205326       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008493445           221205327       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008160152           221205328       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008587594           221205329       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008969690           221205330       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008942665           221205331       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008850709           221205332       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008118413           221205333       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007093496           221205334       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007952931           221205335       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008566535           221205336       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008515626           221205337       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008668284           221205338       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008667702           221205339       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008247328           221205340       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008344810           221205341       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1006944097           221205342       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008174655           221205343       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008487924           221205344       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008122845           221205345       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008577257           221205346       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008634908           221205347       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008504077           221205348       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008634695           221205349       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008696690           221205350       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008657777           221205351       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008825346           221205352       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008938091           221205353       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008955972           221205354       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008020054           221205355       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008491009           221205356       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008549733           221205357       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008111081           221205359       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008664082           221205360       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008365798           221205361       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008909327           221205363       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008783952           221205364       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008819807           221205365       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1005094836           221205366       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008438719           221205367       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008458821           221205368       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008529559           221205369       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008783845           221205370       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008983898           221205371       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008432537           221205372       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008764474           221205373       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008207255           221205374       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
        10442876           221205376       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008111651           221205377       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008121622           221205379       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008682008           221205380       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008424207           221205381       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008489539           221205382       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
        10443081           221205383       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008599251           221205384       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008047295           221205385       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007278778           221205386       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008473699           221205387       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008474073           221205388       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008174361           221205389       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008215932           221205390       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008114747           221205391       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008491296           221205392       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008361239           221205393       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008369632           221205394       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008958880           221205395       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008660638           221205396       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008637601           221205397       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008457564           221205398       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008456805           221205399       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008134985           221205400       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008135145           221205401       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008933069           221205402       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008542749           221205403       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008209896           221205404       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008578069           221205405       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008626016           221205406       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008626588           221205407       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008528603           221205408       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008644522           221205409       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008447086           221205410       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008517170           221205411       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008274903           221205412       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008955348           221205413       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008640198           221205414       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008300732           221205415       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008469490           221205416       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008603950           221205417       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008700694           221205418       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008544364           221205419       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008544435           221205420       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1007771663           221205421       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008442018           221205422       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007941668           221205423       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008203071           221205424       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008612888           221205425       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008750247           221205426       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008850200           221205427       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008766427           221205428       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008621360           221205429       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007967658           221205430       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008878850           221205431       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008461274           221205432       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008185475           221205433       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008314184           221205434       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008243821           221205435       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008017022           221205436       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008418296           221205437       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008425830           221205438       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008422842           221205439       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008443927           221205440       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008496193           221205441       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008562600           221205442       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007789565           221205443       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007104448           221205444       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008132282           221205445       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008355120           221205446       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008587772           221205447       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008306068           221205451       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008133236           221205452       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008239989           221205453       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007822163           221205454       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008504692           221205455       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008793255           221205456       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008484507           221205457       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008577532           221205458       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008834504           221205459       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008958069           221205460       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008658124           221205461       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
        10474577           221205462       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008261766           221205463       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008486346           221205464       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008355264           221205465       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008315771           221205466       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008315290           221205467       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008232744           221205469       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008697706           221205470       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008595816           221205471       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008280317           221205472       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008267029           221205473       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008787057           221205474       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008239872           221205475       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007954065           221205476       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008508625           221205477       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008196105           221205478       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008858667           221205479       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008406316           221205480       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008228704           221205481       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008219901           221205482       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008337739           221205483       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008451506           221205484       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008357351           221205485       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008052634           221205486       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008424939           221205487       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008436971           221205488       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008805046           221205489       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008886912           221205490       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008205471           221205491       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008523984           221205492       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008734658           221205493       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008077957           221205494       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008440582           221205495       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008386837           221205496       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008889955           221205497       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008559669           221205498       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008559017           221205499       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007819355           221205500       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008718603           221205501       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008562094           221205502       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008353319           221205503       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008136162           221205504       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008591730           221205505       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008346792           221205506       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008346355           221205507       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008512594           221205508       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008491367           221205509       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008040443           221205510       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008368081           221205511       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008378828           221205512       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007927256           221205513       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007858400           221205514       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008057693           221205515       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008606957           221205516       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008744246           221205517       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008597690           221205518       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008440920           221205519       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008898598           221205520       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008866275           221205521       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008179990           221205522       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007331201           221205523       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008424430           221205525       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008364931           221205526       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008632027           221205527       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008593578           221205528       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007345900           221205529       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008648555           221205530       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008566651           221205531       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008465216           221205532       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007900104           221205533       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008164372           221205534       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008236278           221205535       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008371175           221205536       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008650907           221205537       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008645077           221205538       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008960797           221205539       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008433019           221205540       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008847439           221205541       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007773340           221205542       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008144536           221205545       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008144313           221205546       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008259412           221205547       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008749385           221205548       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008590278           221205549       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008296685           221205550       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007625563           221205552       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008312925           221205554       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008316501           221205555       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008547192           221205556       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008280362           221205557       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008451999           221205558       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007253349           221205559       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008361587           221205560       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008492623           221205561       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008240619           221205562       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008444935           221205563       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1006746630           221205564       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007669454           221205565       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1006814110           221205566       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007876505           221205567       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008400152           221205568       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008637978           221205569       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008605468           221205570       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008694013           221205571       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008693265           221205572       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008621681           221205573       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1006665904           221205574       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008367867           221205575       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008347657           221205576       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008544248           221205577       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1007603417           221205578       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008181308           221205579       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008397889           221205580       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008461666           221205581       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008569168           221205582       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008492758           221205583       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008649554           221205584       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008159459           221205585       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008651924           221205586       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008363013           221205587       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008642187           221205588       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008629488           221205589       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008196007           221205590       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008497799           221205591       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        2       N
      1008377561           221205592       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008533018           221205593       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008417787           221205594       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008752414           221205595       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007738558           221205596       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008464235           221205597       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008463913           221205598       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008634454           221205599       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008453764           221205600       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008740696           221205602       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008125762           221205603       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008492543           221205604       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008273192           221205605       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008024808           221205606       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007905760           221205609       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008531724           221205610       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008607493           221205611       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008013008           221205612       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008012857           221205613       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008644078           221205614       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008699312           221205615       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008147338           221205616       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008509928           221205617       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008508876           221205618       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008455637           221205619       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008826238           221205620       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008488969           221205622       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008080202           221205623       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008208593           221205624       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008277358           221205625       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008422557           221205626       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008385865           221205627       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008622092           221205628       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008571486           221205629       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008863562           221205630       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008622984           221205631       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008344801           221205632       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008229507           221205633       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008354899           221205634       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008587166           221205635       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008747788           221205636       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008322139           221205637       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1006975801           221205638       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008511498           221205639       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008643907           221205640       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008930473           221205641       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008401650           221205642       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008638021           221205643       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008637326           221205644       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007940758           221205645       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008770617           221205646       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008311025           221205647       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008425974           221205648       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008424733           221205649       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008746360           221205650       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008297283           221205651       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008173736           221205652       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008472253           221205653       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008471922           221205654       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008855820           221205655       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008463405           221205656       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008800808           221205657       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1006717813           221205658       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008598261           221205659       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008513129           221205660       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008665385           221205661       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008698821           221205662       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008968940           221205663       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006670578           221205664       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009053695           221205665       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007990123           221205666       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008463717           221205668       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008463263           221205669       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008771386           221205670       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008504950           221205671       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008428506           221205672       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008387131           221205674       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008306629           221205675       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008505502           221205676       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008686308           221205677       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008851307           221205678       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007219789           221205679       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008296382           221205680       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10438596           221205681       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007394875           221205682       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008145508           221205684       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008423627           221205685       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008544747           221205686       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007995315           221205687       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008049747           221205688       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008745085           221205689       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008617785           221205690       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008501203           221205691       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008628979           221205692       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008743372           221205693       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008725935           221205694       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008421111           221205695       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008641419           221205696       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008341582           221205697       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008490643           221205698       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008397549           221205699       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008859675           221205700       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007653782           221205701       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008309378           221205702       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008616642           221205703       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008384768           221205705       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008949631           221205706       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008152401           221205707       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008014034           221205708       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10442213           221205709       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008246061           221205710       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008938876           221205711       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008818069           221205712       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008180862           221205713       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10474025           221205714       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007935835           221205715       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007935675           221205716       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008367055           221205717       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008673713           221205718       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       Y
      1008697163           221205719       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008750764           221205720       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008730448           221205721       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006951836           221205722       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007910781           221205723       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008129321           221205724       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008941210           221205725       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008403426           221205726       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008944397           221205727       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006793669           221205728       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007592615           221205729       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
        10465147           221205730       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008645353           221205731       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008828913           221205732       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008749857           221205733       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008687129           221205734       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007882464           221205735       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008439576           221205736       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008169233           221205737       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007852424           221205738       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008006604           221205739       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008471879           221205740       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007797477           221205741       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008105481           221205742       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008098603           221205743       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008008826           221205744       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008146561           221205745       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008257511           221205746       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008427801           221205747       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008528587           221205748       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008854162           221205749       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007347329           221205750       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008553692           221205751       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008933657           221205752       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008974201           221205753       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008042879           221205755       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008141334           221205756       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008481948           221205757       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008505879           221205758       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008505469           221205759       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008629665           221205760       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008646539           221205761       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008182067           221205762       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008781222           221205763       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008021071           221205764       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008518464           221205765       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008489316           221205766       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008290020           221205767       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008806018           221205768       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007973240           221205769       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008996465           221205770       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008430101           221205771       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008477365           221205772       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008728424           221205773       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1007871859           221205774       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008647690           221205775       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008782374           221205776       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008145651           221205777       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008447451           221205779       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008358234           221205780       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007978487           221205781       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008062972           221205782       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007630717           221205783       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008015186           221205784       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008597011           221205785       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008596735           221205786       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008804966           221205787       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007673341           221205790       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008357761           221205791       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008604334           221205792       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008082022           221205793       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008608232           221205794       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1008714297           221205795       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008322807           221205796       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008857524           221205797       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008242751           221205798       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008229874           221205799       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008048515           221205800       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008191798           221205801       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008330914           221205802       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008129731           221205803       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007656663           221205804       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007839306           221205805       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008141931           221205806       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008308002           221205807       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008307101           221205808       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008698796           221205809       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008566429           221205810       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008941354           221205811       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008640660           221205812       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       Y
      1007958542           221205813       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008243144           221205814       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007615155           221205815       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008656171           221205816       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008132399           221205817       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007903539           221205818       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008740320           221205819       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007966169           221205820       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007966070           221205821       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008842407           221205822       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008310437           221205823       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007959131           221205824       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007880938           221205825       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008219180           221205826       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008237348           221205827       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008124736           221205828       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008435730           221205830       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008435142           221205831       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007774946           221205832       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008299968           221205833       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008299058           221205834       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008145170           221205836       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008234083           221205837       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008163444           221205838       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008273995           221205839       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007757215           221205840       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008514930           221205842       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008546978           221205843       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008355932           221205844       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008391509           221205845       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007779950           221205846       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007741161           221205847       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008139631           221205848       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008156149           221205849       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008449048           221205850       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008436178           221205851       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008846724           221205852       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008252945           221205853       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008378338           221205854       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        2       N
      1008377696           221205855       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008417812           221205856       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007970350           221205857       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        2       N
      1007970181           221205858       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008185910           221205859       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007939261           221205860       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008471682           221205861       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008128723           221205863       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008004438           221205864       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008461540           221205865       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008686120           221205866       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007016150           221205867       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008428882           221205868       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007976327           221205869       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008513600           221205871       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008401990           221205872       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007913412           221205873       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007636187           221205874       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008619890           221205875       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008501445           221205876       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007549968           221205877       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008255773           221205878       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1008098710           221205879       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008476972           221205881       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008738967           221205882       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008847634           221205883       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008617776           221205884       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008399280           221205885       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008284260           221205886       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007935577           221205887       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007866712           221205889       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007827612           221205890       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007900293           221205891       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008423896           221205892       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008422780           221205893       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008061456           221205895       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008060901           221205896       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008128938           221205897       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007589576           221205898       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008040915           221205899       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008386034           221205900       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED                               1       N
      1007748725           221205901       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008240851           221205902       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008139034           221205903       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008144518           221205904       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008645861           221205906       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007307906           221205907       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007068683           221205908       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008129474           221205909       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008400866           221205910       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008728772           221205911       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008257049           221205912       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007510758           221205913       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007687997           221205914       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008392562           221205915       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008035020           221205916       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008488380           221205917       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008488228           221205918       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008373217           221205919       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008064097           221205920       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008626891           221205921       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008538503           221205922       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008922179           221205923       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008076208           221205924       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007853478           221205925       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008644586           221205926       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008260044           221205927       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008269045           221205928       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008565233           221205929       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007283860           221205930       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007837807           221205931       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008131728           221205932       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008636014           221205933       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1006990991           221205934       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008844879           221205935       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007603612           221205938       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008057345           221205939       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007895254           221205940       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008137786           221205941       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008317172           221205942       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008419838           221205943       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008885450           221205944       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007589488           221205945       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008605137           221205946       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008076084           221205947       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007651784           221205948       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008649475           221205949       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1007955484           221205950       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007955625           221205951       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007361776           221205952       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007787442           221205953       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008412363           221205955       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007651052           221205956       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008295212           221205957       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008295828           221205958       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008227947           221205959       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007895557           221205960       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007787852           221205961       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008208584           221205963       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008208343           221205964       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007724509           221205965       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008851389           221205967       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008362121           221205970       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008524297           221205971       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1008819488           221205973       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008230782           221205975       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008700621           221205976       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       Y
      1006935533           221205977       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007191273           221205978       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008036902           221205979       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1007710006           221205981       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007108783           221205982       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007642802           221205984       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008410150           221205985       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008212267           221205987       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        2       N
      1008630047           221205989       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008051056           221205990       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007610356           221205991       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008004312           221205992       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008776513           221205995       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008703192           221205996       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008358680           221205997       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008971776           221205998       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008377918           221205999       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008005026           221206000       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008202447           221206001       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008182003           221206002       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007861058           221206003       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007725875           221206004       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008542945           221206006       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008371898           221206008       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008242332           221206009       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1006884918           221206010       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008348683           221206011       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1007499398           221206012       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007587248           221206013       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008296612           221206014       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008234822           221206016       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007678426           221206017       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008285688           221206018       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008443525           221206019       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008359153           221206020       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -10                                        1       N
      1008678362           221206021       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007335537           221206022       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008911680           221206023       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008461390           221206024       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008579530           221206025       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008757918           221206026       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008955829           221206027       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008920536           221206028       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008932097           221206029       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009178114           221206030       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008828389           221206031       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009127553           221206032       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007452696           221206033       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008021142           221206034       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008036172           221206035       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008340075           221206036       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008340556           221206037       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008537737           221206039       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009034779           221206040       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008967585           221206041       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008369936           221206042       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008347979           221206043       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007701089           221206044       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008002902           221206045       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007508878           221206046       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008203847           221206047       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008918415           221206048       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008384296           221206049       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008228571           221206050       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009041823           221206051       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007869979           221206052       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008101500           221206053       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009045767           221206054       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007282246           221206055       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008685292           221206056       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007582412           221206057       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008717999           221206058       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008911779           221206059       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008772919           221206060       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008842942           221206061       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008256807           221206062       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008781197           221206063       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008908293           221206064       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008498725           221206065       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008900406           221206066       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009002474           221206067       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008665401           221206068       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008903500           221206069       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008819763           221206070       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008350697           221206071       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008676578           221206072       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008350143           221206073       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008324226           221206074       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008272674           221206075       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008405040           221206076       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009006960           221206077       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008361710           221206078       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1007745764           221206079       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008720654           221206080       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008875381           221206081       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008786334           221206082       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007780252           221206083       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008359304           221206084       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008056621           221206086       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008316538           221206089       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008995634           221206090       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008141753           221206091       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008143412           221206092       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008954697           221206093       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008099130           221206094       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008915230           221206095       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008217011           221206096       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008118173           221206097       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009028107           221206098       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008702013           221206099       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007539292           221206100       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008124175           221206101       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008933292           221206102       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009089808           221206103       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007931802           221206104       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008907917           221206105       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008817603           221206106       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008942727           221206107       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008988223           221206108       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008700792           221206109       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008068119           221206110       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008294393           221206111       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008968272           221206112       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008856883           221206113       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007804842           221206115       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008256264           221206116       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008602096           221206117       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008746949           221206118       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008299673           221206119       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008173549           221206120       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008084814           221206121       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008836423           221206122       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008602693           221206123       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008983610           221206124       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008853626           221206125       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008979331           221206126       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008843736           221206127       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008878208           221206128       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008432289           221206129       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008666794           221206130       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008059021           221206131       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008910128           221206132       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1007699751           221206133       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008657759           221206134       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008662556           221206135       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007722663           221206136       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008702246           221206137       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008538451           221206138       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009065147           221206139       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008704592           221206140       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007768542           221206141       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008222997           221206142       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009088220           221206143       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008962063           221206144       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008969912           221206145       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007250529           221206147       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009045669           221206148       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008222684           221206149       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007875882           221206150       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008583366           221206151       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008877094           221206152       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008850031           221206153       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008890658           221206154       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007761727           221206155       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008291751           221206156       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008911065           221206157       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009053882           221206158       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007010334           221206159       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009058930           221206160       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008969663           221206161       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008986868           221206162       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008217574           221206163       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008241798           221206164       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008328785           221206165       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008495960           221206166       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008777825           221206167       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1009003954           221206168       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008979830           221206169       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008753501           221206170       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008187507           221206171       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008288541           221206172       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008908603           221206173       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007410866           221206174       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008922678           221206175       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008815650           221206176       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008891906           221206177       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008152349           221206178       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008692952           221206179       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008834345           221206180       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008935726           221206181       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009035965           221206182       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008200617           221206183       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008368036           221206184       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008312685           221206185       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008265931           221206187       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008071098           221206188       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008297880           221206189       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007642839           221206190       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008322077           221206191       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008931944           221206192       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008432859           221206194       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007939902           221206195       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008092360           221206196       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008337793           221206197       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008733212           221206198       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008910253           221206199       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009096523           221206200       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008414281           221206201       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008942674           221206202       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009094348           221206203       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007242245           221206204       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008972490           221206205       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009047649           221206206       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008279631           221206207       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008031710           221206208       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008911378           221206209       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008328133           221206210       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008910887           221206211       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008760067           221206212       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009034243           221206213       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008784194           221206214       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008438256           221206215       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008087250           221206216       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008970134           221206217       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008956418           221206218       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008616811           221206219       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
        10474558           221206220       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007132998           221206221       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008678031           221206224       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008795271           221206225       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008304319           221206227       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008398815           221206228       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007383761           221206229       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008295711           221206230       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008038438           221206231       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008011466           221206232       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008373253           221206233       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008368777           221206234       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008264406           221206235       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008906311           221206236       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009054426           221206237       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007257791           221206238       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008811100           221206239       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008734863           221206240       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008136242           221206241       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008288079           221206242       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008338872           221206243       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008198728           221206244       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008243395           221206245       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008375046           221206246       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008866257           221206247       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007730994           221206248       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008743443           221206249       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009047391           221206250       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008406851           221206251       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008815286           221206252       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008886716           221206253       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009035448           221206254       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008348692           221206255       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008931837           221206256       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008794405           221206257       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008593079           221206258       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007815536           221206259       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008788154           221206260       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008668729           221206261       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008892923           221206262       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008915542           221206264       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008170267           221206265       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008142734           221206266       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008224664           221206267       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008747449           221206268       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008914357           221206269       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008866738           221206270       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008940774           221206271       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007386116           221206272       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008910912           221206273       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008175770           221206274       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008386793           221206275       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008455156           221206276       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008712422           221206277       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007705030           221206278       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008687370           221206279       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008934629           221206281       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007483154           221206282       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009074805           221206283       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008732044           221206285       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008287338           221206286       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007866231           221206287       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008924248           221206288       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008863330           221206289       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008449912           221206290       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008948669           221206291       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009113489           221206292       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009116538           221206293       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009014130           221206294       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008260277           221206295       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1006767983           221206297       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008762341           221206298       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008337338           221206299       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008779066           221206300       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008811459           221206301       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008862108           221206302       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008920028           221206303       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009009173           221206304       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008330932           221206305       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008991326           221206306       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008976254           221206307       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008979313           221206308       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009025798           221206309       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008834835           221206310       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008177876           221206311       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007443171           221206312       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007318182           221206313       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008144947           221206314       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1007998526           221206315       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008291911           221206316       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008426161           221206317       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008291261           221206318       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008258397           221206319       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008909862           221206320       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008511746           221206321       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008927254           221206322       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008981060           221206323       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008845538           221206324       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008886306           221206325       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008768522           221206326       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008956506           221206327       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008821288           221206328       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008322718           221206329       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009017495           221206330       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008557803           221206331       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007551696           221206332       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008281245           221206333       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008919085           221206334       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007588103           221206335       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008791505           221206336       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008624205           221206337       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008849053           221206338       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008925023           221206339       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008786940           221206340       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009062827           221206341       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008294188           221206342       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007389774           221206343       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970704           221206344       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008278990           221206345       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008956123           221206346       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008959166           221206347       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008285438           221206348       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008104160           221206349       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009168955           221206350       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008771322           221206351       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008936654           221206352       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008912616           221206353       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008865169           221206354       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008789073           221206355       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008880268           221206356       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008292331           221206357       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008296006           221206358       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009051349           221206359       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008309449           221206360       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007893577           221206361       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009129301           221206362       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008779244           221206363       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008370933           221206364       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008324495           221206365       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009061891           221206366       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008900781           221206367       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008319679           221206368       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008331566           221206369       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008409340           221206370       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008974489           221206371       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008891951           221206372       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008973382           221206373       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008704146           221206374       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008997909           221206375       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009067957           221206376       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009129551           221206377       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008261365           221206378       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007503659           221206379       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008172666           221206380       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008985921           221206382       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009064736           221206383       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007352839           221206384       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007763565           221206386       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008666641           221206387       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008290903           221206388       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008323076           221206389       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008753565           221206390       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008982336           221206391       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009043894           221206393       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008864525           221206394       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008434312           221206395       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008709383           221206396       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008372904           221206397       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008914570           221206398       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008276377           221206400       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008256488           221206401       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008351696           221206402       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008141245           221206403       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008353435           221206404       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008287454           221206405       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008324832           221206406       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008264479           221206407       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008934031           221206408       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008333868           221206409       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007767776           221206411       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008366626           221206413       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008925719           221206414       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008551685           221206415       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009010287           221206416       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009057174           221206417       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007326397           221206418       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1007572977           221206419       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008931622           221206420       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008699562           221206421       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008875513           221206422       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008933256           221206424       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008990684           221206425       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008210839           221206427       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008211179           221206428       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008963375           221206429       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008292634           221206430       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008301777           221206431       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008843031           221206432       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008222719           221206433       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008570593           221206434       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009063238           221206435       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008927806           221206436       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009137007           221206437       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008095571           221206438       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008916426           221206439       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008249424           221206440       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009169053           221206441       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009073156           221206442       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007963769           221206443       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008112641           221206444       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008234957           221206445       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008193420           221206446       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008786502           221206447       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1007740251           221206448       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008978993           221206449       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008080088           221206450       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008384615           221206451       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008970036           221206452       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008812127           221206453       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008843451           221206454       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008232511           221206455       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008924462           221206456       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008918594           221206457       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008915579           221206459       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008137198           221206460       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008350722           221206461       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008323904           221206462       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008079474           221206463       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008988090           221206466       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008849062           221206467       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008890907           221206468       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008292885           221206469       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009057897           221206470       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008566125           221206471       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008859666           221206472       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008954152           221206473       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007188278           221206474       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008290636           221206475       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -25                                        1       N
      1008945109           221206476       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008805402           221206477       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009007237           221206478       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008148042           221206479       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008304783           221206480       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008679673           221206482       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008680135           221206483       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008809024           221206484       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008938821           221206485       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008981621           221206486       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008924042           221206487       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008916943           221206488       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009010009           221206489       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007967060           221206490       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008300536           221206491       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008851744           221206492       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008864749           221206493       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008916934           221206494       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008868362           221206495       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008872099           221206496       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009015406           221206497       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009042984           221206498       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008005963           221206499       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008864062           221206500       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008485784           221206502       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008796298           221206503       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008959978           221206504       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009063808           221206505       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008874024           221206506       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008825079           221206507       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008917014           221206508       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008988713           221206509       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008208511           221206510       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008206924           221206511       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008842700           221206512       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008599126           221206514       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008244170           221206515       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008187106           221206516       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008930678           221206517       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1006902792           221206519       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008035486           221206520       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008905599           221206521       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008735149           221206522       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008075619           221206523       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008755484           221206524       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008983264           221206525       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008898623           221206526       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008993128           221206527       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008169260           221206528       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008910921           221206529       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008866346           221206530       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1006848815           221206531       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008458661           221206532       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008289078           221206533       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008979705           221206534       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008200485           221206535       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008344507           221206536       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008390788           221206537       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008228438           221206538       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008853225           221206539       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008132558           221206540       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970394           221206541       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1006839095           221206542       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008495149           221206543       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008849883           221206544       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008646432           221206545       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008857588           221206546       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008203703           221206547       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008712912           221206548       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009009878           221206549       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008218010           221206550       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009177437           221206552       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009060133           221206553       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008922008           221206555       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008924845           221206556       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008959415           221206557       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008036270           221206558       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008739608           221206559       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008177484           221206560       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008268554           221206561       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008362657           221206562       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008899793           221206563       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -10                                        1       N
      1008431333           221206564       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008794717           221206565       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008993020           221206566       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008917318           221206567       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008633525           221206568       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008002715           221206569       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008323183           221206571       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007756564           221206572       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007733713           221206573       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008338578           221206574       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008180906           221206575       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007533207           221206576       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008642551           221206577       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009053588           221206578       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008935780           221206580       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008957792           221206581       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009074306           221206582       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007912574           221206583       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008973097           221206584       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
        10437582           221206585       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008093653           221206586       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008863438           221206587       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008987028           221206588       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008582615           221206589       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008745575           221206590       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008913624           221206591       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008988241           221206592       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008986680           221206593       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009076652           221206594       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008324477           221206595       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008392009           221206596       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008900549           221206597       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008695502           221206598       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008127742           221206599       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009059261           221206600       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007240666           221206601       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009016432           221206602       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -10                                        1       N
      1009055835           221206603       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008278240           221206604       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008872785           221206605       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008700140           221206606       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008964061           221206608       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009049004           221206609       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008192804           221206610       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009068625           221206611       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008277312           221206612       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008332627           221206613       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008996232           221206614       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008862830           221206615       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008702120           221206616       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008852084           221206618       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009050162           221206619       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008872623           221206620       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008904625           221206621       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009011525           221206622       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009063997           221206623       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009149726           221206624       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008282645           221206625       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008862171           221206626       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008814606           221206627       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009063201           221206628       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009047471           221206629       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1006989413           221206630       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008233431           221206631       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008466064           221206632       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008765945           221206633       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008322987           221206634       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009027055           221206635       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009091582           221206636       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008288569           221206637       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008136509           221206638       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008385419           221206639       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008178376           221206640       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008907285           221206641       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008867782           221206642       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007967854           221206643       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008213444           221206644       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008578345           221206645       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008449510           221206646       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008923070           221206647       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009007549           221206648       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008424403           221206649       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008942193           221206650       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008090629           221206651       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008907962           221206652       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009115129           221206653       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008847581           221206654       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008500794           221206655       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008876898           221206656       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008848483           221206657       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008957514           221206658       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007302876           221206659       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1007694140           221206660       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008764161           221206661       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008294115           221206662       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008795627           221206663       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009095953           221206664       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008367420           221206665       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008923196           221206666       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008764562           221206667       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008904723           221206668       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008463307           221206669       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008643596           221206670       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008779495           221206671       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008836441           221206672       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008203277           221206673       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008859112           221206674       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009024370           221206675       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008938787           221206676       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008071935           221206677       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008018600           221206678       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008839812           221206679       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008931793           221206680       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009092304           221206681       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008067085           221206682       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008759355           221206683       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008782481           221206684       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009009976           221206685       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008274360           221206686       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008476696           221206687       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008501962           221206688       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007671085           221206689       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008801139           221206690       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008791373           221206691       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008144901           221206692       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008244045           221206694       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008968183           221206695       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008948366           221206696       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008713243           221206697       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008466616           221206698       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007296277           221206699       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1009033716           221206700       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008842906           221206701       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008778753           221206702       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008093430           221206703       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008764198           221206704       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008955197           221206705       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008205131           221206706       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009061409           221206707       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007813119           221206708       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008823204           221206709       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008943138           221206710       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007127860           221206711       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008140451           221206712       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008832196           221206713       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008338033           221206714       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008886770           221206715       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008236456           221206716       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       Y
      1008832221           221206717       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008964962           221206718       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009068037           221206719       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008943156           221206720       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009033814           221206721       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008772036           221206722       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009046668           221206724       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008593890           221206725       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009074100           221206726       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008880026           221206727       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008418857           221206728       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008702594           221206731       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008854670           221206732       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008880455           221206733       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008933826           221206734       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009015905           221206735       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008663163           221206736       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009026190           221206737       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008892996           221206738       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007997135           221206739       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008068146           221206740       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008181040           221206741       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008254382           221206742       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008150314           221206743       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008835157           221206744       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008178090           221206745       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008202474           221206746       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008941728           221206747       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007979020           221206748       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008690099           221206749       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008157095           221206750       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008999168           221206751       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007641073           221206752       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008777834           221206753       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008670299           221206754       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008754644           221206755       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008325145           221206756       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008708482           221206757       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008946297           221206758       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008558009           221206759       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008888901           221206760       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008770573           221206761       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008932088           221206762       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008944048           221206763       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008399994           221206764       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009036857           221206765       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008802904           221206766       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008923613           221206767       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008897875           221206768       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008905385           221206769       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008815507           221206770       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009089443           221206771       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009060883           221206772       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008945617           221206773       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008109548           221206774       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008913768           221206775       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008983068           221206776       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008932284           221206777       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008967843           221206778       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008930491           221206779       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970580           221206780       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008910404           221206781       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008746547           221206782       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008985495           221206783       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008525991           221206784       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008194964           221206785       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008962116           221206786       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008174236           221206787       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008027342           221206788       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008896304           221206789       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008850479           221206790       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008856990           221206791       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008922927           221206792       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008708614           221206793       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008995705           221206794       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008727586           221206795       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007338847           221206796       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008915837           221206797       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008926727           221206798       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009035616           221206799       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008711441           221206800       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009087935           221206801       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008890514           221206802       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008288300           221206803       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007665966           221206804       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1009048639           221206805       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008332770           221206806       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008714420           221206807       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008939385           221206808       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008944226           221206809       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1006730790           221206810       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1006925018           221206811       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1006936006           221206812       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008820797           221206813       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009001821           221206814       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009082538           221206815       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008038964           221206816       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008438390           221206817       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009054774           221206818       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008114881           221206819       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009048764           221206820       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008207200           221206821       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008847064           221206822       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008932541           221206825       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008293349           221206826       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008767649           221206827       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008980338           221206828       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008198906           221206829       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008997099           221206830       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008298656           221206831       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008281780           221206832       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009046301           221206833       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008268359           221206834       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008866248           221206835       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008878119           221206836       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008912590           221206837       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008902002           221206838       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008884399           221206839       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008922106           221206840       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008233379           221206841       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009020187           221206842       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008306282           221206843       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008851815           221206845       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009091626           221206846       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008267706           221206847       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008501828           221206848       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008131096           221206849       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008259653           221206850       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008564500           221206851       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008888288           221206852       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008891684           221206853       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008926433           221206854       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009108725           221206855       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008984986           221206856       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009051241           221206857       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009062060           221206858       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008286909           221206859       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009063452           221206860       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009124495           221206862       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007869096           221206863       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008907604           221206864       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009083886           221206865       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008329221           221206866       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008172648           221206867       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
        10414713           221206868       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008987796           221206869       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008293526           221206870       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008410196           221206871       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009034993           221206872       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008765847           221206873       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009069367           221206874       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008353257           221206875       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008866337           221206876       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008021295           221206877       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008157843           221206878       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008923622           221206879       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008918228           221206880       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008794897           221206881       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1006923591           221206882       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008944039           221206883       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008860208           221206884       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008986323           221206885       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008191663           221206886       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007861183           221206887       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007967328           221206889       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008287463           221206890       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008248327           221206891       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008866113           221206892       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008896493           221206893       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008597191           221206894       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008857659           221206895       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008858042           221206896       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008934905           221206897       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008949819           221206898       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007942970           221206899       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009036394           221206900       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008913802           221206901       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008045019           221206903       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1006825171           221206904       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1006160600           221206905       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008671797           221206906       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008911172           221206907       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008405077           221206908       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008653593           221206909       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008829146           221206910       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008928404           221206911       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007896501           221206912       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008504433           221206913       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008922302           221206914       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008986029           221206915       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008130033           221206916       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008894093           221206917       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008928592           221206918       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009020579           221206919       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009077964           221206920       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008805885           221206921       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009153453           221206922       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008901664           221206923       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008701023           221206924       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008924131           221206925       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008289933           221206927       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008438014           221206928       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008976478           221206929       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008984496           221206930       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008890248           221206931       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007395605           221206932       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008231433           221206933       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008274707           221206934       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008982103           221206935       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008826194           221206936       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008705181           221206937       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008713047           221206938       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008796555           221206939       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008860752           221206941       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008888670           221206942       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008030392           221206943       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008727773           221206944       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009023834           221206945       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009108985           221206946       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007304366           221206947       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008209262           221206948       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008801889           221206949       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007272550           221206951       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008826906           221206952       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008982265           221206953       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008914106           221206954       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009000289           221206955       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008976502           221206956       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007546694           221206957       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008848740           221206958       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008956294           221206959       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008980604           221206960       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008513897           221206961       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008711726           221206963       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008825373           221206964       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008701782           221206966       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008379211           221206967       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008277063           221206968       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008024568           221206969       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008783612           221206970       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009050545           221206971       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008865962           221206972       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008706288           221206973       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008603362           221206974       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008858426           221206975       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008957649           221206976       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009072460           221206978       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009025100           221206979       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008426900           221206980       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008849197           221206982       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008020152           221206983       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008286767           221206984       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008964613           221206985       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008848474           221206986       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008939919           221206987       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008484071           221206988       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008814946           221206989       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008709034           221206990       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009035849           221206991       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008982808           221206992       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008913287           221206993       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008224646           221206994       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008270113           221206995       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008476776           221206996       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008134100           221206997       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007644187           221206998       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008926656           221206999       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009025654           221207000       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008692809           221207001       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009012123           221207002       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008923123           221207003       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008684845           221207004       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008565288           221207005       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008957756           221207006       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008515617           221207007       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008200163           221207008       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009000305           221207009       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008386944           221207010       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008754494           221207011       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008563039           221207012       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008878440           221207013       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008545327           221207014       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008648289           221207015       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008877664           221207016       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008930482           221207017       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008361541           221207018       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007970797           221207019       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008842121           221207020       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008657465           221207021       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008746191           221207022       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008977850           221207023       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009065824           221207024       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008095786           221207025       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008846895           221207027       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008836218           221207028       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007980241           221207029       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009037687           221207030       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008878146           221207031       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008919600           221207032       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008671788           221207033       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008975013           221207034       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009014764           221207035       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -10                                        1       N
      1007091470           221207036       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008292705           221207037       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008877959           221207038       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008870509           221207039       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008904607           221207040       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009017093           221207041       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008589011           221207042       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008968389           221207044       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007846101           221207045       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008827923           221207046       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008822679           221207047       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008553291           221207048       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008996535           221207049       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009042136           221207050       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008524037           221207051       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008911993           221207052       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009078641           221207053       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008714778           221207054       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008965989           221207055       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009145533           221207056       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008157683           221207057       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008740534           221207058       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008086741           221207059       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008862028           221207060       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008962642           221207061       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009010955           221207062       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008327697           221207063       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008365725           221207064       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008886538           221207065       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008988054           221207066       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008905394           221207067       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008512923           221207068       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008608697           221207069       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008490590           221207070       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008920215           221207071       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008657535           221207072       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008697966           221207073       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008676097           221207074       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008679780           221207075       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008313407           221207076       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008688930           221207077       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008470843           221207078       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008420942           221207079       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008913517           221207080       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008934148           221207081       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008861760           221207082       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008877637           221207083       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008971151           221207084       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1009078525           221207085       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008878315           221207086       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 3 YRS FIXED BALLOON                       1       N
      1008390458           221207087       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008888457           221207088       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008316397           221207089       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008863633           221207090       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008970777           221207091       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007770236           221207092       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008961368           221207093       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009018582           221207094       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008884503           221207095       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008729904           221207096       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008918353           221207097       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009037605           221207098       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008967273           221207099       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008915114           221207100       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007978628           221207101       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008874275           221207102       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008955721           221207103       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008287980           221207104       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008274413           221207105       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008413451           221207106       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008131050           221207107       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008605574           221207108       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009020926           221207109       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008336650           221207110       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008938741           221207111       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009038016           221207112       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008399413           221207113       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008668676           221207114       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006915476           221207115       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008329533           221207116       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008700293           221207117       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008721216           221207118       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009084518           221207119       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008344295           221207121       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008963268           221207122       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008930954           221207123       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008878869           221207124       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009003428           221207125       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007078663           221207126       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008706340           221207127       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008289390           221207128       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008985422           221207129       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008855394           221207130       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008898829           221207131       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007839770           221207132       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008402267           221207133       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008904484           221207134       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008312569           221207135       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008914017           221207136       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008970045           221207137       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008947081           221207138       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008346854           221207139       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008649910           221207140       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008766105           221207141       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007968862           221207142       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1007228216           221207143       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007265675           221207144       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007360599           221207145       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008102304           221207146       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008670985           221207147       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008710497           221207148       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008128304           221207149       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008735096           221207150       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008875210           221207151       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008522770           221207152       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008708437           221207153       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009106139           221207154       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008211758           221207155       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008672411           221207156       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008100949           221207157       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008086563           221207158       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008900228           221207159       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008871250           221207160       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008774221           221207161       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008878388           221207162       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008427721           221207163       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008741695           221207164       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009130442           221207166       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008890097           221207167       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008986421           221207168       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008715054           221207169       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007970564           221207170       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008901432           221207171       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008948650           221207172       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008236161           221207173       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008652326           221207174       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008978243           221207175       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008781687           221207176       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008501640           221207177       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007527330           221207178       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008749278           221207179       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008988526           221207180       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008225155           221207181       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008455227           221207182       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008442544           221207183       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008897170           221207184       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008927209           221207185       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008852672           221207186       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008967683           221207187       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008882042           221207188       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007972946           221207189       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009032673           221207190       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008914393           221207191       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008023783           221207192       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008931392           221207193       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007983550           221207194       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008616768           221207195       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008125940           221207196       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008456672           221207197       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008775293           221207198       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008858694           221207199       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008872883           221207200       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008986957           221207201       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009023683           221207202       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008833854           221207203       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008777433           221207204       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008181228           221207205       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008407618           221207206       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008508144           221207207       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009090280           221207208       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008384483           221207209       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008780606           221207210       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008934246           221207211       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008483624           221207212       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008857409           221207213       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009131708           221207214       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007023080           221207215       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008825088           221207216       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008897893           221207217       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008961885           221207218       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007599306           221207219       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007926667           221207220       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008562183           221207221       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008705234           221207222       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008009157           221207223       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008923203           221207224       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970991           221207225       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008912741           221207226       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008999060           221207227       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008276812           221207228       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008706661           221207229       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008946037           221207230       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008109398           221207231       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008885058           221207232       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008580074           221207233       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008854420           221207234       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008814713           221207235       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008736148           221207236       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008761878           221207237       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008998515           221207238       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008756955           221207239       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008195767           221207240       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008238052           221207241       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008520549           221207242       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008937528           221207243       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007975337           221207244       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008899356           221207245       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008565821           221207246       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008203561           221207247       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008589743           221207248       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008269161           221207249       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008790203           221207250       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009003678           221207251       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008003723           221207252       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008786664           221207253       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009059662           221207254       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008980908           221207255       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008900415           221207256       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009012016           221207257       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008166281           221207258       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008651844           221207259       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008760780           221207260       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008879797           221207261       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008941238           221207262       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008850120           221207263       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009120471           221207264       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008928093           221207265       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008907882           221207266       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007924856           221207267       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008979778           221207268       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009063611           221207269       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008814955           221207270       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008442517           221207271       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008696253           221207272       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008895494           221207273       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008499859           221207274       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008927940           221207275       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008584775           221207276       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008623714           221207277       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008747920           221207278       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008914197           221207279       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008243894           221207280       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008853001           221207281       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1006893579           221207282       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007835710           221207283       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008434116           221207284       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008536925           221207285       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008669354           221207286       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008699410           221207287       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008924373           221207288       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008704743           221207289       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008209360           221207290       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008961867           221207291       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008938778           221207292       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008862858           221207293       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007033248           221207294       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007935791           221207295       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008085047           221207296       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008152189           221207297       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009078106           221207298       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008959889           221207299       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008950316           221207300       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008905777           221207301       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008986207           221207302       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008946117           221207303       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008591124           221207304       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008940453           221207305       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008136670           221207306       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008480921           221207307       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008778218           221207308       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008685096           221207309       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008127243           221207310       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008813509           221207311       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008176984           221207312       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008038125           221207313       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008727942           221207314       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008847867           221207316       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008908676           221207317       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008759319           221207318       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970438           221207319       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008683668           221207320       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008302703           221207321       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008992441           221207322       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008835077           221207323       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008662841           221207324       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008230498           221207325       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008967665           221207326       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008471977           221207327       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009093642           221207328       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008945706           221207330       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008826899           221207331       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009123218           221207332       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008992584           221207333       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008938714           221207334       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008875700           221207335       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008920377           221207336       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009051722           221207337       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009059350           221207338       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008838895           221207340       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008613093           221207341       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007057597           221207342       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008795182           221207343       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008669577           221207344       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008917256           221207345       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008991353           221207347       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008918512           221207348       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008722260           221207350       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008564920           221207351       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008877218           221207352       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008985798           221207353       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008213131           221207354       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008949132           221207355       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008818194           221207356       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008736175           221207357       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008508723           221207358       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008710406           221207360       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008555093           221207361       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008796957           221207362       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008857114           221207363       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008196711           221207364       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009028928           221207365       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008883666           221207366       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009042458           221207367       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008608170           221207368       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008034414           221207369       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007718062           221207370       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008944486           221207371       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008996312           221207372       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008803379           221207373       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008772713           221207374       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008555681           221207375       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009007941           221207376       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008669746           221207377       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970223           221207378       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008872277           221207379       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008884013           221207380       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008949445           221207381       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008963231           221207382       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007373433           221207383       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008691784           221207384       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008860556           221207385       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008925595           221207386       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008622699           221207387       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008955909           221207388       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009061034           221207389       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008854947           221207390       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008826498           221207391       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008721485           221207392       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008975120           221207393       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008316850           221207394       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008747056           221207395       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008502550           221207396       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008443829           221207397       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
        10449707           221207398       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008566072           221207399       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008746930           221207400       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009039587           221207401       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009001475           221207402       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009093517           221207403       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008813144           221207404       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008835709           221207405       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009062462           221207406       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008928182           221207407       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008997286           221207408       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009020392           221207409       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008957676           221207410       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008971268           221207411       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008738431           221207412       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009153435           221207413       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008761084           221207414       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008724614           221207415       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008157638           221207416       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008709089           221207417       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008325528           221207418       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008041264           221207419       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008533205           221207420       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008723777           221207421       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008150056           221207422       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1007804147           221207423       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008591838           221207424       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008928510           221207425       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008766132           221207426       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009005355           221207427       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008752469           221207428       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008993592           221207429       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009014363           221207430       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009142359           221207431       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009022176           221207432       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008993002           221207433       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009050386           221207434       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008895369           221207435       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008799712           221207436       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009007978           221207437       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008943085           221207438       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008953992           221207440       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008216682           221207441       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007878629           221207442       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008874890           221207443       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007343421           221207444       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008571994           221207445       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008947535           221207446       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009009057           221207447       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008728193           221207448       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008178704           221207449       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008179927           221207450       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008924195           221207451       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008868870           221207452       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008899258           221207453       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008732357           221207454       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008452630           221207455       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007809865           221207456       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009139112           221207457       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008636201           221207458       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008882364           221207459       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008795119           221207460       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009005863           221207461       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009079267           221207462       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008879010           221207463       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008380432           221207464       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008668177           221207465       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008924060           221207466       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008783195           221207467       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008769665           221207468       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008953082           221207469       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008525358           221207470       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008729502           221207471       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008638520           221207472       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008213961           221207473       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008267378           221207474       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007301635           221207475       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008806312           221207476       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008846715           221207477       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008713920           221207478       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970937           221207479       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008676854           221207480       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009009609           221207481       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007181596           221207482       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008064890           221207483       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008795413           221207484       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008767541           221207485       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008480413           221207486       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008982014           221207487       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008819772           221207488       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008974416           221207489       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006976819           221207490       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009047257           221207491       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008170365           221207492       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008899739           221207494       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008892095           221207495       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008931917           221207496       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008971525           221207497       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008639832           221207498       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008059101           221207499       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008336268           221207500       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008353872           221207501       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008140102           221207502       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008896439           221207503       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008845422           221207504       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009054444           221207505       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009002580           221207506       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009122308           221207507       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008826880           221207508       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008978868           221207509       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008457369           221207510       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008850727           221207511       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008957033           221207512       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970321           221207513       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007926328           221207514       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008652558           221207515       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008034600           221207516       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008064499           221207517       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008857383           221207518       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008910896           221207519       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008273539           221207520       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008453158           221207521       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008693835           221207522       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008652503           221207523       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008508251           221207524       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008900996           221207525       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008598154           221207526       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008352873           221207527       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008985084           221207528       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008592481           221207529       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008048711           221207530       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008740874           221207531       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008805019           221207532       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008863447           221207533       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009011044           221207534       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008820314           221207535       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008706536           221207536       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008913991           221207537       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008675917           221207538       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008877423           221207539       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008882783           221207540       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009004908           221207541       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009104220           221207542       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009136124           221207543       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008964114           221207545       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008928164           221207546       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008585168           221207547       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008856044           221207548       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008961108           221207549       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008779752           221207550       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009090725           221207551       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008249228           221207552       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008922053           221207553       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008686371           221207554       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008710004           221207555       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008750853           221207556       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008947269           221207557       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008453103           221207558       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008878725           221207559       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -20                                        1       N
      1008904064           221207560       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008549813           221207561       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009070961           221207562       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008851922           221207563       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008931196           221207564       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008917121           221207566       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007349050           221207567       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008170169           221207568       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008868344           221207569       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008760414           221207570       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008939991           221207571       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008876111           221207572       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008915873           221207573       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008715642           221207574       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008768906           221207575       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008832203           221207576       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008986154           221207577       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009083751           221207578       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008646469           221207579       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009039373           221207580       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007852264           221207581       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008780027           221207582       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009057940           221207583       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008855081           221207584       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008990899           221207586       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008540778           221207587       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008389077           221207588       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009116958           221207589       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008175351           221207590       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009065183           221207591       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008977486           221207592       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008923007           221207593       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008934736           221207594       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009042920           221207597       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008967807           221207598       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008891782           221207599       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008976986           221207600       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008776844           221207601       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009040922           221207602       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008812760           221207603       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008877922           221207605       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009082912           221207606       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008847689           221207607       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009120532           221207608       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007421408           221207609       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008228376           221207610       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008121837           221207611       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008601943           221207612       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007656217           221207613       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008805661           221207614       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008964105           221207615       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009004196           221207616       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009049558           221207617       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008647869           221207618       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008834684           221207619       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008979643           221207620       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008940257           221207621       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008913223           221207622       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008842602           221207623       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008339764           221207624       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008870162           221207625       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008872865           221207626       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008952975           221207627       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008294927           221207628       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008970884           221207629       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008888135           221207630       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008730493           221207631       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008357832           221207632       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008807598           221207633       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009138444           221207634       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008050495           221207635       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008507724           221207636       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008482983           221207637       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008841596           221207638       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008415440           221207639       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009010946           221207640       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008950557           221207641       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008792158           221207642       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008951896           221207643       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008960118           221207644       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008489012           221207645       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008908505           221207646       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007823607           221207647       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008673303           221207648       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008918246           221207649       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008628103           221207650       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008970474           221207651       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008835996           221207652       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008865524           221207653       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008938297           221207654       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009120257           221207655       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008848143           221207656       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007407406           221207657       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008830045           221207659       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007978824           221207660       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008867425           221207661       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008961938           221207662       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008587914           221207663       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008650211           221207664       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008741098           221207665       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009140976           221207666       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009083109           221207667       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008342135           221207668       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008762314           221207669       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008992860           221207671       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009180584           221207672       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008774098           221207673       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008967512           221207674       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008732703           221207675       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008913713           221207676       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009106638           221207677       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1006824216           221207678       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008525018           221207679       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008155426           221207680       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007722459           221207681       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009080380           221207682       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008629371           221207683       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009040272           221207684       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008131210           221207685       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008727292           221207686       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008806697           221207687       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008285722           221207688       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009046472           221207689       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009163665           221207690       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008983656           221207691       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009076395           221207692       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008091824           221207693       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008885478           221207694       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008784817           221207695       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008447996           221207697       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008924391           221207698       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008960010           221207699       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008758613           221207700       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008246793           221207701       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008987965           221207702       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008865533           221207703       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008690455           221207704       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008913090           221207705       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008289586           221207706       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008984343           221207707       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009096710           221207708       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009048498           221207709       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008785102           221207710       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009080889           221207711       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008702978           221207713       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008872972           221207714       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008900086           221207715       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008579433           221207716       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008822624           221207717       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009042751           221207718       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008432886           221207719       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008833792           221207720       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008497325           221207721       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008789037           221207722       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008812449           221207723       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008814884           221207724       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008721074           221207725       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009074486           221207726       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008756526           221207727       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008059986           221207728       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008854386           221207729       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008539799           221207730       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008595497           221207731       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 3 YRS FIXED IO                            1       N
      1008629647           221207732       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008240003           221207733       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008074344           221207734       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009121078           221207735       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008487531           221207736       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008745762           221207737       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008858961           221207738       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009064914           221207739       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006816305           221207740       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008678727           221207741       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009104239           221207742       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008938723           221207743       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008277401           221207744       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008584588           221207745       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008838975           221207746       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009055176           221207747       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009011712           221207748       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008972230           221207749       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008268885           221207751       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008984147           221207752       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008827344           221207753       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008536845           221207754       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007778023           221207755       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008919290           221207756       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008244740           221207757       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008916970           221207758       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008721109           221207759       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008890925           221207760       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009019554           221207761       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009020294           221207762       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008877673           221207763       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008978047           221207764       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008830170           221207765       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009092607           221207766       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008807687           221207767       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008983754           221207768       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008880400           221207769       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008324324           221207770       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008153614           221207771       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008213970           221207772       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008243723           221207773       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008188034           221207774       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008777889           221207775       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008845636           221207776       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008964686           221207777       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009012098           221207778       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008896830           221207779       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008747109           221207780       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008863946           221207781       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008698670           221207782       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007110716           221207783       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008994494           221207784       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008831981           221207785       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008987055           221207786       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008905768           221207788       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009093009           221207789       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008840659           221207790       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008928618           221207791       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008366840           221207792       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008890890           221207793       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008539101           221207794       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008507975           221207795       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008864151           221207796       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008744781           221207797       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008280326           221207798       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008880632           221207799       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008715143           221207800       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008988599           221207801       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008440742           221207802       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008625927           221207803       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008912457           221207804       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008809578           221207805       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008951878           221207806       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009098095           221207807       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009078099           221207809       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008903476           221207810       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008863713           221207811       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008508304           221207812       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008622733           221207813       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008600212           221207814       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008770252           221207816       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008508199           221207817       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008829075           221207818       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008784657           221207819       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008942013           221207820       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008661021           221207821       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008932113           221207822       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008986163           221207823       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008566456           221207824       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008751291           221207825       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008844361           221207826       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008536300           221207827       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008825408           221207828       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008903261           221207829       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008918264           221207830       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008831188           221207831       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008965113           221207832       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008922936           221207833       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009171344           221207834       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008678022           221207835       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007855715           221207836       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008602167           221207837       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008760708           221207838       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007989741           221207839       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008768700           221207840       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008926683           221207841       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008707722           221207842       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008169563           221207843       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008963428           221207844       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008694923           221207845       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008818498           221207846       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008987750           221207847       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009027803           221207848       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008481172           221207849       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008639100           221207850       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008769889           221207851       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008864455           221207852       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009027028           221207853       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008938251           221207854       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1009065771           221207855       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008928217           221207856       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008919254           221207857       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008924328           221207858       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008598733           221207859       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008978216           221207860       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008988296           221207861       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008650630           221207862       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008878878           221207863       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008942362           221207864       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008934380           221207865       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008195348           221207866       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008440038           221207867       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008910468           221207868       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008362675           221207869       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008754038           221207870       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008792345           221207871       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008856348           221207872       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009107860           221207873       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008851566           221207874       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008751709           221207875       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008736291           221207877       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008527150           221207878       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008873766           221207879       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008947526           221207880       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008817881           221207881       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008758828           221207882       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008349888           221207883       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008804519           221207884       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008992110           221207885       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009128623           221207886       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008799197           221207887       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008641197           221207888       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008346328           221207889       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008341421           221207890       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008841890           221207891       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008916667           221207892       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008780241           221207893       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008683597           221207894       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008918754           221207895       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008021883           221207896       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008974292           221207897       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009104275           221207898       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008782025           221207899       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008792498           221207900       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008883924           221207901       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008683720           221207902       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008201974           221207903       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008876610           221207904       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008691007           221207905       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008863027           221207906       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008630010           221207907       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009022318           221207908       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009014693           221207909       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007258601           221207910       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008980294           221207911       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008749054           221207912       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008971106           221207913       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008835451           221207914       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008865800           221207915       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008480912           221207916       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008853421           221207917       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008994877           221207919       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1006866171           221207920       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007717456           221207921       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008621100           221207922       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008872632           221207923       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008955428           221207924       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008757035           221207925       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008846699           221207926       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009094231           221207927       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007741517           221207928       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008586880           221207929       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008197195           221207930       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008774089           221207931       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009072255           221207932       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008998668           221207933       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008819996           221207934       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008975488           221207935       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008920652           221207936       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008951645           221207937       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1007378447           221207938       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008925559           221207939       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008446666           221207941       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008936663           221207942       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008317074           221207944       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009060053           221207945       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009178454           221207946       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008754109           221207947       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008835683           221207948       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008861323           221207949       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009014425           221207950       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008752245           221207951       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008177803           221207952       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009086552           221207953       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009001108           221207954       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008883185           221207955       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008944636           221207956       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008843549           221207957       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008964864           221207958       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008979108           221207959       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008817328           221207960       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008877343           221207961       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008927780           221207962       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007096448           221207963       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009019849           221207964       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009103285           221207965       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008802520           221207966       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008957382           221207967       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009014318           221207968       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008409448           221207969       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008955614           221207970       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008920064           221207971       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007313356           221207972       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008622181           221207973       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008847297           221207974       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008871946           221207975       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008591918           221207976       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1006139653           221207977       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008724632           221207978       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008263899           221207980       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008863214           221207981       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008937154           221207982       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009063041           221207983       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009119018           221207984       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008434946           221207985       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008903564           221207986       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008869012           221207987       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008319438           221207988       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008808178           221207989       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008605823           221207990       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008248737           221207991       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008677032           221207992       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008588860           221207993       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008966443           221207994       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009014602           221207995       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009042243           221207996       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008906240           221207997       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008717267           221207999       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008008210           221208000       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008908471           221208001       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008738743           221208002       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008698153           221208003       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008418820           221208004       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008041184           221208005       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008860002           221208006       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008760628           221208007       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008806045           221208008       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008826103           221208009       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008210955           221208010       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008490091           221208011       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008826176           221208012       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008960653           221208013       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009002642           221208014       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008676998           221208015       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008022668           221208016       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008951538           221208017       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008809505           221208018       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008927478           221208019       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008839055           221208020       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008028911           221208021       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008603068           221208022       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008897161           221208023       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008757222           221208024       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007539194           221208025       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008629175           221208027       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008943441           221208028       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008323717           221208029       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008833863           221208030       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008833523           221208031       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008877085           221208032       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009082921           221208033       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008916159           221208034       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009013195           221208035       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008332690           221208036       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009004720           221208037       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008269349           221208038       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008619355           221208039       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008143458           221208040       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008643827           221208041       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008179892           221208042       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008808374           221208043       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008352141           221208044       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008923506           221208045       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008516625           221208046       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008913401           221208047       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008575491           221208048       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008880115           221208049       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007120689           221208051       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008959843           221208052       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008835031           221208053       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009122754           221208054       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008956034           221208055       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008417162           221208056       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008899828           221208057       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008921376           221208058       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008776407           221208059       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1009035395           221208060       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008956481           221208061       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008943664           221208063       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008228606           221208064       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008556127           221208065       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008697029           221208066       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008912858           221208067       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008937298           221208069       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009056291           221208070       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007687023           221208071       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008873445           221208072       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008916140           221208073       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008835727           221208074       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008123425           221208075       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008990862           221208076       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008871704           221208077       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008501659           221208078       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008914348           221208079       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1009157459           221208080       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008984931           221208081       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009087374           221208082       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008135671           221208083       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008825765           221208084       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008825159           221208085       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009137702           221208086       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008067619           221208087       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008913884           221208088       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008639324           221208089       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008668453           221208090       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008781847           221208092       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008791676           221208093       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008836478           221208094       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008890088           221208095       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008834611           221208096       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008996116           221208097       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008538219           221208098       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009093447           221208099       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009077143           221208100       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008824034           221208101       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008880311           221208102       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008478505           221208103       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008784345           221208104       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008979055           221208105       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009143134           221208106       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1007687390           221208107       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008761921           221208109       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008616036           221208110       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008741203           221208111       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008770546           221208113       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008779039           221208114       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008940658           221208115       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009042190           221208116       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008871349           221208117       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008406888           221208118       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008929216           221208119       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008839484           221208120       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008961723           221208122       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008935986           221208123       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009121880           221208124       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007906625           221208125       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008665740           221208126       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009008272           221208127       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008318493           221208129       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008980089           221208130       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008852805           221208131       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008465010           221208132       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008868727           221208133       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009029053           221208134       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008408911           221208135       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008919030           221208136       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009061007           221208137       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009010633           221208138       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008641035           221208139       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008586620           221208140       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008896386           221208141       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009018216           221208142       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008410445           221208143       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008917657           221208144       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008315744           221208145       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008634301           221208146       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009029044           221208147       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008759649           221208148       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008611102           221208149       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008209155           221208150       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008565812           221208151       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008946395           221208152       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008984708           221208153       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008858532           221208155       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008699571           221208156       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008872302           221208158       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1009102240           221208159       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008840720           221208160       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008958336           221208162       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008429998           221208163       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008820172           221208164       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008816597           221208165       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008940667           221208166       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008651773           221208167       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008911555           221208168       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008154356           221208169       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008598564           221208170       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008342858           221208171       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008787315           221208172       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008273478           221208173       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008608447           221208174       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008921269           221208175       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008725926           221208176       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008583222           221208177       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009202677           221208178       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009033823           221208179       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -15                                        1       N
      1008985609           221208180       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008985404           221208181       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008625375           221208182       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008955240           221208183       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009084180           221208184       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008888055           221208185       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008745851           221208186       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008713350           221208187       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008831927           221208189       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009058191           221208190       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006835918           221208191       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008891354           221208192       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008612593           221208193       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008849909           221208194       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008092404           221208195       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008815696           221208196       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008802726           221208197       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008989268           221208198       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008907926           221208199       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008040540           221208200       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008940373           221208201       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007910889           221208204       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008834924           221208205       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008742079           221208206       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009005051           221208207       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008904634           221208208       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007961146           221208209       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009035279           221208210       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008694362           221208211       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008665429           221208212       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008861966           221208213       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009031852           221208215       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008864516           221208216       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008930810           221208217       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008185064           221208218       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008868442           221208219       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009118153           221208220       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008910672           221208222       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008844897           221208223       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008816203           221208224       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009007200           221208225       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008854359           221208226       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008142501           221208227       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008831286           221208228       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008806624           221208229       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008945911           221208230       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008664867           221208231       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008900594           221208232       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008951681           221208233       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008695851           221208234       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008577550           221208235       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008852618           221208236       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008863107           221208237       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -25                                        1       N
      1008693210           221208238       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008956150           221208239       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007703005           221208240       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007952860           221208241       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008339292           221208242       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008234270           221208243       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008694380           221208244       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008990835           221208245       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008781188           221208246       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008938983           221208247       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008964123           221208248       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008155284           221208249       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008778414           221208250       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008817630           221208251       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008708375           221208253       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008870037           221208254       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008181031           221208255       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008984334           221208256       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008364487           221208257       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009177473           221208258       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008843969           221208259       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008192074           221208261       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008011288           221208262       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008791881           221208263       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008880071           221208264       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008761262           221208265       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008819852           221208267       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008911859           221208269       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009092714           221208270       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008878477           221208271       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007747655           221208272       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008393204           221208273       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009030318           221208274       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008733481           221208275       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009009299           221208276       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008858603           221208277       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008804056           221208278       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008869904           221208280       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008885995           221208281       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008652772           221208282       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008679067           221208283       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008777102           221208284       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1007676623           221208285       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008606500           221208286       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008898749           221208287       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008641482           221208288       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007320115           221208289       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008179464           221208290       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008868424           221208291       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008860887           221208292       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008802780           221208293       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008625758           221208294       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009088408           221208295       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008810664           221208296       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008916694           221208297       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008318251           221208298       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008988438           221208300       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008916827           221208301       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009087052           221208302       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008874391           221208303       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009084340           221208304       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1007150717           221208305       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008079214           221208306       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008818746           221208307       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008869619           221208308       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007890570           221208309       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008808043           221208310       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008122300           221208311       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008969814           221208312       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008661263           221208313       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008961590           221208315       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008952270           221208316       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008473966           221208317       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008703539           221208318       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008929662           221208319       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008808533           221208320       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007558154           221208321       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008080131           221208322       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008869753           221208324       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009010330           221208325       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008897937           221208326       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008602050           221208327       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009042715           221208328       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008650202           221208329       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008813769           221208330       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008926816           221208332       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008937010           221208333       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008908596           221208334       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008816711           221208335       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008517688           221208336       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008993182           221208338       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008276055           221208339       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008532304           221208340       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008838804           221208341       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009131192           221208342       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008653557           221208343       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008979206           221208345       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008974746           221208346       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007051021           221208347       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009068643           221208348       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008798713           221208349       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008342420           221208350       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008914160           221208351       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008960458           221208352       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007322792           221208353       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008738217           221208354       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008966684           221208355       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008341065           221208356       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008923025           221208357       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1009078419           221208358       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008868102           221208359       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008988063           221208360       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008875229           221208361       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008870199           221208362       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008957042           221208363       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008880785           221208364       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008857267           221208365       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008924319           221208366       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008796528           221208367       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008818121           221208368       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008738128           221208370       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008930188           221208371       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008944805           221208372       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008395514           221208373       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008490420           221208374       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008638450           221208375       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008938395           221208376       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1009096612           221208377       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008098550           221208379       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008875158           221208380       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008651309           221208381       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008622494           221208382       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008837832           221208383       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008863802           221208384       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008770430           221208385       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008626374           221208386       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008852379           221208387       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008877450           221208389       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008909425           221208390       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009070015           221208391       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009111203           221208392       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008570307           221208394       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008595317           221208395       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008899052           221208396       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009013006           221208397       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008924257           221208398       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008543043           221208399       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007909016           221208400       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008990755           221208401       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009128570           221208402       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009062925           221208403       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008873640           221208404       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008999159           221208405       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009054596           221208406       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008539361           221208407       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008969119           221208408       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008987251           221208409       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008918585           221208410       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008952341           221208411       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008723447           221208412       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008852235           221208413       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1006236263           221208414       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009153088           221208415       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008882300           221208416       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009079490           221208417       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1008939508           221208418       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008837066           221208419       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008909915           221208420       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008950138           221208422       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008978715           221208423       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       Y
      1009151696           221208424       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009034421           221208425       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008601596           221208426       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008937591           221208427       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008987279           221208428       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009015059           221208429       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009038445           221208430       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009012784           221208431       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008096918           221208432       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008882890           221208433       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008960047           221208434       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008985342           221208435       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008338355           221208436       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008751718           221208437       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008916373           221208438       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1007299309           221208439       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008836487           221208441       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008806349           221208442       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009023273           221208443       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008485169           221208444       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008969887           221208445       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008986911           221208446       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009075564           221208447       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008618043           221208448       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008872810           221208449       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008517054           221208450       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009055023           221208451       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008906062           221208452       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008568472           221208453       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1007619384           221208455       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008044831           221208456       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008843692           221208457       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008791113           221208458       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008637503           221208459       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008992851           221208461       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009039756           221208462       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008885566           221208463       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008691329           221208464       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008904153           221208465       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008599144           221208466       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008876576           221208467       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008704495           221208468       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008798900           221208469       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008196677           221208470       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007971714           221208471       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008905027           221208472       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008129063           221208473       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008464039           221208474       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008561969           221208475       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008976003           221208476       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008930044           221208477       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008492856           221208478       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1009046329           221208479       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008416243           221208480       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1009098326           221208481       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008993761           221208482       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008833845           221208483       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008777683           221208484       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008344874           221208485       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008959567           221208486       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1007729443           221208487       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008991923           221208488       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008878994           221208489       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       N
      1008943281           221208490       SUBPRIME             NEWCENTURY                NEWCENTURY               INTEREST ONLY              NCC0002            HYBRID 2 YRS FIXED IO                            1       Y
      1008652040           221208491       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008879813           221208492       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008754261           221208493       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008807357           221208494       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008775872           221208495       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008613280           221208496       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008735853           221208497       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008871447           221208498       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1009058510           221208499       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008993306           221208500       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008706750           221208502       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008621869           221208503       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008903911           221208504       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008612192           221208506       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008843665           221208507       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008774105           221208509       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008966345           221208510       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008273959           221208511       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008277296           221208512       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008985262           221208514       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008863928           221208515       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008891425           221208517       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1009084670           221208518       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008283840           221208520       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008881098           221208521       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008964258           221208522       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008879564           221208523       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008582768           221208524       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008448343           221208525       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008882462           221208526       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       Y
      1008495826           221208527       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008939036           221208528       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008966620           221208529       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008712645           221208530       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008234298           221208531       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008876077           221208533       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008942291           221208534       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008699517           221208535       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008913447           221208536       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008654039           221208537       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008968414           221208538       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008989561           221208539       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1008848722           221208540       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008898801           221208541       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008522315           221208542       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008687183           221208543       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008750176           221208544       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008311481           221208545       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1006910239           221208546       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1007401171           221208547       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008740473           221208548       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       Y
      1008899766           221208549       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008419963           221208551       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008942656           221208552       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1006999395           221208553       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009050126           221208554       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED BALLOON 40/30                              1       N
      1006852845           221208555       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008136082           221208556       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            FIXED -30                                        1       N
      1008839643           221208557       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008820136           221208558       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N
      1008661129           221208559       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008782631           221208560       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008873196           221208561       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008768336           221208562       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008924453           221208563       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008045206           221208564       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1009171102           221208565       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008589583           221208566       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       Y
      1008758052           221208567       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED BALLOON                       1       N
      1008601319           221208568       SUBPRIME             NEWCENTURY                NEWCENTURY               P AND I                    NCC0002            HYBRID 2 YRS FIXED                               1       N


     LOANID             FRSTMTGBAL          SECMTGBAL          MODIFIED         GRADE          SEC32        FICO         FICODATE                         CITY                          COUNTY        STATE          ZIP
     ------             ----------          ---------          --------         -----          -----        ----         --------                         ----                          ------        -----          ---
      1008835941                   0                  0                        AA             N               560       /  /             CINCINNATI                                          61       OH             45207
      1008686932                   0              17000                        AA             N               580       /  /             FAIRBORN                                            57       OH             45324
      1008747136                   0                  0                        AA             N               626       /  /             DETROIT                                            163       MI             48227
      1008848241                   0               8500                        AA             N               656       /  /             CLEVELAND                                           35       OH             44104
      1008730689                   0              17100                        AA             N               692       /  /             MONTGOMERY                                         101       AL             36109
      1008359313                   0                  0                        AA             N               609       /  /             INDIANAPOLIS                                        97       IN             46256
      1008612325                   0                  0                        A+             N               547       /  /             PASADENA                                           201       TX             77502
      1008610782                   0              17350                        AA             N               642       /  /             PENSACOLA                                           33       FL             32534
      1008698073                   0                  0                        A-             N               528       /  /             KENOVA                                              99       WV             25530
      1008948035                   0                  0                        A-             N               611       /  /             ROCK ISLAND                                        161       IL             61201
      1008388862                   0              25811                        AA             N               639       /  /             HOUSTON                                            201       TX             77530
      1007323737                   0                  0                        AA             N               553       /  /             FLUSHING                                            49       MI             48433
      1008859559                   0              17400                        AA             N               614       /  /             DALLAS                                              85       TX             75252
      1008032504                   0              26000                        AA             N               616       /  /             CUT OFF                                             57       LA             70345
      1008069877                   0              31000                        AAA            N               730       /  /             BRADENTON                                           81       FL             34209
      1008893290                   0              28000                        AAA            N               656       /  /             FARMERS BRANCH                                     113       TX             75234
      1008775907                   0                  0                        AA             N               707       /  /             NEW ORLEANS                                         71       LA             70113
      1008402472              129276                  0                        AA             N               596       /  /             HOUSTON                                            201       TX             77014
      1008606822                   0                  0                        AA             N               533       /  /             VANDALIA                                           113       OH             45377
      1008547236              135600                  0                        AA             N               581       /  /             RIFLE                                               45       CO             81650
      1009021006                   0              34600                        AAA            N               717       /  /             MIAMI                                               86       FL             33127
      1008687147              138400                  0                        AA             N               628       /  /             MOUNT STERLING                                      97       OH             43143
      1007156114              139200                  0                        AA             N               606       /  /             SUNDERLAND                                           3       VT              5250
      1008537522              136000                  0                        AA             N               596       /  /             ROUND LAKE BEACH                                    97       IL             60073
      1008640893                   0                  0                        AA             N               520       /  /             OLD TOWN                                            19       ME              4468
      1008429042              136000                  0                        AA             N               592       /  /             LARGO                                              103       FL             33771
      1008210250              135680                  0                        AA             N               601       /  /             HILLSBOROUGH                                        11       NH              3244
      1008008844              136800                  0                        AAA            N               722       /  /             CORCORAN                                            31       CA             93212
      1008238418                   0                  0                        AAA            N               677       /  /             COATESVILLE                                         29       PA             19320
      1008236367                   0                  0                        AA             N               599       /  /             COOK STATION                                        55       MO             65449
      1008437989                   0              34400                        AA             N               622       /  /             HARRISBURG                                          43       PA             17109
      1008146124                   0              34400                        AA             N               635       /  /             WINDHAM                                              5       ME              4062
      1008566820                   0                  0                        A-             N               500       /  /             TUCSON                                              19       AZ             85730
      1008852690                   0              34400                        AA             N               582       /  /             LITTLE ROCK                                        119       AR             72211
      1007208540              137600                  0                        AA             N               618       /  /             HURLOCK                                             19       MD             21643
      1008827576                   0              34400                        AA             N               625       /  /             KINGMAN                                             15       AZ             86401
      1007581672              135920                  0                        AA             N               615       /  /             MCKINNEY                                            85       TX             75070
      1008680242                   0                  0                        AA             N               581       /  /             ROYAL OAK                                          125       MI             48073
      1008225020              135920                  0                        AA             N               581       /  /             FLORISSANT                                         189       MO             63033
      1007997778              135936                  0                        AA             N               634       /  /             WALLS                                               33       MS             38680
      1008402935                   0                  0                        AA             N               570       /  /             ROUND LAKE BEACH                                    97       IL             60073
      1008343303                   0              33200                        AA             N               599       /  /             CABOT                                               85       AR             72023
      1008525376                   0                  0                        A-             N               616       /  /             RICHMOND                                            41       VA             23237
      1009054836                   0              33300                        AA             N               635       /  /             BEMIDJI                                              7       MN             56601
      1008214390              129072                  0                        AA             N               590       /  /             MISSOURI CITY                                      157       TX             77459
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      1008428187                   0              46400                        AAA            N               684       /  /             GALLOWAY TOWNSHIP                                    1       NJ              8205
      1008791462                   0                  0                        AA             N               693       /  /             VICTOR                                              81       MT             59875
      1008863223                   0                  0                        AA             N               529       /  /             GRISWOLD                                            11       CT              6351
      1008899329                   0                  0                        AA             N               654       /  /             STEPHENS CITY                                       69       VA             22655
      1008636489                   0              46600                        AAA            N               669       /  /             LOWELL                                              17       MA              1850
      1008236820                   0                  0                        AA             N               557       /  /             ELGIN                                               89       IL             60123
      1008682151                   0                  0                        AA             N               634       /  /             LEHIGH ACRES                                        71       FL             33936
      1008368232                   0              46800                        AA             N               626       /  /             ORLANDO                                             95       FL             32832
      1008704262                   0              46900                        AA             N               650       /  /             EDGEWATER PARK                                       5       NJ              8010
      1007639282                   0                  0                        B              N               610       /  /             BIG BEAR CITY                                       71       CA             92314
      1008564298                   0                  0                        A-             N               530       /  /             ELLICOTT CITY                                       27       MD             21043
      1008405512                   0                  0                        A-             N               556       /  /             PORTLAND                                            51       OR             97211
      1008605976                   0              47000                        AAA            N               650       /  /             TAMPA                                               57       FL             33625
      1008638628                   0                  0                        AA             N               653       /  /             CITRUS HEIGHTS                                      67       CA             95621
      1008182487                   0                  0                        A-             N               555       /  /             DAVENPORT                                          105       FL             33897
      1008544845                   0                  0                        AA             N               563       /  /             GLENDALE                                            13       AZ             85303
      1008632633              188000                  0                        AA             N               655       /  /             CHICAGO                                             31       IL             60630
      1008926380                   0              47000                        AA             N               662       /  /             PHOENIX                                             13       AZ             85051
      1008596780                   0                  0                        B              N               511       /  /             WILLINGBORO                                          5       NJ              8046
      1009042537                   0              47000                        AAA            N               680       /  /             BARRINGTON                                          17       NH              3825
      1008584347              177868                  0                        A+             N               608       /  /             NORTH PORT                                         115       FL             34286
      1008371415              188800                  0                        AA             N               630       /  /             HOLLYWOOD                                           11       FL             33021
      1008033530              184000                  0                        AA             N               585       /  /             WEST MEMPHIS                                        35       AR             72301
      1008521469                   0                  0                        B              N               637       /  /             WINTER SPRINGS                                     117       FL             32708
      1008393696                   0                  0                        AA             N               520       /  /             VANCOUVER                                           11       WA             98662
      1007353794              188800                  0                        AA             N               621       /  /             JACKSON                                             29       NJ              8527
      1008724776                   0              47278                        AA             N               599       /  /             BOERNE                                             259       TX             78006
      1008798287                   0                  0                        AA             N               592       /  /             OTTAWA                                              99       IL             61350
      1008607466                   0                  0                        AA             N               635       /  /             HIGH POINT                                          81       NC             27265
      1008703691                   0              35550                        AA             N               602       /  /             BRADENTON                                           81       FL             34212
      1008451203              190320                  0                        AA             N               611       /  /             HOMEWOOD                                            31       IL             60430
      1008425046              190400                  0                        AA             N               636       /  /             PHOENIX                                             13       AZ             85031
      1008384982                   0                  0                        AA             N               676       /  /             PHILADELPHIA                                       101       PA             19114
      1008902075                   0              47600                        AA             N               618       /  /             PLAINFIELD                                         197       IL             60544
      1008937083                   0              47650                        AA             N               617       /  /             FRONT ROYAL                                        187       VA             22630
      1008172568                   0              40350                        A+             N               545       /  /             WHITESBORO                                         181       TX             76273
      1008609320              203150                  0                        AA             N               677       /  /             DEERFIELD                                           97       IL             60015
      1008452088              191200                  0                        AA             N               618       /  /             LEVITTOWN                                           17       PA             19054
      1007673216              191520                  0                        AA             N               733       /  /             HOUSTON                                            201       TX             77054
      1008490055              191920                  0                        AA             N               680       /  /             PORT ANGELES                                         9       WA             98362
      1008489753                   0              47980                        AA             N               680       /  /             PORT ANGELES                                         9       WA             98362
      1008075405              192000                  0                        AA             N               604       /  /             HOMESTEAD                                           86       FL             33032
      1008106809              204000                  0                        AA             N               593       /  /             CLAYTON                                            101       NC             27520
      1008565162                   0                  0                        AA             N               505       /  /             SELMA                                               19       CA             93662
      1008520184                   0                  0                        AAA            N               703       /  /             LAKE ZURICH                                         97       IL             60047
      1007694756              165150                  0                        AA             N               600       /  /             TAMPA                                               57       FL             33635
      1008197015              192000                  0                        AA             N               608       /  /             ELK RIVER                                          141       MN             55330
      1008427311                   0              48000                        AA             N               662       /  /             WEST PALM BEACH                                     99       FL             33406
      1008695520                   0              48000                        AAA            N               680       /  /             DELANO                                              29       CA             93215
      1008537327                   0                  0                        AA             N               584       /  /             WAKEFIELD                                            3       NH              3887
      1008804779                   0                  0                        AA             N               548       /  /             PHOENIX                                             13       AZ             85032
      1008523485                   0                  0                        AA             N               634       /  /             ORLANDO                                             95       FL             32839
      1008735942                   0                  0                        A-             N               527       /  /             MOUNTLAKE TERRACE                                   61       WA             98043
      1008834041                   0                  0                        AA             N               611       /  /             SAN BERNARDINO                                      71       CA             92411
      1007916179              192000                  0                        AA             N               617       /  /             JAFFREY                                              5       NH              3452
      1008615340                   0              36000                        AA             N               602       /  /             NORTH PORT                                         115       FL             34288
      1008614270                   0              48000                        AA             N               634       /  /             WESTBURY                                            59       NY             11590
      1008576800                   0              48200                        AA             N               691       /  /             HENDERSON                                            3       NV             89012
      1008044396              192800                  0                        AAA            N               707       /  /             CHARLOTTE                                          119       NC             28227
      1008832891                   0                  0                        AA             N               640       /  /             WEST PALM BEACH                                     99       FL             33407
      1008568016              190400                  0                        AAA            N               656       /  /             CRANSTON                                             7       RI              2920
      1007677640              207191                  0                        AA             N               662       /  /             DELANO                                              29       CA             93215
      1007677588                   0              36563                        AA             N               662       /  /             DELANO                                              29       CA             93215
      1008276475                   0                  0                        A-             N               501       /  /             CHICAGO                                             31       IL             60636
      1008472645              195200                  0                        AA             N               662       /  /             REDMOND                                             17       OR             97756
      1006927926                   0                  0                        AA             N               595       /  /             WORCESTER                                           27       MA              1605
      1007119245                   0                  0                        A-             N               651       /  /             COTTAGE GROVE                                      163       MN             55016
      1008585701                   0              49000                        AAA            N               672       /  /             LAS VEGAS                                            3       NV             89115
      1008658776                   0              49000                        AA             N               583       /  /             PORT HADLOCK                                        31       WA             98339
      1008660825                   0                  0                        A-             N               559       /  /             FORT LAUDERDALE                                     11       FL             33312
      1008776452                   0                  0                        AA             N               634       /  /             BUCKEYE                                             13       AZ             85326
      1007982588                   0                  0                        B              N               571       /  /             NEW BEDFORD                                          5       MA              2740
      1008785987                   0                  0                        B              N               715       /  /             CHICAGO                                             31       IL             60617
      1008835745                   0              49000                        AA             N               583       /  /             CAPE CORAL                                          71       FL             33993
      1008447861              196000                  0                        AAA            N               693       /  /             NEW SMYRNA BEACH                                   127       FL             32169
      1008629763                   0                  0                        A+             N               543       /  /             LITCHFIELD PARK                                     13       AZ             85340
      1008632161                   0                  0                        B              N               505       /  /             WILLINGBORO                                          5       NJ              8046
      1008333056                   0                  0                        AA             N               570       /  /             EL PASO                                            141       TX             79938
      1008405647              198320                  0                        AA             N               599       /  /             PHOENIX                                             13       AZ             85043
      1008403701              198400                  0                        A+             N               681       /  /             ORANGE BEACH                                         3       AL             36561
      1008770760                   0                  0                        AA             N               591       /  /             PROVIDENCE                                           7       RI              2909
      1008673198                   0              49660                        AA             N               582       /  /             EVERETT                                             61       WA             98203
      1008898437                   0              39150                        AAA            N               684       /  /             WAUPACA                                            135       WI             54981
      1008700747                   0              49800                        AAA            N               668       /  /             BENTON                                             999       AR             72019
      1007536892              199200                  0                        AA             N               684       /  /             SARASOTA                                           115       FL             34232
      1008633712                   0              49817                        AA             N               700       /  /             WESLEY CHAPEL                                      101       FL             33543
      1008422174              199920                  0                        AAA            N               653       /  /             NORTH BRANFORD                                       9       CT              6471
      1008421255                   0              49980                        AAA            N               653       /  /             NORTH BRANFORD                                       9       CT              6471
      1008386481              200000                  0                        AA             N               688       /  /             HOMESTEAD                                           86       FL             33032
      1007831242              200000                  0                        AA             N               653       /  /             FLORISSANT                                         119       CO             80816
      1008134315              200000                  0                        AAA            N               665       /  /             BAKERSFIELD                                         29       CA             93304
      1008462558                   0                  0                        A+             N               565       /  /             RINDGE                                               5       NH              3461
      1008502701                   0              50000                        AA             N               598       /  /             LAS VEGAS                                            3       NV             89104
      1008497879              200000                  0                        AA             N               632       /  /             AURORA                                               5       CO             80014
      1008596511              200000                  0                        AA             N               630       /  /             PLOVER                                              97       WI             54467
      1008657394                   0                  0                        AA             N               521       /  /             BRIDGEPORT                                           1       CT              6604
      1008568720              200000                  0                        AA             N               682       /  /             PAHRUMP                                             23       NV             89061
      1008722983                   0                  0                        A-             N               578       /  /             WALLED LAKE                                        125       MI             48390
      1008618249                   0              50000                        A+             N               603       /  /             RICHFIELD                                           53       MN             55423
      1008832267                   0                  0                        AA             N               612       /  /             WEST DES MOINES                                    153       IA             50265
      1008805689                   0                  0                        C              N               519       /  /             HOLLY                                              125       MI             48442
      1008750504                   0                  0                        C              N               584       /  /             ALBERT LEA                                          47       MN             56007
      1008886262                   0                  0                        AA             N               612       /  /             TAMPA                                               57       FL             33626
      1008938518                   0                  0                        AA             N               500       /  /             COLUMBUS                                             5       IN             47201
      1008773375                   0                  0                        A+             N               620       /  /             LAS VEGAS                                            3       NV             89107
      1008843567                   0                  0                        AA             N               616       /  /             ORANGE PARK                                         19       FL             32073
      1008732160                   0                  0                        B              N               561       /  /             CHANDLER                                            13       AZ             85225
      1008666687                   0                  0                        A-             N               504       /  /             PHOENIX                                             13       AZ             85033
      1008893343                   0                  0                        AA             N               613       /  /             GLEN BURNIE                                          3       MD             21061
      1008066317                   0                  0                        AA             N               534       /  /             NORTH RICHLAND HILLS                               439       TX             76180
      1008135412              200000                  0                        AA             N               623       /  /             UNION                                               39       NJ              7083
      1008859791                   0              49980                        AA             N               634       /  /             MIDDLETOWN                                          43       PA             17057
      1008338943                   0                  0                        AA             N               740       /  /             LOXAHATCHEE                                         99       FL             33470
      1008122836              200000                  0                        AA             N               623       /  /             DELRAY BEACH                                        99       FL             33444
      1008534794              200396                  0                        AA             N               594       /  /             MINOOKA                                             63       IL             60447
      1008534918                   0              50099                        AA             N               594       /  /             MINOOKA                                             63       IL             60447
      1009014078                   0              50380                        AA             N               606       /  /             PHOENIX                                             13       AZ             85042
      1008599288                   0                  0                        A+             N               581       /  /             SUITLAND                                            33       MD             20746
      1008227199                   0              50400                        AA             N               596       /  /             ORLANDO                                             95       FL             32810
      1008567286              202400                  0                        AA             N               586       /  /             NEWARK                                              13       NJ              7106
      1008393525              202672                  0                        AA             N               619       /  /             RICHMOND                                           157       TX             77469
      1008117049              191665                  0                        AAA            N               741       /  /             TUCSON                                              19       AZ             85746
      1008622779                   0                  0                        AA             N               564       /  /             FORT MYERS                                          71       FL             33905
      1007408815                   0                  0                        A+             N               624       /  /             HAMILTON CITY                                       21       CA             95951
      1008859817                   0                  0                        AA             N               618       /  /             HOMESTEAD                                           86       FL             33033
      1008179749              204000                  0                        AAA            N               686       /  /             GREELEY                                            123       CO             80634
      1008468320              204000                  0                        AA             N               639       /  /             BARTLETT                                           157       TN             38135
      1008496068              204000                  0                        AA             N               606       /  /             ROMEOVILLE                                         197       IL             60446
      1008231111                   0                  0                        AA             N               577       /  /             LEHIGH ACRES                                        71       FL             33971
      1008577701                   0                  0                        B              N               547       /  /             KINGSTON                                           111       NY             12401
      1008784871                   0                  0                        AA             N               640       /  /             TEHACHAPI                                           29       CA             93561
      1008891130                   0                  0                        A+             N               565       /  /             NEW PRESTON MARBLE DALE                              5       CT              6777
      1008503648                   0                  0                        C              N               542       /  /             SUNDERLAND                                          11       MA              1375
      1008857454                   0                  0                        C              N               532       /  /             PHOENIX                                             13       AZ             85037
      1008863973                   0                  0                        AA             N               657       /  /             MIAMI                                               86       FL             33015
      1008635131                   0              38250                        AA             N               792       /  /             MUKWONAGO                                          133       WI             53149
      1008883871                   0              51400                        AAA            N               682       /  /             BYRON CENTER                                        81       MI             49315
      1008048356              205840                  0                        AA             N               581       /  /             STUTTGART                                            1       AR             72160
      1008091389              206000                  0                        AA             N               581       /  /             CHICAGO                                             31       IL             60612
      1008426410                   0                  0                        AA             N               623       /  /             ATLANTA                                            121       GA             30310
      1008610149                   0                  0                        A-             N               505       /  /             LAKE IN THE HILLS                                  111       IL             60156
      1008434278              206400                  0                        AA             N               633       /  /             MODESTO                                             99       CA             95354
      1008575954                   0                  0                        AA             N               596       /  /             ARLINGTON                                           61       WA             98223
      1008451551              207520                  0                        AA             N               682       /  /             BRAWLEY                                             25       CA             92227
      1009020935                   0                  0                        AA             N               682       /  /             ABSECON                                              1       NJ              8201
      1008565439              208000                  0                        AAA            N               698       /  /             HOMESTEAD                                           86       FL             33033
      1008535855                   0                  0                        B              N               672       /  /             BALTIMORE                                          510       MD             21209
      1008825015                   0                  0                        C              N               535       /  /             ROYAL PALM BEACH                                    99       FL             33411
      1008872543                   0                  0                        AA             N               622       /  /             CHICAGO                                             31       IL             60617
      1008859121                   0                  0                        B              N               543       /  /             SOUTH WINDSOR                                        3       CT              6074
      1008774463                   0                  0                        AA             N               691       /  /             FRESNO                                              19       CA             93727
      1008633428                   0              52000                        AA             N               739       /  /             WARWICK                                              3       RI              2886
      1008447219              208000                  0                        AA             N               586       /  /             PAHRUMP                                             23       NV             89048
      1008790702                   0              52300                        AA             N               620       /  /             LAREDO                                             479       TX             78045
      1008529390                   0                  0                        AA             N               550       /  /             RUMFORD                                              7       RI              2916
      1008376811                   0              52400                        AA             N               594       /  /             EL MIRAGE                                           13       AZ             85335
      1008539110              209600                  0                        AA             N               680       /  /             COLCHESTER                                           7       VT              5446
      1008615830                   0                  0                        AA             N               608       /  /             MERCED                                              47       CA             95340
      1007979084                   0              52600                        AA             N               598       /  /             DENVER                                              31       CO             80239
      1008912625                   0                  0                        B              N               502       /  /             VANCOUVER                                           11       WA             98684
      1008531010                   0                  0                        C-             N               614       /  /             NORTH LITTLE ROCK                                  119       AR             72116
      1007447596                   0              52000                        AA             N               610       /  /             SOUTH AMBOY                                         23       NJ              8879
      1008498431              211920                  0                        AA             N               634       /  /             IRMO                                                79       SC             29063
      1008065238              212000                  0                        AA             N               599       /  /             ESCONDIDO                                           73       CA             92026
      1008260393                   0              53000                        AA             N               638       /  /             PUYALLUP                                            53       WA             98372
      1008660022                   0                  0                        AA             N               551       /  /             SOUTHFIELD                                         125       MI             48076
      1008933666                   0              53000                        AAA            N               641       /  /             ANAHEIM                                             59       CA             92801
      1008900013                   0                  0                        A+             N               583       /  /             BROOKFIELD                                          31       IL             60513
      1008730527                   0              53000                        AAA            N               712       /  /             NORTH LAS VEGAS                                      3       NV             89032
      1008803609                   0                  0                        AA             N               595       /  /             CHESTER                                             71       NY             10918
      1008044626              212000                  0                        AA             N               606       /  /             SARASOTA                                           115       FL             34237
      1008196061                   0                  0                        AA             N               558       /  /             EAST PROVIDENCE                                      7       RI              2915
      1008447656              212000                  0                        AAA            N               687       /  /             HIALEAH                                             86       FL             33016
      1008797956                   0              53000                        AAA            N               715       /  /             CHICAGO                                             31       IL             60637
      1008956392                   0              53000                        AA             N               604       /  /             MILFORD                                              9       CT              6460
      1008609687                   0                  0                        AA             N               627       /  /             PALM COAST                                          35       FL             32137
      1008392045                   0                  0                        A-             N               616       /  /             TEMPE                                               13       AZ             85282
      1007755075              212800                  0                        AA             N               685       /  /             WEST CHESTER                                        29       PA             19380
      1008042977              212908                  0                        AA             N               627       /  /             DAVENPORT                                          105       FL             33897
      1008205293                   0                  0                        A+             N               590       /  /             BELLMAWR                                             7       NJ              8031
      1008595273              213600                  0                        AA             N               697       /  /             SANTA ANA                                           59       CA             92703
      1008466830              214800                  0                        AAA            N               718       /  /             JACKSON                                             29       NJ              8527
      1008621226                   0              53980                        AA             N               612       /  /             LAKE WORTH                                          99       FL             33463
      1007577124                   0                  0                        AA             N               642       /  /             HASTINGS                                            37       MN             55033
      1008456538                   0              27000                        AA             N               580       /  /             HAMDEN                                               9       CT              6514
      1008545498                   0                  0                        A+             N               576       /  /             DOS PALOS                                           47       CA             93620
      1008260302              216000                  0                        AA             N               609       /  /             WONDER LAKE                                        111       IL             60097
      1008629638                   0                  0                        AA             N               583       /  /             LAS VEGAS                                            3       NV             89145
      1008280497                   0                  0                        B              N               549       /  /             EDGEWATER PARK                                       5       NJ              8010
      1008075343                   0                  0                        A-             N               503       /  /             HARTFORD                                             3       CT              6106
      1008854518                   0              54000                        AA             N               652       /  /             PHOENIX                                             13       AZ             85053
      1008849623                   0              54000                        AA             N               643       /  /             PLAINFIELD                                         197       IL             60586
      1008835567                   0              53980                        AA             N               605       /  /             ROSEMOUNT                                           37       MN             55068
      1008256308                   0                  0                        B              N               569       /  /             BROOKHAVEN                                         103       NY             11950
      1008935281                   0                  0                        AA             N               692       /  /             PALM COAST                                          35       FL             32164
      1008468678              216000                  0                        AA             N               676       /  /             ORLANDO                                             95       FL             32818
      1007994851              216000                  0                        AA             N               627       /  /             DELRAY BEACH                                        99       FL             33445
      1008344641              216320                  0                        AA             N               659       /  /             KISSIMMEE                                           97       FL             34758
      1008585809                   0              54200                        AA             N               637       /  /             NORTH ROYALTON                                      35       OH             44133
      1008262024              217600                  0                        AAA            N               673       /  /             LAS VEGAS                                            3       NV             89102
      1008301624              217600                  0                        AAA            N               750       /  /             HIALEAH                                             86       FL             33018
      1008458466                   0              40935                        AA             N               634       /  /             PLYMOUTH                                            53       MN             55447
      1008033139              218320                  0                        AA             N               630       /  /             BRYANT                                             125       AR             72022
      1007482477                   0                  0                        B              N               505       /  /             FORT WORTH                                         439       TX             76179
      1008708810                   0                  0                        A+             N               612       /  /             EAST ORANGE                                         13       NJ              7018
      1008476357              219200                  0                        AA             N               629       /  /             NORTH LAS VEGAS                                      3       NV             89031
      1007856340              220000                  0                        AAA            N               662       /  /             IRVINGTON                                           13       NJ              7111
      1007866721                   0              55000                        AA             N               628       /  /             FRESNO                                              19       CA             93728
        10484563                   0              55000                        AA             N               638       /  /             POMONA                                              37       CA             91767
      1008004973              220000                  0                        A+             N               606       /  /             NORTH LAS VEGAS                                      3       NV             89032
      1008579763              219920                  0                        AAA            N               683       /  /             BRANDON                                             57       FL             33510
      1008545899                   0                  0                        AA             N               523       /  /             SOUTH ELGIN                                         89       IL             60177
      1008660095                   0                  0                        A+             N               532       /  /             BLOOMINGDALE                                        51       GA             31302
      1008895010                   0                  0                        A-             N               564       /  /             DINUBA                                             107       CA             93618
      1008326420                   0              13750                        AA             N               734       /  /             PROVIDENCE                                           7       RI              2908
      1008312328              220000                  0                        AA             N               639       /  /             COCKEYSVILLE                                         5       MD             21030
      1008667105                   0                  0                        A+             N               691       /  /             BROWNSVILLE                                         61       TX             78521
      1008803743                   0                  0                        AA             N               625       /  /             IRMO                                                79       SC             29063
      1007968103              220000                  0                        A+             N               693       /  /             ORLANDO                                             95       FL             32804
      1008796216                   0              55000                        AA             N               625       /  /             DUNEDIN                                            103       FL             34698
      1009088612                   0              55040                        AA             N               662       /  /             LENOIR CITY                                        105       TN             37772
      1008461960              220000                  0                        AA             N               631       /  /             WAIKOLOA                                             1       HI             96738
      1008849222                   0                  0                        A+             N               524       /  /             SOUTH WINDSOR                                        3       CT              6074
      1008872491                   0                  0                        AA             N               516       /  /             BALTIMORE                                            5       MD             21208
      1008943487                   0                  0                        AA             N               626       /  /             MOHRSVILLE                                          11       PA             19541
      1008191440              218792                  0                        AA             N               634       /  /             AVONDALE                                            13       AZ             85323
      1008250466                   0                  0                        AA             N               648       /  /             OVIEDO                                             117       FL             32765
      1008382378              221600                  0                        AA             N               635       /  /             SAN BERNARDINO                                      71       CA             92410
      1008651345                   0              55700                        AA             N               590       /  /             MARYSVILLE                                          61       WA             98270
      1008453700              223200                  0                        AA             N               598       /  /             CICERO                                              31       IL             60804
      1008002920              223920                  0                        AA             N               659       /  /             ANCHORAGE                                           20       AK             99516
      1007771789                   0              56000                        AAA            N               656       /  /             CLOVIS                                              19       CA             93612
      1008085653              224000                  0                        A+             N               601       /  /             MAPLE GROVE                                         53       MN             55369
      1007944861              224000                  0                        AA             N               608       /  /             XENIA                                               57       OH             45385
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      1008866550                   0              67000                        AA             N               637       /  /             PERRIS                                              65       CA             92570
      1008808766                   0                  0                        AA             N               515       /  /             SUITLAND                                            33       MD             20746
      1008750103                   0                  0                        AA             N               623       /  /             DENVER                                               1       CO             80221
      1008434250              268000                  0                        AA             N               630       /  /             PORTLAND                                            51       OR             97233
      1008243572              268000                  0                        AAA            N               646       /  /             OCEAN CITY                                          47       MD             21842
      1008655350                   0                  0                        A+             N               618       /  /             SUITLAND                                            33       MD             20746
      1008526053                   0              67200                        AAA            N               673       /  /             ADELANTO                                            71       CA             92301
      1008681580                   0                  0                        A+             N               533       /  /             BELLEVILLE                                         163       MI             48111
      1008482000                   0                  0                        A+             N               569       /  /             FREEHOLD                                            25       NJ              7728
      1008608973                   0                  0                        A-             N               605       /  /             RIDGELY                                             11       MD             21660
      1008259742              270000                  0                        AA             N               603       /  /             BOLINGBROOK                                        197       IL             60490
      1008337560              270400                  0                        AAA            N               728       /  /             UPPER MARLBORO                                      33       MD             20772
      1008260473              270800                  0                        AA             N               627       /  /             SAN BERNARDINO                                      71       CA             92404
      1007625885                   0                  0                        AA             N               669       /  /             MILLIS                                              21       MA              2054
      1008043501              271920                  0                        AA             N               621       /  /             WARWICK                                              3       RI              2889
      1008516509                   0              67980                        AA             N               602       /  /             VANCOUVER                                           11       WA             98683
      1008100752              272000                  0                        AA             N               608       /  /             HYATTSVILLE                                         33       MD             20785
      1007965525              272000                  0                        AA             N               591       /  /             PALMDALE                                            37       CA             93551
      1008131675              272000                  0                        AA             N               605       /  /             SPRINGBORO                                         165       OH             45066
      1008449994                   0                  0                        A+             N               663       /  /             LANHAM                                              33       MD             20706
      1008623563                   0                  0                        B              N               577       /  /             TOMS RIVER                                          29       NJ              8757
      1008543775                   0                  0                        AA             N               513       /  /             BEAUMONT                                           245       TX             77706
      1007964241                   0                  0                        AA             N               620       /  /             FRESNO                                              19       CA             93727
      1007826052              232000                  0                        AA             N               641       /  /             CINNAMINSON TOWNSHIP                                 5       NJ              8077
      1008445532                   0              67000                        AA             N               603       /  /             TEHACHAPI                                           29       CA             93561
      1008608107                   0                  0                        AA             N               642       /  /             COVINGTON                                          167       TN             38019
      1007967113              272000                  0                        AA             N               616       /  /             LUTHERVILLE TIMONIUM                                 5       MD             21093
      1008567204                   0                  0                        AA             N               565       /  /             MECHANICSVILLE                                      37       MD             20659
      1008088259              273600                  0                        AA             N               600       /  /             COLORADO SPRINGS                                    41       CO             80918
      1008871367                   0                  0                        A-             N               530       /  /             FRAMINGHAM                                          17       MA              1702
      1008616955                   0                  0                        B              N               557       /  /             BELLEVILLE                                          13       NJ              7109
      1008014668              276000                  0                        AA             N               614       /  /             BOLIVA                                              19       NC             28422
      1008255318              276000                  0                        AA             N               620       /  /             ROSELLE PARK                                        39       NJ              7204
      1008060475              276000                  0                        AAA            N               789       /  /             NORTH LAS VEGAS                                      3       NV             89081
      1008534446                   0                  0                        AAA            N               693       /  /             EAST ORANGE                                         13       NJ              7017
      1008559543              276000                  0                        AA             N               633       /  /             SAN DIEGO                                           73       CA             92107
      1008558704                   0              69000                        AA             N               633       /  /             SAN DIEGO                                           73       CA             92107
      1008510346                   0                  0                        AA             N               523       /  /             BETHEL                                              11       PA             19507
      1008828094                   0              69000                        AA             N               683       /  /             VIRGINIA BEACH                                     810       VA             23464
      1008569480              276000                  0                        AA             N               604       /  /             EWA BEACH                                            3       HI             96706
      1008838608                   0                  0                        C              N               637       /  /             KEARNEYSVILLE                                       37       WV             25430
      1008568962                   0              69000                        AA             N               604       /  /             EWA BEACH                                            3       HI             96706
      1008692382                   0                  0                        AA             N               542       /  /             HARDWICK                                            27       MA              1037
      1008199861              276000                  0                        AAA            N               676       /  /             GERMANTOWN                                          31       MD             20874
      1008999881                   0                  0                        AA             N               673       /  /             SAINT CHARLES                                      183       MO             63304
      1008247578              277600                  0                        AA             N               606       /  /             NEPTUNE                                             25       NJ              7753
      1008682543                   0              69980                        AA             N               604       /  /             LAS VEGAS                                            3       NV             89108
      1008358305                   0                  0                        A+             N               651       /  /             BLOOMFIELD                                          13       NJ              7003
      1008502881              280000                  0                        AA             N               619       /  /             UPPER MARLBORO                                      33       MD             20774
      1008588316                   0                  0                        AA             N               518       /  /             MERIDIAN                                             1       ID             83642
      1008315520                   0                  0                        A-             N               585       /  /             MATAWAN                                             25       NJ              7747
      1008849990                   0                  0                        AA             N               600       /  /             LAUREL                                              33       MD             20707
      1008170695                   0                  0                        AAA            N               641       /  /             TOMS RIVER                                          29       NJ              8757
      1008771359                   0                  0                        B              N               624       /  /             NORTH WALES                                         91       PA             19454
      1008464725                   0              70000                        AA             N               612       /  /             SANTA ANA                                           59       CA             92703
      1008823678                   0              70000                        AA             N               662       /  /             GUILFORD                                             9       CT              6437
      1008826924                   0                  0                        AA             N               619       /  /             LAKE WORTH                                          99       FL             33460
      1008621299              280000                  0                        AA             N               614       /  /             MEDFORD                                             29       OR             97504
      1008518703              280000                  0                        AA             N               596       /  /             GLOUCESTER                                           9       MA              1930
      1008518730                   0              70000                        AA             N               596       /  /             GLOUCESTER                                           9       MA              1930
      1008492605              280000                  0                        AA             N               623       /  /             NEW PALTZ                                          111       NY             12561
      1008492561                   0              70000                        AA             N               623       /  /             NEW PALTZ                                          111       NY             12561
      1008504816              280000                  0                        AA             N               696       /  /             HUDSON                                             101       FL             34667
      1007913485                   0                  0                        B              N               582       /  /             VISALIA                                            107       CA             93291
      1008429355              281600                  0                        AAA            N               789       /  /             PUYALLUP                                            53       WA             98371
      1008764571                   0              70500                        AA             N               584       /  /             EVERETT                                             61       WA             98208
      1008664625                   0                  0                        B              N               539       /  /             LAS VEGAS                                            3       NV             89123
      1008740240                   0                  0                        AA             N               604       /  /             RIVERDALE                                           33       MD             20737
      1008242083              283200                  0                        AA             N               677       /  /             RIALTO                                              71       CA             92376
      1008656439                   0                  0                        AA             N               556       /  /             STEVENSVILLE                                        35       MD             21666
      1008576267                   0                  0                        AA             N               517       /  /             SAINT PAUL                                         123       MN             55104
      1008607625              283920                  0                        AA             N               642       /  /             STONE MOUNTAIN                                      89       GA             30087
        10481581                   0              70990                        A+             N               626       /  /             BAKERSFIELD                                         29       CA             93308
      1008753299                   0              71000                        AAA            N               708       /  /             JAMAICA                                             81       NY             11435
      1008388425                   0                  0                        AA             N               658       /  /             CHEPACHET                                            7       RI              2814
      1008948801                   0                  0                        A+             N               601       /  /             FAIRFIELD                                           95       CA             94533
      1008566848                   0                  0                        AA             N               563       /  /             GALLOWAY                                             1       NJ              8205
      1008507323              284000                  0                        AAA            N               709       /  /             SANTA MARIA                                         83       CA             93455
      1008059913              284760                  0                        AA             N               580       /  /             EVERETT                                             61       WA             98204
      1007678685                   0                  0                        AA             N               607       /  /             KISSIMMEE                                           97       FL             34746
      1008858453                   0              71200                        AAA            N               644       /  /             SICKLERVILLE                                         7       NJ              8081
      1008486587              285600                  0                        AA             N               680       /  /             LANCASTER                                           37       CA             93534
      1008750531                   0                  0                        A+             N               581       /  /             ATLANTA                                            121       GA             30308
      1007648771              286400                  0                        AA             N               711       /  /             NEWARK                                              13       NJ              7102
      1008056293              286400                  0                        AAA            N               660       /  /             HERRIMAN                                            35       UT             84065
      1008304809                   0                  0                        AA             N               772       /  /             CHICAGO                                             31       IL             60653
      1008396005              287192                  0                        AAA            N               657       /  /             INDIO                                               65       CA             92203
      1008434429              287200                  0                        AA             N               612       /  /             RALEIGH                                            183       NC             27614
      1008492311                   0                  0                        B              N               542       /  /             BOYNTON BEACH                                       99       FL             33437
      1008250732                   0              71800                        AA             N               648       /  /             LONG BEACH                                          37       CA             90813
      1008654048                   0              71800                        AA             N               626       /  /             OCEAN VIEW                                           1       HI             96737
      1007614968                   0                  0                        A+             N               501       /  /             SEATTLE                                             33       WA             98118
      1007961002              288000                  0                        AA             N               600       /  /             RIVERSIDE                                           65       CA             92501
      1008414414              288000                  0                        AAA            N               683       /  /             NAPLES                                              21       FL             34116
      1008556564                   0                  0                        AA             N               639       /  /             MORENO VALLEY                                       65       CA             92555
      1008633393                   0                  0                        A+             N               589       /  /             CHICAGO                                             31       IL             60637
      1008125174                   0                  0                        B              N               571       /  /             BROOKLYN                                            47       NY             11233
      1008485506                   0                  0                        B              N               514       /  /             HAVERHILL                                            9       MA              1830
      1008842997                   0              72000                        AAA            N               744       /  /             LAS VEGAS                                            3       NV             89139
      1008512674                   0                  0                        AA             N               628       /  /             TOWNSHIP OF JACKSON                                 29       NJ              8527
      1007560383                   0                  0                        AA             N               636       /  /             LOXAHATCHEE                                         99       FL             33470
      1008589636                   0                  0                        AAA            N               682       /  /             NAPLES                                              21       FL             34116
      1008959004                   0              72000                        AA             N               641       /  /             MIAMI                                               86       FL             33196
      1008969672                   0              71980                        AAA            N               632       /  /             RANCHO CUCAMONGA                                    71       CA             91730
      1008719906                   0                  0                        AAA            N               686       /  /             KISSIMMEE                                           97       FL             34741
      1008394846                   0                  0                        AA             N               526       /  /             YUMA                                                27       AZ             85364
      1008614145                   0                  0                        AA             N               614       /  /             PLYMOUTH                                            23       MA              2360
      1008865365                   0                  0                        A+             N               631       /  /             BAKERSFIELD                                         29       CA             93306
      1008920260                   0                  0                        A+             N               602       /  /             STOCKTON                                            77       CA             95209
      1008575026                   0              72900                        AA             N               646       /  /             TURLOCK                                             99       CA             95382
      1008662431                   0                  0                        AA             N               683       /  /             HARSHAW                                             85       WI             54529
      1008686317              292000                  0                        AA             N               622       /  /             MORENO VALLEY                                       65       CA             92555
      1008433965              292000                  0                        AA             N               632       /  /             HOMESTEAD                                           86       FL             33030
      1008611816                   0              73000                        AA             N               685       /  /             SAINT GEORGE                                        53       UT             84770
      1008622822              292000                  0                        AAA            N               711       /  /             ATLANTA                                            121       GA             30310
      1008615420                   0              73400                        AA             N               658       /  /             RANCHO SANTA MARGARITA                              59       CA             92688
      1008802664                   0                  0                        AA             N               581       /  /             TOTOWA                                              31       NJ              7512
      1008359484              294400                  0                        AA             N               602       /  /             GRASS VALLEY                                        57       CA             95945
      1008164577                   0                  0                        B              N               533       /  /             BRONX                                                5       NY             10473
      1007846450              296000                  0                        AA             N               620       /  /             SHORELINE                                           33       WA             98177
      1007773304                   0              74000                        AA             N               610       /  /             LOS ANGELES                                         37       CA             91335
      1008616465                   0                  0                        AA             N               598       /  /             PORTLAND                                            51       OR             97203
      1008629558              296000                  0                        AA             N               610       /  /             CHINO                                               71       CA             91710
      1008821448                   0                  0                        AA             N               667       /  /             GERMANTOWN                                          31       MD             20876
      1008952804                   0                  0                        AA             N               650       /  /             EL CENTRO                                           25       CA             92243
      1008224245              297000                  0                        AAA            N               708       /  /             WILDWOOD                                             9       NJ              8260
      1008598840                   0                  0                        AA             N               607       /  /             HENDERSON                                            3       NV             89074
      1008613538              300000                  0                        AA             N               592       /  /             NORCROSS                                           135       GA             30092
      1007701882              300000                  0                        AA             N               702       /  /             PALMDALE                                            37       CA             93552
      1007643525              300000                  0                        AA             N               653       /  /             LAFAYETTE                                          157       IN             47905
      1007860549              300000                  0                        AA             N               587       /  /             HOUSTON                                            201       TX             77095
      1008278589                   0                  0                        AA             N               663       /  /             STATEN ISLAND                                       85       NY             10303
      1008524180                   0                  0                        AA             N               557       /  /             PEARLAND                                            39       TX             77584
      1008568383                   0                  0                        B              N               518       /  /             APOPKA                                              95       FL             32712
      1008638192                   0              75000                        AA             N               672       /  /             MIAMI                                               86       FL             33161
      1008281156                   0                  0                        AA             N               620       /  /             FRANKLIN TWP                                        35       NJ              8873
      1008847983                   0                  0                        AA             N               628       /  /             FRESNO                                              19       CA             93726
      1008620101                   0              75000                        AA             N               595       /  /             CHEVERLY                                            33       MD             20785
      1008613002                   0              75000                        AA             N               592       /  /             NORCROSS                                           135       GA             30092
      1008840294                   0                  0                        AA             N               685       /  /             FONTANA                                             71       CA             92337
      1008021605                   0                  0                        AA             N               648       /  /             MIAMI                                               86       FL             33181
      1008586489                   0                  0                        AA             N               621       /  /             WOODBRIDGE                                         153       VA             22193
      1008445122              301520                  0                        AA             N               654       /  /             ALISO VIEJO                                         59       CA             92656
      1008235885                   0                  0                        C              N               559       /  /             SAN ANTONIO                                         29       TX             78258
      1008479256                   0                  0                        A+             N               560       /  /             FALMOUTH                                             1       MA              2536
      1008769193                   0                  0                        AA             N               662       /  /             CLIFTON PARK                                        91       NY             12065
      1008882863                   0              75800                        AA             N               639       /  /             MORENO VALLEY                                       65       CA             92551
      1008414478                   0                  0                        AAA            N               695       /  /             MADERA                                              39       CA             93637
      1008464440              304000                  0                        AAA            N               694       /  /             CHULA VISTA                                         73       CA             91915
      1008565876                   0                  0                        AA             N               613       /  /             RAHWAY                                              39       NJ              7065
      1008462282                   0                  0                        B              N               543       /  /             WAIPAHU                                              3       HI             96797
      1008116344                   0                  0                        AA             N               540       /  /             WARRENTON                                           61       VA             20187
      1008619211                   0                  0                        AA             N               513       /  /             IRVINGTON                                           13       NJ              7111
      1008502792              304000                  0                        AAA            N               655       /  /             DEERFIELD BEACH                                     11       FL             33442
      1008550025              304000                  0                        AA             N               646       /  /             BROOKLYN                                            47       NY             11226
      1008752628                   0              76200                        AA             N               589       /  /             MINNEAPOLIS                                         53       MN             55407
      1008801031                   0                  0                        AA             N               645       /  /             DAVENPORT                                          105       FL             33897
      1008528596                   0                  0                        C              N               544       /  /             LOS ANGELES                                         37       CA             90043
      1008351936              306495                  0                        AAA            N               734       /  /             GILBERT                                             13       AZ             85297
      1008371647                   0                  0                        AA             N               611       /  /             JERSEY CITY                                         17       NJ              7304
      1008458368                   0              76700                        AA             N               663       /  /             PORT ORANGE                                        127       FL             32128
        10451329                   0              76800                        AA             N               638       /  /             CATHEDRAL CITY                                      65       CA             92234
      1008204864                   0                  0                        AA             N               692       /  /             YAPHANK                                            103       NY             11980
      1007926408                   0              77000                        AA             N               603       /  /             SEATTLE                                             33       WA             98106
      1008187972                   0                  0                        AA             N               626       /  /             CROWLEY LAKE                                        51       CA             93546
      1008476277                   0                  0                        AA             N               611       /  /             HOPEWELL TWP                                        21       NJ              8534
      1008699170                   0                  0                        AA             N               660       /  /             PAWTUCKET                                            7       RI              2860
      1008630564                   0              77000                        AAA            N               667       /  /             WAIMEA                                               7       HI             96796
      1008466689              288000                  0                        AAA            N               645       /  /             MIAMI                                               86       FL             33189
      1007585589                   0                  0                        AA             N               624       /  /             VALRICO                                             57       FL             33594
      1008609829                   0                  0                        AA             N               506       /  /             HOLLYWOOD                                           11       FL             33029
      1008395033              310400                  0                        AA             N               668       /  /             STOCKTON                                            77       CA             95206
      1008950548                   0              77600                        AA             N               723       /  /             FARMINGTON HILLS                                   125       MI             48331
      1008453372              311200                  0                        AA             N               610       /  /             LAS VEGAS                                            3       NV             89130
      1008185947                   0              77800                        AA             N               610       /  /             MILILANI                                             3       HI             96789
      1008576837              312000                  0                        AA             N               634       /  /             VISTA                                               73       CA             92084
      1008637950                   0              78000                        AAA            N               710       /  /             CENTRAL VALLEY                                      71       NY             10917
      1008429596              309000                  0                        AAA            N               722       /  /             BAY SHORE                                          103       NY             11706
      1008514226                   0              78000                        AAA            N               748       /  /             STATEN ISLAND                                       85       NY             10309
      1008584301                   0              78000                        AA             N               629       /  /             FONTANA                                             71       CA             92335
      1008133389              312000                  0                        AA             N               602       /  /             MORENO VALLEY                                       65       CA             92557
      1008849482                   0                  0                        AA             N               726       /  /             JAMAICA                                             81       NY             11433
      1008317056              312000                  0                        AA             N               632       /  /             KEAAU                                                1       HI             96749
      1008316547                   0              78000                        AA             N               632       /  /             KEAAU                                                1       HI             96749
      1008445934              312360                  0                        AA             N               593       /  /             KIRKLAND                                            33       WA             98034
      1008182977                   0                  0                        AA             N               605       /  /             APPLE VALLEY                                        37       MN             55124
      1008465500              313444                  0                        AA             N               600       /  /             HIGHLAND                                           111       NY             12528
      1008597921              313600                  0                        AA             N               626       /  /             MADISON                                             89       MS             39110
      1008606813              313600                  0                        AA             N               657       /  /             NOVI                                               125       MI             48377
      1008609151                   0              78474                        AA             N               670       /  /             LONG BEACH                                          37       CA             90802
      1008642926                   0                  0                        B              N               532       /  /             LORTON                                              59       VA             22079
      1008499911              315200                  0                        AA             N               596       /  /             LOS BANOS                                           47       CA             93635
      1008043574              316000                  0                        AA             N               700       /  /             GAITHERSBURG                                        31       MD             20877
      1008529327                   0              79000                        AAA            N               704       /  /             WOODHAVEN                                           81       NY             11421
      1008436427              316000                  0                        AAA            N               734       /  /             MORENO VALLEY                                       65       CA             92555
      1008640786                   0              78890                        AA             N               600       /  /             BOTHELL                                             61       WA             98012
      1007861619              317600                  0                        AA             N               678       /  /             ROCHESTER                                           23       MA              2770
      1008779431                   0              79400                        AAA            N               726       /  /             HUDSON                                             101       FL             34667
      1008849589                   0                  0                        AA             N               674       /  /             HUNTERSVILLE                                       119       NC             28078
      1008609044              318720                  0                        AA             N               591       /  /             OLIVE BRANCH                                        33       MS             38654
      1008817916                   0              79000                        AA             N               692       /  /             SEATTLE                                             33       WA             98117
      1008145447              319200                  0                        AA             N               585       /  /             LOS ANGELES                                         37       CA             90710
      1008444793              319200                  0                        AA             N               583       /  /             ELK GROVE                                           67       CA             95757
      1008659490                   0              79800                        AAA            N               728       /  /             BOWIE                                               33       MD             20715
      1008127840              320000                  0                        AAA            N               745       /  /             MIDDLETOWN                                          33       CA             95461
      1008273316                   0                  0                        A-             N               625       /  /             SAN DIMAS                                           37       CA             91773
      1007882525                   0                  0                        AAA            N               724       /  /             HIALEAH                                             86       FL             33012
      1008634542                   0                  0                        AA             N               588       /  /             LANHAM                                              33       MD             20706
      1008636372                   0                  0                        AA             N               588       /  /             PERRIS                                              65       CA             92571
      1008594620              320000                  0                        AAA            N               650       /  /             BEREA                                              151       KY             40403
      1008487381                   0                  0                        AA             N               643       /  /             PATERSON                                            31       NJ              7502
      1008714536                   0                  0                        A-             N               548       /  /             SANTA MARIA                                         83       CA             93458
      1008897214                   0              78980                        AA             N               609       /  /             BRISTOW                                            153       VA             20136
      1008730457                   0                  0                        B              N               559       /  /             CHAGRIN FALLS                                       35       OH             44022
      1008834194                   0                  0                        AA             N               651       /  /             RIVERSIDE                                           65       CA             92504
      1008980837                   0                  0                        AA             N               595       /  /             WEST PALM BEACH                                     99       FL             33467
      1008883318                   0                  0                        A+             N               600       /  /             MORENO VALLEY                                       65       CA             92553
      1008824515                   0              80000                        AAA            N               707       /  /             ROCKY HILL                                          35       NJ              8553
      1008686558                   0              80000                        AA             N               653       /  /             KISSIMMEE                                           97       FL             34746
      1008681982                   0                  0                        AA             N               624       /  /             BENSENVILLE                                         43       IL             60106
      1008619872                   0              60000                        AA             N               680       /  /             LYNBROOK                                            59       NY             11563
      1008571752                   0                  0                        AA             N               633       /  /             LAKE WORTH                                          99       FL             33460
      1007861441              323200                  0                        AA             N               628       /  /             LOS ANGELES                                         37       CA             90044
      1007163473                   0              81000                        AA             N               623       /  /             FREEPORT                                            59       NY             11520
      1008473591              324000                  0                        AA             N               620       /  /             MATTESON                                            31       IL             60443
      1007313294                   0                  0                        C              N               611       /  /             NORTH WEYMOUTH                                      21       MA              2191
      1008120525              326320                  0                        AA             N               628       /  /             CONCORD                                             13       CA             94521
      1007760425              326400                  0                        AA             N               605       /  /             LOS ANGELES                                         37       CA             90047
      1008076770                   0                  0                        A+             N               670       /  /             HOLLIS                                              11       NH              3049
      1008423431              327200                  0                        AA             N               646       /  /             BOYNTON BEACH                                       99       FL             33437
      1008143742                   0              82000                        AA             N               606       /  /             RENO                                                31       NV             89502
      1008023364              328000                  0                        AA             N               670       /  /             SAN JOSE                                            85       CA             95127
      1008267476                   0                  0                        AA             N               587       /  /             BAY SHORE                                          103       NY             11706
      1008493445              328000                  0                        AAA            N               691       /  /             MIAMI                                               86       FL             33155
      1008160152              320000                  0                        AAA            N               757       /  /             HOUSTON                                            201       TX             77007
      1008587594                   0                  0                        AA             N               616       /  /             BRENTWOOD                                          103       NY             11717
      1008969690                   0                  0                        AA             N               629       /  /             INDIO                                               65       CA             92201
      1008942665                   0                  0                        C              N               546       /  /             LITTLEROCK                                          37       CA             93543
      1008850709                   0              79000                        AA             N               629       /  /             BROOKFIELD                                         133       WI             53045
      1008118413              331200                  0                        AA             N               590       /  /             CHICAGO                                             31       IL             60613
      1007093496                   0              83000                        AA             N               651       /  /             LYNNWOOD                                            61       WA             98037
      1007952931                   0                  0                        A+             N               702       /  /             MEDFORD                                             17       MA              2155
      1008566535                   0                  0                        C              N               601       /  /             BROOKLYN                                            47       NY             11208
      1008515626                   0                  0                        AA             N               631       /  /             SONORA                                             109       CA             95370
      1008668284              332000                  0                        AA             N               606       /  /             RIVERSIDE                                           65       CA             92501
      1008667702                   0              83000                        AA             N               606       /  /             RIVERSIDE                                           65       CA             92501
      1008247328              332000                  0                        AA             N               635       /  /             OAKLAND                                              1       CA             94605
      1008344810              335200                  0                        AAA            N               705       /  /             BAYONNE                                             17       NJ              7002
      1006944097                   0              84000                        AA             N               614       /  /             UPPER MARLBORO                                      33       MD             20772
      1008174655              336000                  0                        AA             N               628       /  /             MODESTO                                             99       CA             95357
      1008487924              336000                  0                        AA             N               604       /  /             MORENO VALLEY                                       65       CA             92555
      1008122845              336000                  0                        AA             N               648       /  /             PLANTATION                                          11       FL             33317
      1008577257              336000                  0                        AA             N               595       /  /             MORENO VALLEY                                       65       CA             92553
      1008634908              336000                  0                        AAA            N               706       /  /             NORTH BABYLON                                      103       NY             11703
      1008504077              336000                  0                        AAA            N               644       /  /             LOS ANGELES                                         37       CA             90042
      1008634695                   0              84000                        AAA            N               706       /  /             NORTH BABYLON                                      103       NY             11703
      1008696690                   0                  0                        AA             N               659       /  /             BOISE                                                1       ID             83713
      1008657777                   0                  0                        AA             N               662       /  /             MOHEGAN LAKE                                       119       NY             10547
      1008825346                   0                  0                        A+             N               628       /  /             NORTH ANDOVER                                        9       MA              1845
      1008938091                   0                  0                        A+             N               542       /  /             FONTANA                                             71       CA             92335
      1008955972                   0                  0                        B              N               589       /  /             FINKSBURG                                           13       MD             21048
      1008020054              336000                  0                        AA             N               605       /  /             CHICAGO                                             31       IL             60657
      1008491009              339200                  0                        AA             N               582       /  /             EL CAJON                                            73       CA             92019
      1008549733                   0              84870                        AA             N               628       /  /             MIAMI                                               86       FL             33178
      1008111081              340000                  0                        AA             N               660       /  /             ELMHURST                                            43       IL             60126
      1008664082                   0                  0                        A-             N               595       /  /             BRONX                                                5       NY             10466
      1008365798              340720                  0                        AAA            N               670       /  /             WILDWOOD                                             9       NJ              8260
      1008909327                   0                  0                        A+             N               665       /  /             DAVIE                                               11       FL             33328
      1008783952                   0                  0                        AA             N               630       /  /             PHOENIX                                             13       AZ             85050
      1008819807                   0              85600                        AA             N               765       /  /             BROOKLYN                                            47       NY             11210
      1005094836                   0                  0                        AA             N               593       /  /             MORRISTOWN                                          27       NJ              7960
      1008438719                   0              86000                        AA             N               640       /  /             MIAMI                                               86       FL             33196
      1008458821              344000                  0                        AAA            N               706       /  /             EWA BEACH                                            3       HI             96706
      1008529559                   0                  0                        A+             N               538       /  /             WAUWATOSA                                           79       WI             53213
      1008783845                   0                  0                        AA             N               522       /  /             BRENTWOOD                                          103       NY             11717
      1008983898                   0                  0                        A+             N               610       /  /             BOTHELL                                             33       WA             98011
      1008432537              344000                  0                        AA             N               599       /  /             UPLAND                                              71       CA             91786
      1008764474                   0              86000                        AAA            N               704       /  /             LATHROP                                             77       CA             95330
      1008207255                   0                  0                        A+             N               581       /  /             FORT WASHINGTON                                     33       MD             20744
        10442876                   0                  0                        AA             N               614       /  /             TUALATIN                                            67       OR             97062
      1008111651              348000                  0                        AA             N               746       /  /             DELHI                                               47       CA             95315
      1008121622              340200                  0                        AAA            N               748       /  /             LEVITTOWN                                           59       NY             11756
      1008682008              348000                  0                        AA             N               629       /  /             LA PUENTE                                           37       CA             91744
      1008424207              337800                  0                        AAA            N               674       /  /             HOMESTEAD                                           86       FL             33033
      1008489539                   0              87000                        AAA            N               684       /  /             SOUTH EL MONTE                                      37       CA             91733
        10443081                   0                  0                        AA             N               578       /  /             VICTORVILLE                                         71       CA             92394
      1008599251              351920                  0                        AA             N               681       /  /             SAN RAMON                                           13       CA             94583
      1008047295              352000                  0                        AA             N               612       /  /             HEMET                                               65       CA             92545
      1007278778                   0                  0                        B              N               505       /  /             LITHIA                                              57       FL             33547
      1008473699              352000                  0                        AA             N               644       /  /             BASALT                                              37       CO             81621
      1008474073                   0              88000                        AA             N               644       /  /             BASALT                                              37       CO             81621
      1008174361                   0                  0                        AA             N               549       /  /             SAINT AUGUSTINE                                    109       FL             32084
      1008215932                   0                  0                        AA             N               570       /  /             SKOKIE                                              31       IL             60076
      1008114747                   0              66000                        AA             N               683       /  /             GERMANTOWN                                          31       MD             20874
      1008491296                   0                  0                        AA             N               622       /  /             APPLE VALLEY                                        71       CA             92308
      1008361239              352400                  0                        AA             N               653       /  /             LINCOLN                                             61       CA             95648
      1008369632              353600                  0                        AA             N               677       /  /             ONTARIO                                             71       CA             91761
      1008958880                   0                  0                        AA             N               616       /  /             LOCKPORT                                           197       IL             60441
      1008660638                   0                  0                        AA             N               570       /  /             NAPLES                                              21       FL             34116
      1008637601                   0                  0                        AA             N               630       /  /             LYNN                                                 9       MA              1904
      1008457564              378420                  0                        AAA            N               652       /  /             HOLLIS                                              81       NY             11423
      1008456805                   0              66780                        AAA            N               652       /  /             HOLLIS                                              81       NY             11423
      1008134985              356619                  0                        AA             N               589       /  /             MENIFEE                                             65       CA             92584
      1008135145                   0              89154                        AA             N               589       /  /             MENIFEE                                             65       CA             92584
      1008933069                   0                  0                        AA             N               532       /  /             CANYON LAKE                                         91       TX             78133
      1008542749                   0              89998                        AA             N               614       /  /             LA QUINTA                                           65       CA             92253
      1008209896                   0                  0                        A-             N               544       /  /             EAST TROY                                          127       WI             53120
      1008578069              382500                  0                        AA             N               633       /  /             OAKLAND                                              3       NJ              7436
      1008626016                   0                  0                        AA             N               649       /  /             CAPTAIN COOK                                         1       HI             96704
      1008626588                   0                  0                        AA             N               649       /  /             CAPTAIN COOK                                         1       HI             96704
      1008528603                   0              90000                        AA             N               607       /  /             WEST ORANGE                                         13       NJ              7052
      1008644522                   0              90000                        AA             N               720       /  /             MIAMI                                               86       FL             33165
      1008447086                   0              90000                        AA             N               595       /  /             CHATSWORTH                                          37       CA             91311
      1008517170                   0              90000                        AA             N               593       /  /             MURRIETA                                            65       CA             92563
      1008274903                   0                  0                        AA             N               586       /  /             BAYSHORE                                           103       NY             11706
      1008955348                   0                  0                        AA             N               564       /  /             JAMAICA                                             81       NY             11434
      1008640198                   0              90000                        AA             N               660       /  /             CORONA                                              65       CA             92879
      1008300732              361600                  0                        AA             N               683       /  /             LITTLE ROCK                                        119       AR             72223
      1008469490              364000                  0                        AA             N               655       /  /             SHINGLE SPRINGS                                     17       CA             95682
      1008603950                   0                  0                        AA             N               609       /  /             LOS ANGELES AREA                                    37       CA             90047
      1008700694                   0                  0                        AA             N               513       /  /             BELLEVILLE                                          13       NJ              7109
      1008544364              365572                  0                        AA             N               581       /  /             PLAINFIELD                                         197       IL             60585
      1008544435                   0              91393                        AA             N               581       /  /             PLAINFIELD                                         197       IL             60585
      1007771663                   0                  0                        A+             N               536       /  /             LANOKA HARBOR                                       29       NJ              8734
      1008442018              388450                  0                        AA             N               671       /  /             JERSEY CITY                                         17       NJ              7305
      1007941668                   0                  0                        AA             N               520       /  /             MANCHESTER                                           3       CT              6040
      1008203071              367200                  0                        AA             N               634       /  /             RIALTO                                              71       CA             92377
      1008612888                   0                  0                        B              N               595       /  /             RIVERSIDE                                           65       CA             92503
      1008750247                   0                  0                        AA             N               718       /  /             SOUTH OZONE PARK                                    81       NY             11436
      1008850200                   0                  0                        A+             N               674       /  /             GLENDALE                                            13       AZ             85303
      1008766427                   0              92000                        AA             N               626       /  /             COMPTON                                             37       CA             90221
      1008621360              368000                  0                        AA             N               603       /  /             MORENO VALLEY                                       65       CA             92557
      1007967658                   0                  0                        AA             N               623       /  /             LONG BEACH                                          59       NY             11561
      1008878850                   0                  0                        AA             N               644       /  /             CHICAGO                                             31       IL             60609
      1008461274              371200                  0                        AA             N               740       /  /             SANTA CLARITA                                       37       CA             91321
      1008185475              372000                  0                        AAA            N               644       /  /             OZONE PARK                                          81       NY             11417
      1008314184              372000                  0                        AA             N               634       /  /             CORRALES                                            43       NM             87048
      1008243821              372000                  0                        AA             N               633       /  /             STANTON                                             59       CA             90680
      1008017022                   0                  0                        AA             N               581       /  /             BRENTWOOD                                           13       CA             94513
      1008418296              372000                  0                        AA             N               596       /  /             OAKLAND                                              1       CA             94621
      1008425830              372000                  0                        AA             N               646       /  /             LOS ANGELES                                         37       CA             90744
      1008422842                   0                  0                        A-             N               545       /  /             BURTON                                              55       OH             44021
      1008443927                   0              93000                        AA             N               671       /  /             AZUSA                                               37       CA             91702
      1008496193                   0                  0                        B              N               521       /  /             STATEN ISLAND                                       85       NY             10304
      1008562600              372000                  0                        AA             N               623       /  /             PATTERSON                                           99       CA             95363
      1007789565              338892                  0                        AA             N               603       /  /             KAILUA KONA                                          1       HI             96740
      1007104448                   0              93956                        AA             N               635       /  /             LOS ANGELES                                         37       CA             90015
      1008132282              376000                  0                        AA             N               669       /  /             RIALTO                                              71       CA             92377
      1008355120              376000                  0                        AAA            N               663       /  /             MORENO VALLEY                                       65       CA             92555
      1008587772              376000                  0                        AA             N               635       /  /             MENIFEE                                             65       CA             92584
      1008306068                   0                  0                        AA             N               735       /  /             CHICAGO                                             31       IL             60630
      1008133236              380000                  0                        AA             N               658       /  /             HICKSVILLE                                          59       NY             11801
      1008239989              380000                  0                        AA             N               649       /  /             LAS VEGAS                                            3       NV             89148
      1007822163              380000                  0                        AA             N               627       /  /             LOS ANGELES                                         37       CA             90044
      1008504692                   0              95000                        AA             N               599       /  /             MIAMI                                               86       FL             33196
      1008793255                   0              95000                        AA             N               599       /  /             CHULA VISTA                                         73       CA             91913
      1008484507                   0                  0                        B              N               550       /  /             PINE GROVE                                           5       CA             95665
      1008577532              380000                  0                        AA             N               632       /  /             GATLINBURG                                         155       TN             37738
      1008834504                   0              95000                        A+             N               650       /  /             RAMONA                                              73       CA             92065
      1008958069                   0              93000                        AA             N               613       /  /             JAMAICA                                             81       NY             11434
      1008658124                   0              95000                        AAA            N               780       /  /             SPRINGFIELD GARDENS                                 81       NY             11434
        10474577                   0              95194                        AA             N               675       /  /             VICTORVILLE                                         71       CA             92392
      1008261766              380800                  0                        AA             N               646       /  /             ESCONDIDO                                           73       CA             92025
      1008486346              380000                  0                        AAA            N               783       /  /             SANTA CLARITA                                       37       CA             91351
      1008355264            382687.2                  0                        AAA            N               656       /  /             IRVINE                                              59       CA             92612
      1008315771              383200                  0                        AAA            N               661       /  /             NORWALK                                             37       CA             90650
      1008315290                   0              95800                        AAA            N               661       /  /             NORWALK                                             37       CA             90650
      1008232744                   0                  0                        AA             N               657       /  /             SOUTH RICHMOND HILL                                 81       NY             11419
      1008697706                   0                  0                        B              N               748       /  /             SAN DIEGO                                           73       CA             92130
      1008595816                   0                  0                        AA             N               587       /  /             HILLSBOROUGH                                        35       NJ              8844
      1008280317                   0                  0                        C              N               538       /  /             QUEENS VILLAGE                                      81       NY             11429
      1008267029                   0                  0                        AA             N               501       /  /             BRONX                                                5       NY             10466
      1008787057                   0                  0                        AA             N               597       /  /             GLENDORA                                            37       CA             91740
      1008239872              384000                  0                        AA             N               789       /  /             SCOTTSDALE                                          13       AZ             85251
      1007954065              384000                  0                        AA             N               606       /  /             ELK GROVE                                           67       CA             95758
      1008508625                   0                  0                        C              N               566       /  /             LOS ANGELES                                         37       CA             90001
      1008196105              384560                  0                        AAA            N               691       /  /             WESTBURY                                            59       NY             11590
      1008858667                   0                  0                        AAA            N               642       /  /             LAS VEGAS                                            3       NV             89178
      1008406316              385808                  0                        AAA            N               667       /  /             LAS VEGAS                                            3       NV             89148
      1008228704              386400                  0                        AA             N               657       /  /             BAKERSFIELD                                         29       CA             93312
      1008219901                   0              97000                        AA             N               601       /  /             LAS VEGAS                                            3       NV             89148
      1008337739                   0                  0                        AA             N               546       /  /             OAKDALE                                            103       NY             11769
      1008451506              388000                  0                        AA             N               594       /  /             SYCAMORE                                            37       IL             60178
      1008357351                   0                  0                        C              N               529       /  /             TOWNSHIP OF SHAMONG                                  5       NJ              8088
      1008052634              388000                  0                        AA             N               687       /  /             TEMECULA                                            65       CA             92591
      1008424939                   0                  0                        A+             N               620       /  /             LOOMIS                                              61       CA             95650
      1008436971                   0                  0                        A+             N               618       /  /             GARDENA                                             37       CA             90247
      1008805046                   0                  0                        AAA            N               656       /  /             RIVERSIDE                                           65       CA             92503
      1008886912                   0              97000                        AA             N               627       /  /             KAPOLEI                                              3       HI             96707
      1008205471                   0              97200                        AA             N               624       /  /             INGLEWOOD                                           37       CA             90303
      1008523984                   0              97400                        AAA            N               688       /  /             CLIFTON                                             31       NJ              7011
      1008734658                   0                  0                        A+             N               610       /  /             CLINTON                                             33       MD             20735
      1008077957              391200                  0                        AAA            N               645       /  /             HYDE PARK                                           25       MA              2136
      1008440582                   0                  0                        AA             N               622       /  /             SAN LUIS OBISPO                                     79       CA             93405
      1008386837              392000                  0                        AAA            N               664       /  /             REDDING                                             89       CA             96001
      1008889955                   0                  0                        A+             N               597       /  /             BALDWIN PARK                                        37       CA             91706
      1008559669              392000                  0                        AA             N               681       /  /             ESCONDIDO                                           73       CA             92026
      1008559017                   0              98000                        AA             N               681       /  /             ESCONDIDO                                           73       CA             92026
      1007819355                   0              98000                        AA             N               584       /  /             HALLANDALE                                          11       FL             33009
      1008718603                   0              98000                        AA             N               580       /  /             BRISTOW                                            153       VA             20136
      1008562094                   0              98000                        AA             N               635       /  /             DEDHAM                                              21       MA              2026
      1008353319            393771.2                  0                        AAA            N               723       /  /             NORTH LAS VEGAS                                      3       NV             89081
      1008136162              419900                  0                        AAA            N               656       /  /             EWA BEACH                                            3       HI             96706
      1008591730                   0                  0                        AA             N               525       /  /             CORONA                                              65       CA             92882
      1008346792              393472                  0                        AAA            N               690       /  /             YONKERS                                            119       NY             10704
      1008346355                   0                  0                        AA             N               552       /  /             CHANDLER                                            13       AZ             85226
      1008512594                   0                  0                        AA             N               766       /  /             CHICAGO                                             31       IL             60603
      1008491367              396000                  0                        AA             N               668       /  /             SAINT ALBANS                                        81       NY             11412
      1008040443                   0              99100                        AA             N               654       /  /             LOS ANGELES                                         37       CA             90013
      1008368081                   0              99600                        AAA            N               645       /  /             STANTON                                             59       CA             90680
      1008378828              396000                  0                        AAA            N               688       /  /             EWA BEACH                                            3       HI             96706
      1007927256              399200                  0                        AAA            N               730       /  /             KAPOLEI                                              3       HI             96707
      1007858400              400000                  0                        AA             N               605       /  /             PORT JEFFERSON STATION                             103       NY             11776
      1008057693              400000                  0                        AA             N               598       /  /             MORENO VALLEY                                       65       CA             92555
      1008606957                   0                  0                        AA             N               594       /  /             WEST BRIDGEWATER                                    23       MA              2379
      1008744246                   0             100000                        AAA            N               718       /  /             PALMDALE                                            37       CA             93551
      1008597690                   0             100000                        AA             N               653       /  /             ANTIOCH                                             13       CA             94509
      1008440920              400000                  0                        AAA            N               679       /  /             SPRINGFIELD                                         77       MO             65804
      1008898598                   0                  0                        A+             N               598       /  /             LOS ANGELES                                         37       CA             90011
      1008866275                   0             100000                        AAA            N               685       /  /             LANCASTER                                           37       CA             93536
      1008179990              399440                  0                        AA             N               649       /  /             WESTON                                              11       FL             33326
      1007331201                   0             100000                        AA             N               601       /  /             RIVERVIEW                                           57       FL             33569
      1008424430                   0                  0                        A-             N               524       /  /             WILMINGTON                                         129       NC             28411
      1008364931                   0             101000                        AA             N               591       /  /             SEATTLE                                             33       WA             98136
      1008632027                   0                  0                        A-             N               570       /  /             VALLEY STREAM                                       59       NY             11580
      1008593578                   0                  0                        A+             N               734       /  /             LAKEWOOD                                            37       CA             90712
      1007345900              404000                  0                        AA             N               615       /  /             LITTLEROCK                                          37       CA             93543
      1008648555                   0                  0                        AAA            N               687       /  /             HARTLAND                                           133       WI             53029
      1008566651              430100                  0                        AA             N               615       /  /             BETHPAGE                                            59       NY             11714
      1008465216              406400                  0                        AA             N               639       /  /             HONOLULU                                             3       HI             96818
      1007900104              408000                  0                        AA             N               638       /  /             LOS ANGELES                                         37       CA             90037
      1008164372                   0             102000                        AA             N               664       /  /             INDIANAPOLIS                                        97       IN             46256
      1008236278              408000                  0                        AA             N               591       /  /             LA PUENTE                                           37       CA             91744
      1008371175                   0                  0                        AA             N               648       /  /             NEW BRIGHTON                                       123       MN             55112
      1008650907                   0             102000                        AA             N               604       /  /             SCOTTS VALLEY                                       87       CA             95066
      1008645077                   0                  0                        AA             N               560       /  /             FORT WASHINGTON                                     33       MD             20744
      1008960797                   0                  0                        AAA            N               653       /  /             PATTERSON                                           99       CA             95363
      1008433019                   0                  0                        AA             N               686       /  /             VALLEY OF ENCHANTMENT                               71       CA             92322
      1008847439                   0                  0                        A+             N               503       /  /             MIAMI                                               86       FL             33185
      1007773340              412000                  0                        AA             N               608       /  /             NATIONAL CITY                                       73       CA             91950
      1008144536              412000                  0                        AA             N               601       /  /             ESCONDIDO                                           73       CA             92027
      1008144313                   0             103000                        AA             N               601       /  /             ESCONDIDO                                           73       CA             92027
      1008259412                   0                  0                        A+             N               611       /  /             EAST BRUNSWICK                                      23       NJ              8816
      1008749385                   0                  0                        AA             N               597       /  /             VALLEY STREAM                                       59       NY             11580
      1008590278                   0                  0                        AA             N               625       /  /             NORTH BERGEN                                        17       NJ              7047
      1008296685              412000                  0                        AA             N               655       /  /             ESCONDIDO                                           73       CA             92027
      1007625563                   0                  0                        AA             N               620       /  /             FAIRFAX                                            600       VA             22030
      1008312925              416000                  0                        AA             N               601       /  /             PUYALLUP                                            53       WA             98372
      1008316501                   0                  0                        A+             N               599       /  /             BROOKLYN                                            47       NY             11208
      1008547192                   0                  0                        AA             N               801       /  /             INGLEWOOD                                           37       CA             90303
      1008280362              416520                  0                        AAA            N               686       /  /             MIAMI                                               86       FL             33131
      1008451999                   0             104236                        AA             N               652       /  /             AURORA                                               5       CO             80016
      1007253349                   0             104400                        AA             N               635       /  /             RIVERSIDE                                           65       CA             92506
      1008361587                   0                  0                        AA             N               512       /  /             BOWIE                                               33       MD             20721
      1008492623              412160                  0                        AAA            N               706       /  /             LAKEVILLE                                           23       MA              2347
      1008240619                   0             104900                        AA             N               596       /  /             WOODBRIDGE                                         153       VA             22193
      1008444935              419609                  0                        AAA            N               737       /  /             ROUND ROCK                                         491       TX             78664
      1006746630                   0             105000                        AA             N               596       /  /             PACOIMA AREA                                        37       CA             91331
      1007669454              420000                  0                        AA             N               598       /  /             WASHINGTON                                           1       DC             20011
      1006814110              420000                  0                        AA             N               727       /  /             MAPLETON                                            17       ND             58059
      1007876505                   0                  0                        A+             N               591       /  /             LAS VEGAS                                            3       NV             89146
      1008400152                   0                  0                        AA             N               620       /  /             PEEKSKILL                                          119       NY             10566
      1008637978                   0             105000                        AA             N               623       /  /             NORWALK                                              1       CT              6851
      1008605468                   0                  0                        AA             N               610       /  /             WANTAGH                                             59       NY             11793
      1008694013              420000                  0                        AA             N               637       /  /             WEST COVINA                                         37       CA             91792
      1008693265                   0             105000                        AA             N               637       /  /             WEST COVINA                                         37       CA             91792
      1008621681                   0             105100                        AA             N               644       /  /             SARASOTA                                           115       FL             34240
      1006665904                   0             106000                        AA             N               614       /  /             NORCO                                               65       CA             92860
      1008367867              424000                  0                        AA             N               637       /  /             TURLOCK                                             99       CA             95382
      1008347657                   0             106000                        AA             N               625       /  /             SAN DIEGO                                           73       CA             92126
      1008544248                   0                  0                        AA             N               626       /  /             ARLETA AREA                                         37       CA             91331
      1007603417              424000                  0                        AA             N               634       /  /             VAN BUREN                                           33       AR             72956
      1008181308              425600                  0                        AA             N               647       /  /             TEWKSBURY                                           17       MA              1876
      1008397889              426400                  0                        AA             N               625       /  /             FALLS CHURCH                                        59       VA             22042
      1008461666              428000                  0                        AA             N               675       /  /             CHINO HILLS                                         71       CA             91709
      1008569168                   0             107000                        AA             N               586       /  /             LA MIRADA                                           37       CA             90638
      1008492758                   0                  0                        A+             N               596       /  /             HIGHLAND                                           111       NY             12528
      1008649554                   0                  0                        A+             N               529       /  /             EL DORADO                                           17       CA             95623
      1008159459                   0                  0                        A-             N               611       /  /             HUNTINGTON VILLAGE                                 103       NY             11743
      1008651924                   0                  0                        AA             N               687       /  /             STOCKTON                                            77       CA             95203
      1008363013              428000                  0                        AA             N               619       /  /             SOUTH OZONE PARK                                    81       NY             11420
      1008642187                   0                  0                        AA             N               739       /  /             ASHBURN                                            107       VA             20148
      1008629488                   0                  0                        AAA            N               687       /  /             HONOLULU                                             3       HI             96818
      1008196007                   0             107540                        AA             N               615       /  /             RIDGEWOOD                                           81       NY             11385
      1008497799              432000                  0                        AA             N               621       /  /             APPLE VALLEY                                        71       CA             92307
      1008377561                   0                  0                        C-             N               532       /  /             CHINO HILLS                                         71       CA             91709
      1008533018                   0                  0                        AAA            N               659       /  /             FONTANA                                             71       CA             92336
      1008417787                   0                  0                        AA             N               562       /  /             NORWALK                                             37       CA             90650
      1008752414                   0             108000                        AAA            N               679       /  /             RIALTO                                              71       CA             92377
      1007738558                   0             108500                        AAA            N               656       /  /             KENNESAW                                            67       GA             30152
      1008464235              436000                  0                        AA             N               612       /  /             WHITTIER                                            37       CA             90605
      1008463913                   0             109000                        AA             N               612       /  /             WHITTIER                                            37       CA             90605
      1008634454                   0                  0                        A+             N               594       /  /             CLINTON                                             33       MD             20735
      1008453764              438400                  0                        AA             N               683       /  /             SANTA ANA                                           59       CA             92707
      1008740696                   0                  0                        AA             N               608       /  /             LOS ANGELES                                         37       CA             91306
      1008125762                   0             109800                        AA             N               640       /  /             VICTORVILLE                                         71       CA             92394
      1008492543              439920                  0                        AAA            N               706       /  /             FT. MYERS BEACH                                     71       FL             33931
      1008273192              420000                  0                        A+             N               692       /  /             SMITHTOWN                                          103       NY             11788
      1008024808              440000                  0                        AA             N               660       /  /             WINCHESTER                                          65       CA             92596
      1007905760                   0                  0                        A+             N               565       /  /             BELLMORE                                            59       NY             11710
      1008531724                   0             110000                        AA             N               633       /  /             EAST ELMHURST                                       81       NY             11369
      1008607493              440000                  0                        AAA            N               680       /  /             NAPLES                                              21       FL             34117
      1008013008              440000                  0                        AA             N               608       /  /             LA HABRA                                            59       CA             90631
      1008012857                   0             110000                        AA             N               608       /  /             LA HABRA                                            59       CA             90631
      1008644078                   0              82500                        AA             N               668       /  /             CARSON                                              37       CA             90746
      1008699312                   0                  0                        AAA            N               689       /  /             SAN LEANDRO                                          1       CA             94577
      1008147338                   0                  0                        AA             N               638       /  /             MALDEN                                              17       MA              2148
      1008509928              440000                  0                        AA             N               620       /  /             SAN PEDRO                                           37       CA             90731
      1008508876                   0             110000                        AA             N               620       /  /             SAN PEDRO                                           37       CA             90731
      1008455637              440000                  0                        AAA            N               647       /  /             UNION CITY                                          17       NJ              7087
      1008826238                   0             110000                        AA             N               621       /  /             OAKLAND                                            125       MI             48363
      1008488969              442400                  0                        AA             N               593       /  /             LOS ANGELES                                         37       CA             91342
      1008080202              444000                  0                        AA             N               609       /  /             VALENCIA                                            37       CA             91354
      1008208593                   0             111000                        AA             N               622       /  /             WEST ISLIP                                         103       NY             11795
      1008277358                   0             111000                        AA             N               610       /  /             ANAHEIM                                             59       CA             92801
      1008422557              444000                  0                        AA             N               685       /  /             ANAHEIM                                             59       CA             92805
      1008385865                   0                  0                        AA             N               606       /  /             WEST NEW YORK                                       17       NJ              7093
      1008622092                   0             111000                        AA             N               631       /  /             BRONX                                                5       NY             10467
      1008571486                   0             111000                        AA             N               595       /  /             SAN LORENZO                                          1       CA             94580
      1008863562                   0                  0                        A+             N               606       /  /             MONTCLAIR                                          153       VA             22025
      1008622984              444000                  0                        AAA            N               704       /  /             CHULA VISTA                                         73       CA             91911
      1008344801                   0                  0                        C              N               517       /  /             BRIDGEWATER                                         35       NJ              8807
      1008229507                   0                  0                        AA             N               697       /  /             MARBLEHEAD                                           9       MA              1945
      1008354899                   0             112000                        AA             N               616       /  /             LOS ANGELES                                         37       CA             90062
      1008587166              448000                  0                        AAA            N               716       /  /             LOS ANGELES                                         37       CA             90011
      1008747788                   0             112000                        AAA            N               650       /  /             OCEANPORT                                           25       NJ              7757
      1008322139                   0             112000                        AA             N               647       /  /             SAN DIEGO                                           73       CA             92102
      1006975801                   0                  0                        AA             N               580       /  /             PEORIA                                              13       AZ             85382
      1008511498              449440                  0                        AAA            N               656       /  /             BROOKLYN                                            47       NY             11207
      1008643907                   0              84375                        AA             N               619       /  /             CARSON                                              37       CA             90745
      1008930473                   0                  0                        A-             N               543       /  /             LINCOLN                                              7       RI              2865
      1008401650              452000                  0                        AAA            N               661       /  /             BROOKLYN                                            47       NY             11236
      1008638021              452000                  0                        AA             N               638       /  /             WEST HEMPSTEAD                                      59       NY             11552
      1008637326                   0             113000                        AA             N               638       /  /             WEST HEMPSTEAD                                      59       NY             11552
      1007940758                   0              28300                        AA             N               565       /  /             MIAMI                                               86       FL             33145
      1008770617                   0             113600                        AA             N               598       /  /             SOUTH RICHMOND HILL                                 81       NY             11419
      1008311025              456000                  0                        AAA            N               709       /  /             HIGHLAND                                            71       CA             92346
      1008425974              456000                  0                        AA             N               587       /  /             BRONX                                                5       NY             10461
      1008424733                   0             114000                        AA             N               587       /  /             BRONX                                                5       NY             10461
      1008746360                   0                  0                        AA             N               586       /  /             BOSTON                                              25       MA              2121
      1008297283              460000                  0                        AA             N               666       /  /             OAKLAND                                              1       CA             94605
      1008173736                   0                  0                        C              N               509       /  /             HOLLAND                                            139       MI             49423
      1008472253              460000                  0                        AAA            N               643       /  /             MINNETONKA                                          53       MN             55345
      1008471922                   0             115000                        AA             N               643       /  /             MINNETONKA                                          53       MN             55345
      1008855820                   0             115000                        AA             N               645       /  /             OJAI                                               111       CA             93023
      1008463405                   0                  0                        AA             N               606       /  /             WOODBRIDGE                                         153       VA             22193
      1008800808                   0             115800                        AA             N               600       /  /             BUENA PARK                                          59       CA             90620
      1006717813                   0                  0                        AA             N               621       /  /             RIVERSIDE                                           65       CA             92508
      1008598261                   0                  0                        B              N               564       /  /             LOS ANGELES                                         37       CA             90018
      1008513129                   0                  0                        AA             N               624       /  /             ANAHEIM                                             59       CA             92801
      1008665385                   0                  0                        A+             N               622       /  /             TEMPLE CITY                                         37       CA             91780
      1008698821                   0                  0                        A-             N               558       /  /             CARSON                                              37       CA             90745
      1008968940                   0                  0                        C              N               539       /  /             GREER                                               45       SC             29650
      1006670578                   0             116000                        AA             N               632       /  /             HONOLULU                                             3       HI             96815
      1009053695                   0                  0                        AA             N               633       /  /             STAFFORD                                           179       VA             22556
      1007990123              466400                  0                        AAA            N               658       /  /             WEST SACRAMENTO                                    113       CA             95605
      1008463717              468000                  0                        AA             N               614       /  /             POMONA                                              37       CA             91766
      1008463263                   0             117000                        AA             N               614       /  /             POMONA                                              37       CA             91766
      1008771386                   0             117000                        AA             N               726       /  /             MIAMI                                               86       FL             33175
      1008504950                   0                  0                        AA             N               621       /  /             DIAMOND BAR                                         37       CA             91765
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      1008387131                   0                  0                        A+             N               521       /  /             STOCKTON                                            77       CA             95204
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      1008686308                   0             119000                        AA             N               626       /  /             CHULA VISTA                                         73       CA             91913
      1008851307                   0                  0                        AA             N               597       /  /             BOWIE                                               33       MD             20721
      1007219789                   0                  0                        AA             N               740       /  /             LOS ANGELES                                         37       CA             90042
      1008296382              479200                  0                        AA             N               676       /  /             LIVERMORE                                            1       CA             94551
        10438596                   0                  0                        A+             N               508       /  /             SEATTLE                                             33       WA             98115
      1007394875              480000                  0                        AA             N               630       /  /             MILPITAS                                            85       CA             95035
      1008145508              480000                  0                        AA             N               614       /  /             LAKE ELSINORE                                       65       CA             92532
      1008423627                   0                  0                        AAA            N               665       /  /             CAMBRIA HEIGHTS                                     81       NY             11411
      1008544747              480000                  0                        AAA            N               669       /  /             FULLERTON                                           59       CA             92833
      1007995315              480000                  0                        AA             N               678       /  /             BROOKLYN                                            47       NY             11236
      1008049747              480000                  0                        AA             N               601       /  /             HENDERSON                                            3       NV             89052
      1008745085                   0                  0                        AA             N               675       /  /             THOUSAND OAKS                                      111       CA             91360
      1008617785                   0                  0                        AA             N               559       /  /             NORTH BERGEN                                        17       NJ              7047
      1008501203              480000                  0                        AA             N               629       /  /             ROLLING MEADOWS                                     31       IL             60008
      1008628979              480000                  0                        AAA            N               672       /  /             BERMUDA DUNES                                       65       CA             92203
      1008743372                   0                  0                        A-             N               634       /  /             SIMI VALLEY                                        111       CA             93065
      1008725935                   0                  0                        AA             N               693       /  /             SAN JUAN BAUTISTA                                   69       CA             95045
      1008421111                   0                  0                        A+             N               627       /  /             TRUMBULL                                             1       CT              6611
      1008641419                   0             120840                        AAA            N               650       /  /             FRESH MEADOWS                                       81       NY             11366
      1008341582              439200                  0                        AA             N               637       /  /             HOUSTON                                            201       TX             77077
      1008490643              472000                  0                        AA             N               684       /  /             VISTA                                               73       CA             92084
      1008397549              484000                  0                        AAA            N               641       /  /             PARAMOUNT                                           37       CA             90723
      1008859675                   0                  0                        A+             N               543       /  /             PINOLE                                              13       CA             94564
      1007653782              488000                  0                        AAA            N               706       /  /             ALHAMBRA                                            37       CA             91803
      1008309378                   0                  0                        AAA            N               706       /  /             JAMAICA                                             81       NY             11434
      1008616642              488000                  0                        AA             N               642       /  /             PALM SPRINGS                                        65       CA             92262
      1008384768              488000                  0                        AAA            N               654       /  /             YONKERS                                            119       NY             10704
      1008949631                   0             122000                        AAA            N               689       /  /             SONOMA                                              97       CA             95476
      1008152401                   0             122000                        AA             N               581       /  /             LAKE ELMO                                          163       MN             55042
      1008014034              488000                  0                        AAA            N               655       /  /             SAN FERNANDO                                        37       CA             91340
        10442213                   0                  0                        AA             N               625       /  /             ANAHEIM                                             59       CA             92802
      1008246061                   0                  0                        AA             N               554       /  /             BOSTON                                              25       MA              2124
      1008938876                   0             123000                        AA             N               653       /  /             ORANGE                                              59       CA             92868
      1008818069                   0             123000                        AAA            N               729       /  /             VALLEJO                                             95       CA             94590
      1008180862              492800                  0                        AAA            N               684       /  /             BROOKLYN                                            47       NY             11207
        10474025                   0             123951                        AA             N               602       /  /             HAPPY VALLEY                                         5       OR             97015
      1007935835              496000                  0                        AAA            N               733       /  /             MIAMI                                               86       FL             33131
      1007935675                   0             124000                        AAA            N               733       /  /             MIAMI                                               86       FL             33131
      1008367055              496000                  0                        AAA            N               680       /  /             SPRINGFIELD GARDENS                                 81       NY             11413
      1008673713                   0             124000                        AAA            N               707       /  /             BROOKLYN                                            47       NY             11216
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      1008730448                   0                  0                        AA             N               656       /  /             LA MIRADA                                           37       CA             90638
      1006951836                   0             124000                        AA             N               621       /  /             HOLLISTER                                           69       CA             95023
      1007910781              497600                  0                        AAA            N               755       /  /             SAN DIEGO                                           73       CA             92120
      1008129321              498800                  0                        AA             N               686       /  /             TRACY                                               77       CA             95376
      1008941210                   0                  0                        AA             N               618       /  /             BROOKLYN                                            47       NY             11233
      1008403426              500000                  0                        AAA            N               645       /  /             PASADENA                                            37       CA             91107
      1008944397                   0                  0                        AAA            N               710       /  /             PITTSBURG                                           13       CA             94565
      1006793669                   0                  0                        A-             N               631       /  /             RIDGEFIELD                                          11       WA             98642
      1007592615              504000                  0                        AA             N               636       /  /             GRANADA HILLS                                       37       CA             91344
        10465147                   0             116600                        AA             N               608       /  /             ORANGE                                              59       CA             92868
      1008645353                   0                  0                        AA             N               632       /  /             ANTIOCH                                             13       CA             94531
      1008828913                   0             126000                        AA             N               617       /  /             OCEAN CITY                                          47       MD             21842
      1008749857                   0                  0                        AA             N               615       /  /             NEW CITY                                            87       NY             10956
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      1008006604              508000                  0                        AA             N               625       /  /             ALISO VIEJO                                         59       CA             92656
      1008471879              508000                  0                        AA             N               627       /  /             SAN JOSE                                            85       CA             95132
      1007797477              508000                  0                        AA             N               629       /  /             BEAUMONT AREA                                       65       CA             92223
      1008105481                   0                  0                        AAA            N               789       /  /             STOCKTON                                            77       CA             95209
      1008098603              542512                  0                        AA             N               626       /  /             RICHMOND HILL                                       81       NY             11418
      1008008826              512000                  0                        AAA            N               653       /  /             LAKESIDE                                            73       CA             92040
      1008146561              512000                  0                        AAA            N               735       /  /             BROOKLYN                                            47       NY             11221
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      1008427801                   0                  0                        A+             N               587       /  /             NORTHRIDGE AREA                                     37       CA             91324
      1008528587                   0                  0                        AA             N               592       /  /             CRESSKILL                                            3       NJ              7626
      1008854162                   0                  0                        AA             N               663       /  /             ORANGE                                              59       CA             92867
      1007347329                   0             129000                        AA             N               683       /  /             ALTADENA                                            37       CA             91001
      1008553692              516000                  0                        AA             N               602       /  /             EAST PALO ALTO                                      85       CA             94303
      1008933657                   0             129000                        AA             N               624       /  /             SAN JOSE                                            85       CA             95111
      1008974201                   0             129800                        AAA            N               654       /  /             VALLEJO                                             95       CA             94591
      1008042879                   0                  0                        AA             N               610       /  /             LIDO BEACH                                          59       NY             11561
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      1008505879              520000                  0                        AAA            N               698       /  /             NEW SMYRNA BEACH                                   127       FL             32169
      1008505469                   0             130000                        AAA            N               698       /  /             NEW SMYRNA BEACH                                   127       FL             32169
      1008629665                   0                  0                        A+             N               628       /  /             TEMECULA                                            65       CA             92591
      1008646539                   0                  0                        AAA            N               781       /  /             PARK RIDGE                                          31       IL             60068
      1008182067                   0                  0                        A+             N               659       /  /             NORTH BERGEN                                        17       NJ              7047
      1008781222                   0                  0                        AA             N               593       /  /             LOS ANGELES                                         37       CA             90018
      1008021071                   0                  0                        AAA            N               654       /  /             CHATSWORTH                                          37       CA             91311
      1008518464                   0             130000                        AAA            N               663       /  /             WARWICK                                             71       NY             10990
      1008489316              524000                  0                        AA             N               629       /  /             SIMI VALLEY                                        111       CA             93065
      1008290020              524000                  0                        AAA            N               706       /  /             MIRA LOMA                                           65       CA             91752
      1008806018                   0             131000                        AA             N               662       /  /             TEMECULA                                            65       CA             92592
      1007973240                   0             131600                        AAA            N               667       /  /             SAINT GEORGE                                        53       UT             84770
      1008996465                   0             131600                        AA             N               605       /  /             PLANTATION                                          11       FL             33324
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      1008477365              528000                  0                        AAA            N               677       /  /             HAUPPAUGE                                          103       NY             11788
      1008728424                   0                  0                        A+             N               612       /  /             AIEA                                                 3       HI             96701
      1007871859              528000                  0                        AAA            N               740       /  /             LOS ANGELES                                         37       CA             90041
      1008647690              520000                  0                        AAA            N               772       /  /             ATLANTIC CITY                                        1       NJ              8401
      1008782374                   0                  0                        AA             N               626       /  /             PALMDALE                                            37       CA             93550
      1008145651              529240                  0                        AA             N               632       /  /             PALM DESERT                                         65       CA             92260
      1008447451              533600                  0                        AA             N               666       /  /             CORONA                                              81       NY             11368
      1008358234              535200                  0                        AAA            N               655       /  /             FALLS CHURCH                                        59       VA             22041
      1007978487              536000                  0                        AA             N               625       /  /             STOCKTON                                            77       CA             95219
      1008062972              536000                  0                        AAA            N               732       /  /             FONTANA                                             71       CA             92336
      1007630717              536160                  0                        AA             N               611       /  /             SPRING                                             339       TX             77382
      1008015186              540000                  0                        AAA            N               655       /  /             LAS VEGAS                                            3       NV             89178
      1008597011              540000                  0                        AA             N               615       /  /             SUPERIOR                                            13       CO             80027
      1008596735                   0             125000                        AA             N               615       /  /             SUPERIOR                                            13       CO             80027
      1008804966                   0             135000                        AAA            N               700       /  /             MONTEREY                                            53       CA             93940
      1007673341              544000                  0                        AA             N               639       /  /             MARINA                                              53       CA             93933
      1008357761              544000                  0                        AAA            N               681       /  /             WOODSIDE                                            81       NY             11377
      1008604334                   0             136000                        AAA            N               695       /  /             ALHAMBRA                                            37       CA             91801
      1008082022              544000                  0                        AAA            N               752       /  /             FREMONT                                              1       CA             94539
      1008608232                   0             137000                        AA             N               590       /  /             WOODHAVEN                                           81       NY             11421
      1008714297                   0                  0                        AA             N               581       /  /             GLENDALE                                            37       CA             91201
      1008322807              548904                  0                        AA             N               647       /  /             MAPLE GROVE                                         53       MN             55311
      1008857524                   0             138000                        AA             N               636       /  /             SAN JOSE                                            85       CA             95121
      1008242751              552000                  0                        AA             N               647       /  /             MEDFORD                                             29       OR             97504
      1008229874              554412                  0                        AA             N               592       /  /             BARTLETT                                            43       IL             60103
      1008048515              555920                  0                        AAA            N               677       /  /             CHICAGO                                             31       IL             60607
      1008191798                   0                  0                        AAA            N               734       /  /             CORONA                                              65       CA             92880
      1008330914                   0             139000                        AAA            N               676       /  /             ROSEDALE                                            81       NY             11422
      1008129731              556211                  0                        AAA            N               717       /  /             STOCKTON                                            77       CA             95209
      1007656663                   0                  0                        A+             N               642       /  /             FRESNO                                              19       CA             93711
      1007839306              560000                  0                        A+             N               662       /  /             VALENCIA                                            37       CA             91354
      1008141931              560000                  0                        AAA            N               771       /  /             RANCHO CUCAMONGA                                    71       CA             91739
      1008308002              560000                  0                        AA             N               638       /  /             LEAWOOD                                             91       KS             66206
      1008307101                   0             140000                        AA             N               638       /  /             LEAWOOD                                             91       KS             66206
      1008698796                   0             140000                        AA             N               616       /  /             ROSEVILLE                                           61       CA             95747
      1008566429              560000                  0                        AA             N               591       /  /             FAIRFIELD                                           95       CA             94534
      1008941354                   0                  0                        AAA            N               711       /  /             WEST HILLS AREA                                     37       CA             91304
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      1008401990                   0                  0                        AA             N               688       /  /             HAYWARD                                              1       CA             94542
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      1008847634                   0                  0                        B              N               559       /  /             HOPEWELL JUNCTION                                   27       NY             12533
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      1007866712                   0              80000                        AA             N               641       /  /             LONG BEACH                                          37       CA             90806
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      1008423896              640000                  0                        AA             N               625       /  /             PRINCETON                                           21       NJ              8540
      1008422780                   0             120000                        AA             N               625       /  /             PRINCETON                                           21       NJ              8540
      1008061456              640000                  0                        AA             N               627       /  /             WOODBURY                                           163       MN             55125
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      1008040915              640000                  0                        AA             N               641       /  /             FULLERTON                                           59       CA             92835
      1008386034                   0                  0                        A+             N               612       /  /             LORTON                                              59       VA             22079
      1007748725                   0                  0                        A-             N               588       /  /             CORONA                                              65       CA             92881
      1008240851                   0                  0                        AAA            N               693       /  /             MONTEREY PARK                                       37       CA             91755
      1008139034              644000                  0                        AAA            N               694       /  /             MASPETH                                             81       NY             11378
      1008144518              644000                  0                        AAA            N               740       /  /             KAHULUI                                              9       HI             96732
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      1008400866              660000                  0                        AA             N               653       /  /             SAN RAMON                                           13       CA             94583
      1008728772                   0                  0                        AA             N               752       /  /             SANGER                                              19       CA             93657
      1008257049                   0                  0                        A-             N               571       /  /             GRANITE BAY                                         61       CA             95746
      1007510758                   0                  0                        AA             N               677       /  /             BATON ROUGE                                         33       LA             70817
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      1008392562              667320                  0                        AA             N               644       /  /             SANDY                                               35       UT             84092
      1008035020                   0             167000                        AA             N               627       /  /             LOS ANGELES                                         37       CA             90034
      1008488380              668000                  0                        AAA            N               682       /  /             ORANGE                                              59       CA             92868
      1008488228                   0             167000                        AAA            N               682       /  /             ORANGE                                              59       CA             92868
      1008373217              668000                  0                        AA             N               592       /  /             BELMONT                                             81       CA             94002
      1008064097              668000                  0                        AAA            N               686       /  /             BELLEVUE                                            33       WA             98007
      1008626891                   0                  0                        AA             N               649       /  /             CAPTAIN COOK                                         1       HI             96704
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      1008922179                   0             168000                        AA             N               647       /  /             CORONA                                              81       NY             11368
      1008076208                   0             169000                        AA             N               605       /  /             SCOTTSDALE                                          13       AZ             85259
      1007853478              676000                  0                        AA             N               732       /  /             RANCHO CUCAMONGA                                    71       CA             91739
      1008644586              676000                  0                        AA             N               631       /  /             STEVENSON RANCH                                     37       CA             91381
      1008260044              679920                  0                        AA             N               614       /  /             HOLMDEL                                             25       NJ              7733
      1008269045                   0             169980                        AA             N               614       /  /             HOLMDEL                                             25       NJ              7733
      1008565233                   0             169999                        AA             N               740       /  /             MIRAMAR                                             11       FL             33029
      1007283860                   0             170000                        A+             N               647       /  /             ALEXANDRIA                                         510       VA             22305
      1007837807              680000                  0                        AAA            N               690       /  /             SAN CLEMENTE                                        59       CA             92673
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      1008636014                   0                  0                        AA             N               755       /  /             NEW ROCHELLE                                       119       NY             10801
      1006990991                   0             172000                        AA             N               654       /  /             LONG BEACH                                          37       CA             90807
      1008844879                   0             172000                        AA             N               661       /  /             LAKE FOREST                                         59       CA             92630
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      1008057345              696000                  0                        AA             N               755       /  /             WATSONVILLE                                         87       CA             95076
      1007895254                   0                  0                        AA             N               611       /  /             LAS VEGAS                                            3       NV             89149
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      1008317172                   0                  0                        AA             N               653       /  /             SOUTH SAN FRANCISCO                                 75       CA             94112
      1008419838              700000                  0                        AA             N               630       /  /             ROWLAND HEIGHTS                                     37       CA             91748
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      1007589488                   0             175000                        AA             N               690       /  /             LOS ANGELES                                         37       CA             90026
      1008605137                   0             176000                        AA             N               612       /  /             KAPOLEI                                              3       HI             96707
      1008076084                   0              75000                        AA             N               618       /  /             PARKLAND                                            11       FL             33076
      1007651784                   0             142000                        AA             N               608       /  /             FISHERS                                             57       IN             46037
      1008649475                   0                  0                        A+             N               676       /  /             SAN DIEGO                                           73       CA             92154
      1007955484              711200                  0                        AA             N               698       /  /             DOWNERS GROVE                                       43       IL             60515
      1007955625                   0             177800                        AA             N               698       /  /             DOWNERS GROVE                                       43       IL             60515
      1007361776                   0                  0                        AA             N               586       /  /             BUENA PARK                                          59       CA             90620
      1007787442                   0             178000                        AA             N               675       /  /             LOS ANGELES                                         37       CA             90019
      1008412363              712800                  0                        AA             N               725       /  /             WYCKOFF                                              3       NJ              7481
      1007651052                   0             178400                        AA             N               688       /  /             FAIRFAX STATION                                     59       VA             22039
      1008295212              716000                  0                        AA             N               665       /  /             TOWSON                                               5       MD             21204
      1008295828                   0             179000                        AA             N               665       /  /             TOWSON                                               5       MD             21204
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      1007895557                   0             180000                        AA             N               659       /  /             STEVENSON RANCH                                     37       CA             91381
      1007787852                   0                  0                        AA             N               606       /  /             ELMSFORD                                           119       NY             10523
      1008208584              720000                  0                        AA             N               665       /  /             RIVERSIDE                                           65       CA             92503
      1008208343                   0             180000                        AA             N               665       /  /             RIVERSIDE                                           65       CA             92503
      1007724509                   0             180000                        AA             N               736       /  /             DALLAS                                             113       TX             75248
      1008851389                   0                  0                        A-             N               636       /  /             SEATTLE                                             33       WA             98144
      1008362121                   0                  0                        AAA            N               745       /  /             DOYLESTOWN                                          17       PA             18901
      1008524297                   0             185540                        AA             N               676       /  /             INDIO                                               65       CA             92201
      1008819488                   0                  0                        AAA            N               626       /  /             OCEAN CITY                                          47       MD             21842
      1008230782              771628                  0                        AA             N               744       /  /             NORTHRIDGE                                          37       CA             91326
      1008700621                   0             193000                        AA             N               675       /  /             IRVINE                                              59       CA             92620
      1006935533                   0             193000                        AA             N               659       /  /             TARZANA AREA                                        37       CA             91356
      1007191273                   0             194000                        AA             N               723       /  /             NORTH BAY VILLAGE                                   86       FL             33141
      1008036902              780000                  0                        AA             N               634       /  /             TORRANCE                                            37       CA             90505
      1007710006                   0             196000                        AA             N               646       /  /             SAN FRANCISCO                                       75       CA             94110
      1007108783                   0             197800                        AA             N               646       /  /             MIAMI BEACH                                         86       FL             33141
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      1008410150              800000                  0                        AA             N               653       /  /             GREENSBORO                                         133       GA             30642
      1008212267              840000                  0                        AA             N               656       /  /             FAIRFIELD                                            1       CT              6824
      1008630047                   0                  0                        AAA            N               725       /  /             BASKING RIDGE                                       35       NJ              7920
      1008051056                   0                  0                        AA             N               604       /  /             WEST PALM BEACH                                     99       FL             33412
      1007610356                   0                  0                        AA             N               586       /  /             FLANDERS                                           103       NY             11901
      1008004312                   0             150006                        AA             N               708       /  /             HOUSTON                                            201       TX             77057
      1008776513                   0                  0                        AA             N               569       /  /             SANTA ANA                                           59       CA             92705
      1008703192                   0                  0                        AA             N               654       /  /             RIVERSIDE                                           65       CA             92504
      1008358680                   0                  0                        A-             N               654       /  /             PALM COAST                                          35       FL             32137
      1008971776                   0                  0                        AA             N               647       /  /             COLLEGEVILLE                                        91       PA             19426
      1008377918                   0                  0                        AA             N               617       /  /             PASADENA                                            37       CA             91105
      1008005026                   0                  0                        AA             N               640       /  /             HILTON HEAD ISLAND                                  13       SC             29928
      1008202447                   0                  0                        AA             N               677       /  /             IRVINE                                              59       CA             92614
      1008182003                   0                  0                        AA             N               667       /  /             LONG BEACH                                          37       CA             90803
      1007861058                   0                  0                        AA             N               629       /  /             LAGUNA NIGUEL                                       59       CA             92677
      1007725875                   0                  0                        AA             N               644       /  /             SAN DIEGO                                           73       CA             92109
      1008542945                   0                  0                        AA             N               701       /  /             TARZANA                                             37       CA             91356
      1008371898                   0                  0                        AAA            N               663       /  /             VILLANOVA                                           45       PA             19085
      1008242332                   0                  0                        AA             N               562       /  /             COLUMBUS                                           141       NE             68601
      1006884918                   0                  0                        B              N               504       /  /             BALTIMORE                                          510       MD             21215
      1008348683                   0                  0                        C              N               569       /  /             ADAIRSVILLE                                         15       GA             30103
      1007499398                   0                  0                        AA             N               710       /  /             LOUISVILLE                                         111       KY             40210
      1007587248                   0                  0                        AA             N               662       /  /             DONORA                                             125       PA             15033
      1008296612                   0                  0                        A-             N               509       /  /             BIRMINGHAM                                          73       AL             35215
      1008234822                   0                  0                        C              N               505       /  /             DECATUR                                            115       IL             62526
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      1008285688                   0                  0                        AA             N               506       /  /             SIOUX CITY                                         193       IA             51104
      1008443525                   0                  0                        A-             N               535       /  /             VICTORIA                                           469       TX             77904
      1008359153                   0                  0                        B              N               635       /  /             SAN BENITO                                          61       TX             78586
      1008678362                   0                  0                        AA             N               567       /  /             ERIE                                                49       PA             16510
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      1008461390                   0               8000                        A-             N               594       /  /             SAN ANTONIO                                         29       TX             78214
      1008579530                   0                  0                        AA             N               502       /  /             PERRY                                              123       FL             32347
      1008757918                   0                  0                        AA             N               561       /  /             KANSAS CITY                                        209       KS             66106
      1008955829                   0                  0                        AA             N               671       /  /             HOLIDAY                                            101       FL             34690
      1008920536                   0                  0                        AA             N               594       /  /             DES MOINES                                         153       IA             50311
      1008932097                   0                  0                        AA             N               558       /  /             HOUSTON                                            201       TX             77017
      1009178114                   0                  0                        AA             N               609       /  /             GLADEWATER                                         183       TX             75647
      1008828389                   0                  0                        AA             N               623       /  /             HOBART                                              89       IN             46342
      1009127553                   0                  0                        AA             N               680       /  /             BOSSIER CITY                                        15       LA             71111
      1007452696                   0                  0                        AA             N               546       /  /             CHARLESTON                                          39       WV             25311
      1008021142                   0                  0                        A+             N               539       /  /             LAKE JACKSON                                        39       TX             77566
      1008036172                   0               2800                        AA             N               563       /  /             MASON CITY                                          33       IA             50401
      1008340075                   0                  0                        AA             N               655       /  /             LIMA                                                 3       OH             45804
      1008340556                   0                  0                        AA             N               655       /  /             LIMA                                                 3       OH             45805
      1008537737                   0                  0                        A+             N               656       /  /             WINSTONVILLE                                        11       MS             38781
      1009034779                   0                  0                        AA             N               601       /  /             WEST POINT                                          25       MS             39773
      1008967585                   0                  0                        AA             N               587       /  /             ROCHESTER                                           55       NY             14619
      1008369936                   0                  0                        A+             N               599       /  /             BIRMINGHAM                                          73       AL             35214
      1008347979                   0                  0                        AA             N               601       /  /             ROSWELL                                              5       NM             88203
      1007701089                   0                  0                        AA             N               511       /  /             FINDLAY                                             63       OH             45840
      1008002902                   0                  0                        A+             N               522       /  /             OMAHA                                               55       NE             68111
      1007508878                   0                  0                        A+             N               510       /  /             CORPUS CHRISTI                                     355       TX             78404
      1008203847                   0                  0                        AA             N               551       /  /             ROCHESTER                                           55       NY             14605
      1008918415                   0                  0                        C              N               528       /  /             MOUNT VERNON                                        97       AL             36612
      1008384296                   0                  0                        AA             N               532       /  /             SAN ANTONIO                                         29       TX             78244
      1008228571                   0                  0                        C              N               552       /  /             DETROIT                                            163       MI             48238
      1009041823                   0                  0                        C              N               570       /  /             PATTEN                                              19       ME              4765
      1007869979                   0               2900                        AA             N               633       /  /             MOBILE                                              97       AL             36606
      1008101500                   0                  0                        AA             N               505       /  /             ONTONAGON                                          131       MI             49953
      1009045767                   0                  0                        AA             N               600       /  /             HUNTSVILLE                                          89       AL             35811
      1007282246                   0               2950                        AA             N               564       /  /             JACKSONVILLE                                        73       TX             75766
      1008685292                   0                  0                        AA             N               608       /  /             JACKSON                                             49       MS             39212
      1007582412                   0              17725                        AA             N               630       /  /             KNOXVILLE                                           93       TN             37917
      1008717999                   0                  0                        B              N               562       /  /             BATTLE CREEK                                        25       MI             49014
      1008911779                   0                  0                        AA             N               553       /  /             DAYTON                                             113       OH             45416
      1008772919                   0              10050                        AA             N               526       /  /             MEMPHIS                                            157       TN             38108
      1008842942                   0              13400                        AA             N               525       /  /             FORREST CITY                                       123       AR             72335
      1008256807                   0                  0                        B              N               544       /  /             ALICE                                              249       TX             78332
      1008781197                   0                  0                        AA             N               591       /  /             LOUISVILLE                                         111       KY             40211
      1008908293                   0                  0                        C              N               621       /  /             FORT WORTH                                         439       TX             76133
      1008498725                   0                  0                        AA             N               706       /  /             JACKSON                                             49       MS             39216
      1008900406                   0                  0                        AA             N               684       /  /             DETROIT                                            163       MI             48238
      1009002474                   0                  0                        A+             N               536       /  /             SAN MARCOS                                         209       TX             78666
      1008665401                   0                  0                        AA             N               775       /  /             FORT WAYNE                                           3       IN             46807
      1008903500                   0                  0                        AA             N               589       /  /             TOLEDO                                              95       OH             43607
      1008819763                   0                  0                        AA             N               707       /  /             MILWAUKEE                                           79       WI             53206
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      1008203277                   0                  0                        B              N               585       /  /             GREENBRIER                                         147       TN             37073
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      1008931793                   0                  0                        AA             N               561       /  /             MAPLE HEIGHTS                                       35       OH             44137
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      1008791373                   0                  0                        AA             N               631       /  /             AVON PARK                                           55       FL             33825
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      1008713243                   0                  0                        AA             N               522       /  /             MILWAUKEE                                           79       WI             53218
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      1008764198                   0                  0                        AA             N               699       /  /             SACRAMENTO                                          67       CA             95820
      1008955197                   0                  0                        C              N               620       /  /             SARATOGA SPRINGS                                    91       NY             12866
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      1008823204                   0                  0                        AA             N               555       /  /             JANESVILLE                                         105       WI             53545
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      1008886770                   0              29000                        AA             N               594       /  /             AUSTIN                                             453       TX             78754
      1008236456                   0              29000                        AA             N               686       /  /             HAUULA                                               3       HI             96717
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      1009068037                   0              29000                        AAA            N               633       /  /             FORT LAUDERDALE                                     11       FL             33311
      1008943156                   0                  0                        AA             N               629       /  /             TWENTYNINE PALMS                                    71       CA             92277
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      1008772036                   0                  0                        B              N               615       /  /             POWDER SPRINGS                                      67       GA             30127
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      1009074100                   0              29200                        AA             N               654       /  /             AUSTIN                                             453       TX             78748
      1008880026                   0              29220                        AA             N               594       /  /             GRAND JUNCTION                                      77       CO             81504
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      1007979020                   0                  0                        AA             N               624       /  /             ALBUQUERQUE                                          1       NM             87123
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      1008777834                   0                  0                        AA             N               618       /  /             BERNALILLO                                          43       NM             87004
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      1009036857                   0              30000                        AA             N               670       /  /             PLYMOUTH                                             9       NH              3264
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      1008905385                   0                  0                        C              N               516       /  /             FRESNO                                              19       CA             93727
      1008815507                   0                  0                        A-             N               587       /  /             GREENWOOD                                           81       IN             46142
      1009089443                   0                  0                        AA             N               546       /  /             TROTWOOD                                           113       OH             45426
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      1008525991                   0                  0                        AA             N               518       /  /             RICHMOND                                           760       VA             23223
      1008194964                   0                  0                        A+             N               616       /  /             ESPANOLA                                            39       NM             87532
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      1008174236                   0                  0                        AA             N               522       /  /             FORT WALTON BEACH                                   91       FL             32548
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      1008708614                   0                  0                        AA             N               601       /  /             EDGECLIFF VILLAGE                                  439       TX             76134
      1008995705                   0                  0                        AA             N               548       /  /             BAINBRIDGE                                          87       GA             39817
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      1008915837                   0                  0                        AA             N               643       /  /             KATY                                               201       TX             77449
      1008926727                   0                  0                        A+             N               562       /  /             SAN ANTONIO                                         29       TX             78232
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      1008711441                   0                  0                        A-             N               544       /  /             LITHONIA                                            89       GA             30058
      1009087935                   0              31000                        AAA            N               662       /  /             DREXEL HILL                                         45       PA             19026
      1008890514                   0                  0                        AA             N               572       /  /             MILWAUKEE                                           79       WI             53210
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      1008939385                   0                  0                        AA             N               576       /  /             CALDWELL                                            27       ID             83605
      1008944226                   0                  0                        AA             N               593       /  /             STOCKTON                                            77       CA             95205
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      1006936006                   0                  0                        A-             N               636       /  /             PERRY                                              123       FL             32348
      1008820797                   0                  0                        AA             N               595       /  /             PHILADELPHIA                                       101       PA             19111
      1009001821                   0                  0                        AA             N               615       /  /             HAZELWOOD                                          189       MO             63042
      1009082538                   0              31540                        AA             N               582       /  /             KNOXVILLE                                           93       TN             37932
      1008038964                   0              31600                        AA             N               654       /  /             OKLAHOMA CITY                                      109       OK             73162
      1008438390                   0                  0                        AA             N               592       /  /             CHICAGO                                             31       IL             60620
      1009054774                   0                  0                        AA             N               619       /  /             SPRINGFIELD                                         13       MA              1109
      1008114881                   0                  0                        AA             N               674       /  /             TROY                                                83       NY             12180
      1009048764                   0              31790                        AA             N               636       /  /             SEDRO WOOLLEY                                       57       WA             98284
      1008207200                   0              31800                        AAA            N               721       /  /             STONE MOUNTAIN                                      89       GA             30087
      1008847064                   0              31800                        AA             N               634       /  /             JACKSONVILLE                                        31       FL             32211
      1008932541                   0              15000                        AA             N               590       /  /             SAINT PETERSBURG                                   103       FL             33712
      1008293349                   0                  0                        AA             N               541       /  /             STAUNTON                                           117       IL             62088
      1008767649                   0                  0                        A+             N               571       /  /             PALM BAY                                             9       FL             32909
      1008980338                   0                  0                        A-             N               528       /  /             MILTON                                              17       NH              3851
      1008198906                   0              31900                        AA             N               684       /  /             CHICAGO                                             31       IL             60660
      1008997099                   0              31909                        AA             N               624       /  /             GRAND RAPIDS                                        81       MI             49525
      1008298656                   0              31980                        AA             N               626       /  /             AUBURN                                             107       PA             17922
      1008281780                   0                  0                        AA             N               610       /  /             MOUNT JOY                                           71       PA             17552
      1009046301                   0              31980                        AA             N               653       /  /             PORT ARTHUR                                        245       TX             77642
      1008268359                   0              32000                        AAA            N               664       /  /             SAINT LOUIS                                        189       MO             63123
      1008866248                   0                  0                        AA             N               601       /  /             YUMA                                                27       AZ             85364
      1008878119                   0                  0                        AA             N               618       /  /             LAS VEGAS                                            3       NV             89122
      1008912590                   0              32000                        AA             N               648       /  /             POWDER SPRINGS                                      67       GA             30127
      1008902002                   0                  0                        AA             N               609       /  /             DENVER                                              31       CO             80206
      1008884399                   0                  0                        A-             N               519       /  /             COMPTON                                             37       CA             90220
      1008922106                   0              32100                        AA             N               685       /  /             SALT LAKE CITY                                      35       UT             84111
      1008233379                   0              14300                        AA             N               563       /  /             AKRON                                              153       OH             44320
      1009020187                   0                  0                        A+             N               570       /  /             DUBUQUE                                             61       IA             52001
      1008306282                   0              32200                        AA             N               700       /  /             MINNEAPOLIS                                         53       MN             55429
      1008851815                   0                  0                        AA             N               586       /  /             GRANDVIEW                                           95       MO             64030
      1009091626                   0                  0                        AA             N               587       /  /             SAINT PAUL                                         123       MN             55107
      1008267706                   0                  0                        AA             N               523       /  /             BOCA RATON                                          99       FL             33434
      1008501828                   0                  0                        AA             N               637       /  /             OAK PARK                                           125       MI             48237
      1008131096                   0                  0                        AAA            N               676       /  /             TOWNSHIP OF HAMILTON                                21       NJ              8619
      1008259653                   0                  0                        AA             N               589       /  /             NEW IPSWICH                                         11       NH              3071
      1008564500                   0                  0                        A+             N               515       /  /             STOCKTON                                            77       CA             95205
      1008888288                   0                  0                        AAA            N               762       /  /             FORT WORTH                                         439       TX             76110
      1008891684                   0                  0                        AA             N               550       /  /             VERO BEACH                                          61       FL             32968
      1008926433                   0                  0                        AA             N               593       /  /             ALVIN                                               39       TX             77511
      1009108725                   0              32500                        AA             N               640       /  /             CONCORD                                             25       NC             28027
      1008984986                   0                  0                        C              N               509       /  /             NORTH MIAMI                                         86       FL             33181
      1009051241                   0                  0                        AA             N               674       /  /             MODESTO                                             99       CA             95350
      1009062060                   0                  0                        AA             N               526       /  /             KEENE                                                5       NH              3431
      1008286909                   0              32600                        AA             N               639       /  /             SHERWOOD                                           119       AR             72120
      1009063452                   0              32600                        AA             N               582       /  /             OTSEGO                                             141       MN             55330
      1009124495                   0              32603                        AAA            N               656       /  /             RICHMOND                                           157       TX             77469
      1007869096                   0                  0                        AAA            N               711       /  /             HILLIARD                                            49       OH             43026
      1008907604                   0                  0                        A-             N               542       /  /             CAMBRIDGE                                           73       IL             61238
      1009083886                   0                  0                        AA             N               566       /  /             CYPRESS                                            201       TX             77433
      1008329221                   0                  0                        B              N               579       /  /             SINTON                                             409       TX             78387
      1008172648                   0                  0                        A+             N               547       /  /             KENNESAW                                            67       GA             30152
        10414713                   0                  0                        AA             N               587       /  /             SMITHVILLE                                          21       TX             78957
      1008987796                   0                  0                        A-             N               524       /  /             KENNETT                                             69       MO             63857
      1008293526                   0                  0                        AA             N               586       /  /             PORTLAND                                             5       ME              4102
      1008410196                   0              33000                        AA             N               599       /  /             MCHENRY                                            111       IL             60050
      1009034993                   0              33000                        AAA            N               695       /  /             LAWRENCE                                             9       MA              1841
      1008765847                   0                  0                        A-             N               565       /  /             CAPITOL HEIGHTS                                     33       MD             20743
      1009069367                   0              33000                        AA             N               729       /  /             ALLENTOWN                                           77       PA             18104
      1008353257                   0                  0                        AA             N               586       /  /             DESOTO                                             113       TX             75115
      1008866337                   0                  0                        AA             N               646       /  /             TUCSON                                              19       AZ             85713
      1008021295                   0              33200                        AA             N               591       /  /             ROOSEVELT                                           13       UT             84066
      1008157843                   0                  0                        AA             N               649       /  /             MILWAUKEE                                           79       WI             53218
      1008923622                   0                  0                        AA             N               580       /  /             FOREST PARK                                         63       GA             30297
      1008918228                   0              33400                        AA             N               624       /  /             COATESVILLE                                         29       PA             19320
      1008794897                   0              33500                        AA             N               584       /  /             COUNTRY CLUB HILLS                                  31       IL             60478
      1006923591                   0                  0                        AA             N               660       /  /             COPPERAS COVE                                       99       TX             76522
      1008944039                   0                  0                        A+             N               548       /  /             ARLINGTON                                           13       VA             22204
      1008860208                   0              33560                        AA             N               595       /  /             BROOKLYN PARK                                       53       MN             55443
      1008986323                   0                  0                        AA             N               611       /  /             TRENTON                                             21       NJ              8629
      1008191663                   0                  0                        AAA            N               645       /  /             RICHMOND                                            41       VA             23234
      1007861183                   0                  0                        AA             N               614       /  /             PENACOOK(CONCORD)                                   13       NH              3303
      1007967328                   0                  0                        A-             N               559       /  /             BETHALTO                                           119       IL             62010
      1008287463                   0                  0                        AA             N               677       /  /             MASSAPEQUA                                          59       NY             11758
      1008248327                   0                  0                        A+             N               501       /  /             DELTONA                                            127       FL             32725
      1008866113                   0                  0                        C              N               570       /  /             TUCSON                                              19       AZ             85711
      1008896493                   0                  0                        AA             N               569       /  /             PHOENIX                                             13       AZ             85009
      1008597191                   0                  0                        A+             N               613       /  /             MIAMI                                               86       FL             33142
      1008857659                   0                  0                        AA             N               653       /  /             BRADENTON                                           81       FL             34205
      1008858042                   0                  0                        AA             N               612       /  /             BOONSBORO                                           43       MD             21713
      1008934905                   0                  0                        AA             N               606       /  /             BROOKSVILLE                                         53       FL             34601
      1008949819                   0                  0                        AA             N               676       /  /             SNOHOMISH                                           61       WA             98290
      1007942970                   0                  0                        A+             N               652       /  /             HOMEWOOD                                            31       IL             60430
      1009036394                   0                  0                        AA             N               600       /  /             MISSOULA                                            63       MT             59808
      1008913802                   0              33800                        AAA            N               667       /  /             PORT ORANGE                                        127       FL             32129
      1008045019                   0              33946                        AA             N               731       /  /             ATLANTA                                            121       GA             30316
      1006825171                   0                  0                        AA             N               627       /  /             EAST POINT                                         115       KY             41216
      1006160600                   0                  0                        AA             N               550       /  /             CARPENTERSVILLE                                     89       IL             60110
      1008671797                   0                  0                        AAA            N               691       /  /             LAUDERHILL                                          11       FL             33313
      1008911172                   0              33980                        AA             N               641       /  /             EMMAUS                                              77       PA             18049
      1008405077                   0              33998                        AA             N               672       /  /             LAS VEGAS                                            3       NV             89115
      1008653593                   0                  0                        AA             N               654       /  /             KELSO                                               15       WA             98626
      1008829146                   0              34000                        AA             N               652       /  /             BEREA                                              151       KY             40403
      1008928404                   0                  0                        AA             N               637       /  /             PHOENIX                                             13       AZ             85006
      1007896501                   0                  0                        A+             N               577       /  /             WEST GARDINER                                       11       ME              4345
      1008504433                   0                  0                        AA             N               505       /  /             LITTLE ELM                                         121       TX             75068
      1008922302                   0                  0                        A+             N               543       /  /             BOYNTON BEACH                                       99       FL             33426
      1008986029                   0                  0                        AAA            N               681       /  /             KATY                                               201       TX             77449
      1008130033                   0              34400                        AA             N               582       /  /             BURLINGTON                                         101       ND             58722
      1008894093                   0              34400                        AA             N               658       /  /             AUBURN                                              13       GA             30011
      1008928592                   0              15300                        AA             N               550       /  /             STEAMBOAT SPRINGS                                  107       CO             80487
      1009020579                   0              34500                        AA             N               508       /  /             CLINTON TOWNSHIP                                    99       MI             48038
      1009077964                   0              34500                        A+             N               632       /  /             JACKSONVILLE                                        31       FL             32222
      1008805885                   0              34580                        AA             N               688       /  /             KISSIMMEE                                           97       FL             34741
      1009153453                   0              34600                        AA             N               629       /  /             NORTH RICHLAND HILLS                               439       TX             76180
      1008901664                   0              34644                        AA             N               595       /  /             CLEMENTON                                            7       NJ              8021
      1008701023                   0                  0                        A-             N               721       /  /             CARTERSVILLE                                        15       GA             30120
      1008924131                   0              34680                        AA             N               611       /  /             DELTONA                                            127       FL             32738
      1008289933                   0                  0                        AA             N               661       /  /             STOCKBRIDGE                                        151       GA             30281
      1008438014                   0                  0                        AA             N               692       /  /             WATERBURY                                            9       CT              6704
      1008976478                   0                  0                        A+             N               625       /  /             KANSAS CITY                                        209       KS             66111
      1008984496                   0                  0                        A-             N               549       /  /             TUCSON                                              19       AZ             85730
      1008890248                   0                  0                        AA             N               624       /  /             SACRAMENTO                                          67       CA             95820
      1007395605                   0                  0                        AA             N               619       /  /             EDINBURG                                           215       TX             78541
      1008231433                   0                  0                        AA             N               721       /  /             SACRAMENTO                                          67       CA             95817
      1008274707                   0                  0                        A-             N               574       /  /             HOUSTON                                            201       TX             77011
      1008982103                   0                  0                        AA             N               574       /  /             LANDING                                             27       NJ              7850
      1008826194                   0                  0                        B              N               508       /  /             STANWOOD                                            61       WA             98292
      1008705181                   0                  0                        AA             N               507       /  /             SCHENECTADY                                         93       NY             12308
      1008713047                   0                  0                        AA             N               612       /  /             DELTONA                                            127       FL             32725
      1008796555                   0              35000                        AA             N               586       /  /             SAINT PETERS                                       183       MO             63376
      1008860752                   0                  0                        AA             N               579       /  /             KEYSTONE HEIGHTS                                    19       FL             32656
      1008888670                   0                  0                        AA             N               684       /  /             INDIAN HARBOUR BEACH                                 9       FL             32937
      1008030392                   0                  0                        A-             N               557       /  /             MIDDLE RIVER                                         5       MD             21220
      1008727773                   0                  0                        AA             N               603       /  /             CAPE CORAL                                          71       FL             33991
      1009023834                   0               8250                        B              N               544       /  /             HOUSTON                                            201       TX             77083
      1009108985                   0              35100                        AA             N               671       /  /             LOS LUNAS                                           61       NM             87031
      1007304366                   0                  0                        B              N               501       /  /             ANACOCO                                            115       LA             71403
      1008209262                   0              60300                        AA             N               661       /  /             PALESTINE                                            1       TX             75801
      1008801889                   0                  0                        AA             N               570       /  /             LOS ANGELES                                         37       CA             91335
      1007272550                   0                  0                        AA             N               688       /  /             ATLANTA                                            121       GA             30310
      1008826906                   0              35400                        AA             N               650       /  /             PHOENIX                                             13       AZ             85016
      1008982265                   0              35400                        A+             N               667       /  /             COMMERCE CITY                                        1       CO             80022
      1008914106                   0                  0                        B              N               508       /  /             BALTIMORE                                          510       MD             21218
      1009000289                   0                  0                        A+             N               542       /  /             PHOENIX                                             13       AZ             85041
      1008976502                   0                  0                        A-             N               627       /  /             LAS VEGAS                                            3       NV             89145
      1007546694                   0                  0                        AA             N               738       /  /             ATLANTA                                            121       GA             30315
      1008848740                   0                  0                        AA             N               591       /  /             GOBLES                                             159       MI             49055
      1008956294                   0                  0                        AA             N               614       /  /             SNELLVILLE                                         135       GA             30039
      1008980604                   0              14000                        AA             N               638       /  /             SAINT PETERSBURG                                   103       FL             33705
      1008513897                   0              35600                        AA             N               644       /  /             KLAMATH FALLS                                       35       OR             97603
      1008711726                   0                  0                        C              N               641       /  /             MCHENRY                                            111       IL             60050
      1008825373                   0                  0                        A+             N               602       /  /             PHOENIX                                             13       AZ             85033
      1008701782                   0              35900                        AA             N               596       /  /             LA CROSSE                                           63       WI             54601
      1008379211                   0                  0                        A+             N               576       /  /             HOUSTON                                            201       TX             77077
      1008277063                   0              36000                        AAA            N               672       /  /             CLEVELAND                                           11       TN             37323
      1008024568                   0              36000                        AA             N               605       /  /             PRINCE GEORGE                                      149       VA             23875
      1008783612                   0              36000                        AAA            N               754       /  /             MANCHESTER                                           3       CT              6040
      1009050545                   0              36000                        AA             N               706       /  /             COLORADO SPRINGS                                    41       CO             80918
      1008865962                   0              36000                        AA             N               627       /  /             DENVER                                              31       CO             80224
      1008706288                   0              36000                        AA             N               631       /  /             HOUSTON                                            201       TX             77072
      1008603362                   0              36000                        AA             N               606       /  /             WEED                                                93       CA             96094
      1008858426                   0                  0                        B              N               593       /  /             BRIDGEPORT                                           1       CT              6605
      1008957649                   0                  0                        AA             N               593       /  /             EAST PEORIA                                        179       IL             61611
      1009072460                   0                  0                        AA             N               536       /  /             TUCSON                                              19       AZ             85713
      1009025100                   0                  0                        A+             N               566       /  /             HOLIDAY                                            101       FL             34690
      1008426900                   0                  0                        AA             N               562       /  /             FORT MYERS                                          71       FL             33916
      1008849197                   0                  0                        AA             N               572       /  /             DANVERS                                              9       MA              1923
      1008020152                   0                  0                        C              N               588       /  /             PORTLAND                                            51       OR             97202
      1008286767                   0                  0                        AA             N               563       /  /             DUNEDIN                                            103       FL             34698
      1008964613                   0                  0                        AA             N               584       /  /             PEMBROKE PINES                                      11       FL             33026
      1008848474                   0              36280                        AA             N               710       /  /             HIALEAH                                             86       FL             33012
      1008939919                   0                  0                        A+             N               601       /  /             SALEM                                               47       OR             97302
      1008484071                   0                  0                        AA             N               545       /  /             ALOHA                                               67       OR             97006
      1008814946                   0              36400                        AA             N               602       /  /             JONESBORO                                           63       GA             30236
      1008709034                   0                  0                        AA             N               504       /  /             TAMPA                                               57       FL             33624
      1009035849                   0                  0                        AA             N               584       /  /             BILLINGS                                           111       MT             59102
      1008982808                   0                  0                        C              N               510       /  /             DENVER                                              71       PA             17517
      1008913287                   0                  0                        A+             N               523       /  /             BIRMINGHAM                                          73       AL             35209
      1008224646                   0                  0                        C              N               584       /  /             WINDSOR MILLS                                        5       MD             21244
      1008270113                   0                  0                        C              N               595       /  /             MIAMI                                               86       FL             33169
      1008476776                   0                  0                        A+             N               525       /  /             WALLA WALLA                                         71       WA             99362
      1008134100                   0                  0                        AA             N               530       /  /             DELTONA                                            127       FL             32725
      1007644187                   0                  0                        AA             N               637       /  /             HOUSTON                                            201       TX             77083
      1008926656                   0              36600                        AA             N               625       /  /             FORT MOHAVE                                         15       AZ             86426
      1009025654                   0              36600                        AAA            N               649       /  /             SPOKANE                                             63       WA             99206
      1008692809                   0                  0                        C              N               624       /  /             SPRING HILL                                         53       FL             34609
      1009012123                   0                  0                        AA             N               655       /  /             INDIANAPOLIS                                        97       IN             46202
      1008923123                   0                  0                        AA             N               507       /  /             PHILADELPHIA                                       101       PA             19154
      1008684845                   0                  0                        A-             N               614       /  /             HOUSTON                                            201       TX             77084
      1008565288                   0                  0                        AA             N               601       /  /             GAINESVILLE                                          1       FL             32641
      1008957756                   0                  0                        AA             N               637       /  /             SEBRING                                             55       FL             33875
      1008515617                   0              36780                        AA             N               611       /  /             MILLIKEN                                           123       CO             80543
      1008200163                   0                  0                        A-             N               609       /  /             SILVER SPRING                                       31       MD             20904
      1009000305                   0                  0                        AA             N               645       /  /             CHICAGO                                             31       IL             60609
      1008386944                   0              36900                        AA             N               669       /  /             BUFFALO GROVE                                       97       IL             60089
      1008754494                   0              36970                        AA             N               638       /  /             BRYANT                                             125       AR             72022
      1008563039                   0                  0                        B              N               533       /  /             SANDWICH                                            37       IL             60548
      1008878440                   0                  0                        C              N               591       /  /             LOS LUNAS                                           61       NM             87031
      1008545327                   0              37000                        AA             N               680       /  /             GLENDALE                                            13       AZ             85301
      1008648289                   0              37000                        AA             N               620       /  /             WASHINGTON                                         125       PA             15301
      1008877664                   0                  0                        AA             N               601       /  /             PHOENIX                                             13       AZ             85041
      1008930482                   0                  0                        A-             N               604       /  /             BROCKTON                                            23       MA              2301
      1008361541                   0                  0                        AA             N               651       /  /             ALBRIGHTSVILLE                                      25       PA             18210
      1007970797                   0                  0                        AA             N               616       /  /             GLASSBORO                                           15       NJ              8028
      1008842121                   0                  0                        AA             N               631       /  /             FRANKFORT                                          197       IL             60423
      1008657465                   0                  0                        AA             N               653       /  /             PHILADELPHIA                                       101       PA             19149
      1008746191                   0                  0                        AA             N               748       /  /             PITTSBURGH                                           3       PA             15216
      1008977850                   0                  0                        A-             N               575       /  /             PUEBLO                                             101       CO             81007
      1009065824                   0                  0                        AA             N               583       /  /             BILLINGS                                           111       MT             59105
      1008095786                   0                  0                        A+             N               521       /  /             CHICAGO                                             31       IL             60620
      1008846895                   0                  0                        B              N               555       /  /             JACKSONVILLE                                        31       FL             32244
      1008836218                   0                  0                        AA             N               599       /  /             TOLLESON                                            13       AZ             85353
      1007980241                   0                  0                        A+             N               613       /  /             DALLAS                                             113       TX             75227
      1009037687                   0                  0                        A+             N               516       /  /             PHOENIX                                             13       AZ             85017
      1008878146                   0                  0                        AAA            N               701       /  /             FORT WORTH                                         439       TX             76179
      1008919600                   0              37400                        AA             N               625       /  /             LOGANVILLE                                         297       GA             30052
      1008671788                   0              37200                        AA             N               623       /  /             GRISWOLD                                            11       CT              6351
      1008975013                   0              37400                        AA             N               640       /  /             CHEYENNE                                            21       WY             82009
      1009014764                   0                  0                        AAA            N               754       /  /             READING                                             11       PA             19609
      1007091470                   0                  0                        A+             N               578       /  /             SEFFNER                                             57       FL             33584
      1008292705                   0                  0                        AA             N               547       /  /             HUNTINGTON STATION                                 103       NY             11746
      1008877959                   0                  0                        AA             N               612       /  /             RENO                                                31       NV             89503
      1008870509                   0                  0                        A+             N               595       /  /             KAILUA KONA                                          1       HI             96740
      1008904607                   0                  0                        AA             N               665       /  /             PHOENIX                                             13       AZ             85031
      1009017093                   0                  0                        A-             N               576       /  /             JACKSONVILLE                                        31       FL             32257
      1008589011                   0                  0                        A-             N               507       /  /             DELANO                                              29       CA             93215
      1008968389                   0                  0                        AA             N               523       /  /             WOODRUFF                                            83       SC             29388
      1007846101                   0                  0                        AA             N               598       /  /             CHESAPEAKE BEACH                                     9       MD             20732
      1008827923                   0                  0                        AA             N               568       /  /             BOISE                                                1       ID             83702
      1008822679                   0                  0                        AA             N               618       /  /             BROWNS MILLS                                         5       NJ              8015
      1008553291                   0                  0                        AA             N               659       /  /             JEFFERSON                                          157       GA             30549
      1008996535                   0              37800                        AA             N               719       /  /             UPPER DARBY                                         45       PA             19082
      1009042136                   0              37800                        AA             N               713       /  /             MERRIMACK                                           11       NH              3054
      1008524037                   0                  0                        A-             N               520       /  /             MURRELLS INLET                                      51       SC             29576
      1008911993                   0                  0                        AA             N               630       /  /             SCHERTZ                                            187       TX             78154
      1009078641                   0              37848                        AAA            N               646       /  /             GEORGETOWN                                         491       TX             78628
      1008714778                   0                  0                        A+             N               602       /  /             DAVIE                                               11       FL             33314
      1008965989                   0              37980                        AA             N               622       /  /             THORNTON                                             1       CO             80229
      1009145533                   0              37980                        AA             N               612       /  /             EAGAN                                               37       MN             55122
      1008157683                   0                  0                        AA             N               619       /  /             HOUSTON                                            201       TX             77073
      1008740534                   0                  0                        AA             N               611       /  /             WEST BLOOMFIELD                                    125       MI             48324
      1008086741                   0               3032                        A-             N               629       /  /             TOLEDO                                              95       OH             43615
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      1009078106                   0              45600                        AA             N               666       /  /             TAMPA                                               57       FL             33617
      1008959889                   0                  0                        AA             N               654       /  /             GLENDALE                                            13       AZ             85308
      1008950316                   0                  0                        AA             N               550       /  /             ENFIELD                                              3       CT              6082
      1008905777                   0              32250                        AAA            N               653       /  /             OREGON CITY                                          5       OR             97045
      1008986207                   0                  0                        AA             N               675       /  /             TUCSON                                              19       AZ             85704
      1008946117                   0                  0                        A-             N               575       /  /             INDIAN HEAD                                         17       MD             20640
      1008591124                   0                  0                        AA             N               582       /  /             GLENDALE                                            13       AZ             85303
      1008940453                   0              45800                        A+             N               642       /  /             LITTLE ELM                                         121       TX             75034
      1008136670                   0              45950                        AA             N               658       /  /             SANTA FE                                           167       TX             77517
      1008480921                   0              46000                        AAA            N               652       /  /             LAUDERHILL                                          11       FL             33319
      1008778218                   0              46000                        AA             N               686       /  /             LAS VEGAS                                            3       NV             89107
      1008685096                   0              46000                        AA             N               737       /  /             CARSON CITY                                        510       NV             89706
      1008127243                   0                  0                        A+             N               668       /  /             LAS VEGAS                                            3       NV             89101
      1008813509                   0              46000                        AA             N               655       /  /             PHOENIX                                             13       AZ             85033
      1008176984                   0                  0                        AA             N               643       /  /             SPOTSYLVANIA                                       177       VA             22553
      1008038125                   0                  0                        AA             N               511       /  /             JACKSONVILLE                                        31       FL             32218
      1008727942                   0                  0                        AA             N               627       /  /             STAR                                                 1       ID             83669
      1008847867                   0                  0                        AA             N               640       /  /             CHELSEA                                             25       MA              2150
      1008908676                   0                  0                        B              N               553       /  /             MIAMI                                               86       FL             33169
      1008759319                   0                  0                        AA             N               573       /  /             TROUTDALE                                           51       OR             97060
      1008970438                   0                  0                        C              N               574       /  /             BOYTON BEACH                                        99       FL             33437
      1008683668                   0                  0                        A+             N               545       /  /             BAYFIELD                                            67       CO             81122
      1008302703                   0                  0                        A+             N               684       /  /             ACWORTH                                             67       GA             30101
      1008992441                   0              20600                        AA             N               658       /  /             SAINT LOUIS                                        189       MO             63129
      1008835077                   0                  0                        B              N               597       /  /             NORFOLK                                            710       VA             23508
      1008662841                   0                  0                        A+             N               610       /  /             CAPITOL HEIGHTS                                     33       MD             20743
      1008230498                   0              46600                        AA             N               636       /  /             MENTONE                                             71       CA             92359
      1008967665                   0              22000                        AA             N               589       /  /             PUNTA GORDA                                         15       FL             33950
      1008471977                   0                  0                        AA             N               626       /  /             COCONUT CREEK                                       11       FL             33063
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      1008945706                   0                  0                        AAA            N               669       /  /             CYPRESS                                            201       TX             77429
      1008826899                   0                  0                        A+             N               529       /  /             ANCHORAGE                                           20       AK             99507
      1009123218                   0                  0                        AA             N               597       /  /             EL PASO                                            141       TX             79922
      1008992584                   0              46998                        AAA            N               734       /  /             WEST SACRAMENTO                                    113       CA             95691
      1008938714                   0                  0                        C              N               507       /  /             ORANGE PARK                                         19       FL             32003
      1008875700                   0              47000                        AA             N               575       /  /             PROVIDENCE                                           7       RI              2909
      1008920377                   0              47000                        AAA            N               782       /  /             HILLSBORO                                           11       NH              3244
      1009051722                   0              47000                        AA             N               580       /  /             MARICOPA                                            21       AZ             85239
      1009059350                   0              47000                        AA             N               632       /  /             LAS VEGAS                                            3       NV             89156
      1008838895                   0                  0                        AA             N               674       /  /             BLYTHE                                              65       CA             92225
      1008613093                   0                  0                        B              N               509       /  /             TALLAHASSEE                                         73       FL             32312
      1007057597                   0                  0                        AA             N               651       /  /             JOHNSTON                                            37       SC             29832
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      1008917256                   0                  0                        AA             N               569       /  /             LARGO                                              103       FL             33774
      1008991353                   0                  0                        A+             N               597       /  /             WIND GAP                                            95       PA             18091
      1008918512                   0            35479.5                        AAA            N               637       /  /             GRAND ISLAND                                        69       FL             32735
      1008722260                   0              47400                        AA             N               617       /  /             CLEARWATER                                         103       FL             33755
      1008564920                   0                  0                        AA             N               607       /  /             SILVER SPRING                                       31       MD             20904
      1008877218                   0                  0                        AA             N               617       /  /             TULARE                                             107       CA             93274
      1008985798                   0                  0                        AA             N               606       /  /             ADELANTO                                            71       CA             92301
      1008213131                   0                  0                        C              N               508       /  /             KAPOLEI                                              3       HI             96707
      1008949132                   0                  0                        AA             N               572       /  /             ALBUQUEQUE                                           1       NM             87109
      1008818194                   0              47699                        AA             N               652       /  /             NAMPA                                               27       ID             83651
      1008736175                   0                  0                        B              N               604       /  /             CALEXICO                                            25       CA             92231
      1008508723                   0                  0                        C              N               536       /  /             PHOENIX                                             13       AZ             85051
      1008710406                   0                  0                        A+             N               518       /  /             GRAYSON                                            135       GA             30017
      1008555093                   0              21275                        AA             N               609       /  /             LAKE SAINT LOUIS                                   183       MO             63367
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      1008857114                   0                  0                        AA             N               631       /  /             COLORADO SPRINGS                                    41       CO             80917
      1008196711                   0              48000                        AA             N               608       /  /             ELK RIVER                                          141       MN             55330
      1009028928                   0                  0                        B              N               534       /  /             SAN BERNARDINO                                      71       CA             92410
      1008883666                   0              48000                        AA             N               664       /  /             MESA                                                13       AZ             85204
      1009042458                   0              36000                        AA             N               633       /  /             BROOKLYN PARK                                       53       MN             55445
      1008608170                   0                  0                        AA             N               769       /  /             GREEN BAY                                            9       WI             54311
      1008034414                   0                  0                        AA             N               600       /  /             PUNTA GORDA                                         15       FL             33983
      1007718062                   0                  0                        C              N               507       /  /             PENNSVILLE                                          33       NJ              8070
      1008944486                   0                  0                        AA             N               655       /  /             GLEN BURNIE                                          3       MD             21061
      1008996312                   0                  0                        AAA            N               763       /  /             ARVADA                                              59       CO             80003
      1008803379                   0                  0                        A-             N               616       /  /             VIRGINIA BEACH                                     810       VA             23464
      1008772713                   0                  0                        AA             N               629       /  /             WYLIE                                               85       TX             75098
      1008555681                   0                  0                        AA             N               630       /  /             CLEARLAKE                                           33       CA             95422
      1009007941                   0              48400                        AA             N               695       /  /             NEW LONDON                                          11       CT              6320
      1008669746                   0                  0                        A+             N               543       /  /             NEWPORT NEWS                                       700       VA             23608
      1008970223                   0              48454                        AA             N               644       /  /             SNELLVILLE                                         135       GA             30039
      1008872277                   0              48500                        AA             N               623       /  /             ROCKLEDGE                                            9       FL             32955
      1008884013                   0                  0                        AA             N               652       /  /             TORRANCE                                            37       CA             90502
      1008949445                   0                  0                        B              N               530       /  /             JACKSONVILLE                                        31       FL             32206
      1008963231                   0                  0                        AA             N               571       /  /             CAPE CORAL                                          71       FL             33904
      1007373433                   0                  0                        A+             N               515       /  /             JACKSONVILLE                                        31       FL             32246
      1008691784                   0                  0                        AA             N               572       /  /             BRIDGEPORT                                           1       CT              6610
      1008860556                   0                  0                        AA             N               550       /  /             KINGSBURG                                           19       CA             93631
      1008925595                   0                  0                        AA             N               671       /  /             HESPERIA                                            71       CA             92345
      1008622699                   0                  0                        A+             N               521       /  /             ROGERS                                               7       AR             72758
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      1009061034                   0              48980                        AA             N               645       /  /             MCDONOUGH                                          151       GA             30252
      1008854947                   0              49000                        AAA            N               709       /  /             MINNEAPOLIS                                         53       MN             55444
      1008826498                   0                  0                        AA             N               592       /  /             HOMESTEAD                                           86       FL             33034
      1008721485                   0              49000                        AAA            N               662       /  /             HOLLYWOOD                                           11       FL             33024
      1008975120                   0              49000                        AA             N               672       /  /             VISALIA                                            107       CA             93277
      1008316850                   0                  0                        A+             N               586       /  /             JONESBORO                                           63       GA             30236
      1008747056                   0                  0                        AA             N               592       /  /             NORWICH                                             11       CT              6360
      1008502550                   0                  0                        AA             N               505       /  /             CORCORAN                                            31       CA             93212
      1008443829                   0                  0                        A-             N               561       /  /             BYHALIA                                             93       MS             38611
        10449707                   0                  0                        A+             N               533       /  /             RAVENNA                                            133       OH             44266
      1008566072                   0                  0                        AA             N               547       /  /             ROSAMOND                                            29       CA             93560
      1008746930                   0                  0                        AA             N               607       /  /             ATHOL                                               27       MA              1331
      1009039587                   0              21890                        AA             N               598       /  /             COLORADO SPRINGS                                    41       CO             80922
      1009001475                   0              34800                        AA             N               533       /  /             PORT ORCHARD                                        35       WA             98366
      1009093517                   0                  0                        A+             N               516       /  /             ORLANDO                                             95       FL             32818
      1008813144                   0                  0                        AAA            N               795       /  /             PUEBLO                                             101       CO             81006
      1008835709                   0                  0                        AA             N               580       /  /             BAKERSFIELD                                         29       CA             93312
      1009062462                   0                  0                        AA             N               675       /  /             BAKERSFIELD                                         29       CA             93306
      1008928182                   0              40266                        AAA            N               725       /  /             SUISUN CITY                                         95       CA             94585
      1008997286                   0              49500                        AA             N               635       /  /             MOUNT JULIET                                       189       TN             37122
      1009020392                   0                  0                        AA             N               590       /  /             MONTZ                                               95       LA             70068
      1008957676                   0                  0                        AA             N               580       /  /             BOLINGBROOK                                        197       IL             60490
      1008971268                   0                  0                        AAA            N               691       /  /             CHICAGO                                             31       IL             60652
      1008738431                   0                  0                        B              N               509       /  /             PORTLAND                                             5       ME              4102
      1009153435                   0              49848                        AA             N               635       /  /             PUNTA GORDA                                         15       FL             33955
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      1008724614                   0                  0                        AA             N               526       /  /             BALTIMORE                                          510       MD             21225
      1008157638                   0                  0                        AA             N               633       /  /             PHOENIX                                             13       AZ             85018
      1008709089                   0                  0                        AA             N               580       /  /             CRESTLINE                                           71       CA             92325
      1008325528                   0                  0                        A+             N               613       /  /             OVIEDO                                             117       FL             32765
      1008041264                   0                  0                        AA             N               625       /  /             WAIPAHU                                              3       HI             96797
      1008533205                   0              50000                        AA             N               631       /  /             LANCASTER AREA                                      37       CA             93535
      1008723777                   0                  0                        AA             N               647       /  /             GRAPEVIEW                                           45       WA             98546
      1008150056                   0              50000                        AAA            N               662       /  /             FEDERALSBURG                                        11       MD             21632
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      1008928510                   0              50000                        AA             N               606       /  /             LAS VEGAS                                            3       NV             89121
      1008766132                   0                  0                        AA             N               705       /  /             MINNEAPOLIS                                         53       MN             55406
      1009005355                   0              50000                        AAA            N               675       /  /             PROVIDENCE                                           7       RI              2903
      1008752469                   0              50000                        AAA            N               669       /  /             CABAZON                                             65       CA             92230
      1008993592                   0              50000                        AA             N               649       /  /             PROVIDENCE                                           7       RI              2904
      1009014363                   0              50000                        AA             N               641       /  /             PLAINFIELD                                         197       IL             60586
      1009142359                   0              50000                        AAA            N               671       /  /             RICHFIELD                                           53       MN             55423
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      1008895369                   0                  0                        AA             N               609       /  /             WASHINGTON                                           1       DC             20002
      1008799712                   0                  0                        AA             N               591       /  /             YUMA                                                27       AZ             85367
      1009007978                   0              50280                        AA             N               608       /  /             COKATO                                             171       MN             55321
      1008943085                   0              50400                        AA             N               648       /  /             DAVIE                                               11       FL             33328
      1008953992                   0                  0                        AA             N               708       /  /             HILLSBORO                                           67       OR             97123
      1008216682                   0                  0                        AA             N               640       /  /             KING WILLIAM                                       101       VA             23086
      1007878629                   0                  0                        AA             N               615       /  /             JACKSON                                             49       MS             39204
      1008874890                   0                  0                        A+             N               558       /  /             HIALEAH                                             86       FL             33013
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      1009009057                   0                  0                        AA             N               577       /  /             PORT SAINT LUCIE                                   111       FL             34983
      1008728193                   0                  0                        A-             N               550       /  /             SANDY                                               35       UT             84070
      1008178704                   0              51000                        AAA            N               694       /  /             GREELEY                                            123       CO             80634
      1008179927                   0              51000                        AAA            N               686       /  /             GREELEY                                            123       CO             80634
      1008924195                   0              51000                        AA             N               594       /  /             CONROE                                             339       TX             77302
      1008868870                   0              51000                        AA             N               650       /  /             PORTLAND                                            51       OR             97220
      1008899258                   0                  0                        AA             N               617       /  /             WEST JORDAN                                         35       UT             84084
      1008732357                   0                  0                        AA             N               540       /  /             ANCHORAGE                                           20       AK             99518
      1008452630                   0                  0                        A+             N               637       /  /             DUNDALK                                              5       MD             21222
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      1009139112                   0                  0                        AA             N               590       /  /             SAN ANTONIO                                         29       TX             78251
      1008636201                   0            51197.8                        AAA            N               658       /  /             PALM COAST                                          35       FL             32164
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      1008795119                   0                  0                        AA             N               578       /  /             MARGATE                                             11       FL             33063
      1009005863                   0                  0                        A-             N               541       /  /             ENFIELD                                              3       CT              6082
      1009079267                   0                  0                        AA             N               552       /  /             LAS VEGAS                                            3       NV             89110
      1008879010                   0                  0                        AA             N               586       /  /             MIAMI GARDENS                                       86       FL             33056
      1008380432                   0                  0                        C              N               505       /  /             GARDNERVILLE                                         5       NV             89460
      1008668177                   0                  0                        AA             N               708       /  /             KATY                                               201       TX             77450
      1008924060                   0                  0                        A-             N               647       /  /             STUART                                              85       FL             34997
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      1008769665                   0                  0                        AA             N               650       /  /             INDIAN TRAIL                                       179       NC             28079
      1008953082                   0                  0                        A-             N               618       /  /             SAN DIEGO                                           73       CA             92113
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      1008213961                   0              51700                        AA             N               671       /  /             MELISSA                                             85       TX             75454
      1008267378                   0                  0                        AA             N               632       /  /             DEARBORN HEIGHTS                                   163       MI             48127
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      1008846715                   0                  0                        AA             N               654       /  /             SAINT PETERSBURG                                   103       FL             33703
      1008713920                   0                  0                        AA             N               569       /  /             NEW PALESTINE                                       59       IN             46163
      1008970937                   0                  0                        AA             N               640       /  /             BOSTON                                              25       MA              2128
      1008676854                   0                  0                        AA             N               607       /  /             PHOENIX                                             13       AZ             85051
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      1008064890                   0                  0                        AA             N               573       /  /             STONE PARK                                          31       IL             60165
      1008795413                   0              52000                        AA             N               632       /  /             WATERFORD                                           11       CT              6385
      1008767541                   0              52000                        AA             N               653       /  /             TAFT                                                29       CA             93268
      1008480413                   0              52000                        AAA            N               715       /  /             MIAMI                                               86       FL             33193
      1008982014                   0                  0                        A+             N               553       /  /             PHILADELPHIA                                       101       PA             19131
      1008819772                   0                  0                        A+             N               523       /  /             MANCHESTER                                           3       CT              6042
      1008974416                   0                  0                        A+             N               507       /  /             BATTLE GROUND                                       11       WA             98604
      1006976819                   0                  0                        AA             N               648       /  /             PHOENIX                                             13       AZ             85040
      1009047257                   0              52200                        AA             N               557       /  /             ANDOVER                                              3       MN             55304
      1008170365                   0                  0                        AA             N               609       /  /             WEST BOYLSTON                                       27       MA              1583
      1008899739                   0                  0                        C              N               633       /  /             WINCHESTER                                          69       VA             22602
      1008892095                   0              52200                        A+             N               606       /  /             BETHLEHEM                                           95       PA             18018
      1008931917                   0              52400                        AA             N               694       /  /             BRAINERD                                            35       MN             56401
      1008971525                   0                  0                        AA             N               547       /  /             MISSOURI CITY                                      157       TX             77459
      1008639832                   0                  0                        A+             N               517       /  /             SEBASTIAN                                           61       FL             32958
      1008059101                   0                  0                        AA             N               517       /  /             MIAMI                                               86       FL             33142
      1008336268                   0                  0                        AA             N               611       /  /             FRESNO AREA                                         19       CA             93727
      1008353872                   0                  0                        A-             N               608       /  /             BIGGS                                                7       CA             95917
      1008140102                   0                  0                        A+             N               528       /  /             MIAMI                                               86       FL             33147
      1008896439                   0                  0                        AA             N               677       /  /             BROOKLYN CENTER                                     53       MN             55429
      1008845422                   0                  0                        C              N               615       /  /             SANTA CLARITA                                       37       CA             91305
      1009054444                   0                  0                        AA             N               582       /  /             LAS VEGAS                                            3       NV             89120
      1009002580                   0                  0                        A+             N               565       /  /             LYNNWOOD                                            61       WA             98037
      1009122308                   0                  0                        AA             N               519       /  /             COEUR D ALENE                                       55       ID             83814
      1008826880                   0              53100                        AA             N               649       /  /             GILBERT                                             13       AZ             85297
      1008978868                   0                  0                        AA             N               669       /  /             PALMDALE                                            37       CA             93552
      1008457369                   0                  0                        AA             N               671       /  /             BRIDGEPORT                                           1       CT              6604
      1008850727                   0                  0                        AAA            N               743       /  /             HAMDEN                                               9       CT              6517
      1008957033                   0                  0                        C              N               537       /  /             MEDFORD                                             17       MA              2155
      1008970321                   0                  0                        B              N               515       /  /             MILFORD                                             11       NH              3055
      1007926328                   0                  0                        AA             N               643       /  /             ATLANTA                                            121       GA             30310
      1008652558                   0                  0                        AA             N               573       /  /             BROKEN ARROW                                       143       OK             74012
      1008034600                   0                  0                        B              N               507       /  /             WINTER SPRINGS                                     117       FL             32708
      1008064499                   0              53000                        AA             N               599       /  /             ESCONDIDO                                           73       CA             92026
      1008857383                   0                  0                        A-             N               527       /  /             NORTH HIGHLANDS                                     67       CA             95660
      1008910896                   0              53000                        AAA            N               695       /  /             PHOENIX                                             13       AZ             85051
      1008273539                   0                  0                        AA             N               574       /  /             WEBSTER                                             27       MA              1570
      1008453158                   0                  0                        C-             N               525       /  /             ALLENTOWN                                           77       PA             18104
      1008693835                   0                  0                        A-             N               550       /  /             LANCASTER                                           37       CA             93535
      1008652503                   0              53400                        AA             N               583       /  /             HESPERIA                                            71       CA             92345
      1008508251                   0                  0                        AA             N               706       /  /             BEAVERTON                                           67       OR             97006
      1008900996                   0                  0                        AA             N               607       /  /             WAYNESBORO                                          55       PA             17268
      1008598154                   0                  0                        A-             N               611       /  /             ENGLEWOOD                                            5       CO             80110
      1008352873                   0                  0                        A+             N               671       /  /             BALTIMORE                                            5       MD             21244
      1008985084                   0                  0                        B              N               571       /  /             NEW ORLEANS                                         71       LA             70118
      1008592481                   0                  0                        A+             N               527       /  /             PRESCOTT VALLEY                                     25       AZ             86314
      1008048711                   0                  0                        C              N               525       /  /             ROSELLE                                             39       NJ              7203
      1008740874                   0                  0                        AA             N               587       /  /             LA PUENTE                                           37       CA             91746
      1008805019                   0                  0                        AAA            N               660       /  /             CARSON CITY                                        510       NV             89706
      1008863447                   0                  0                        AA             N               599       /  /             HOLLYWOOD                                           11       FL             33027
      1009011044                   0                  0                        A-             N               560       /  /             BEAUMONT                                            65       CA             92223
      1008820314                   0                  0                        B              N               578       /  /             ARLINGTON                                           13       VA             22207
      1008706536                   0                  0                        AA             N               589       /  /             MIAMI                                               86       FL             33182
      1008913991                   0              54000                        AA             N               638       /  /             LAS VEGAS                                            3       NV             89102
      1008675917                   0                  0                        A+             N               647       /  /             LURAY                                              139       VA             22835
      1008877423                   0                  0                        AA             N               565       /  /             LAND O LAKES                                       101       FL             34639
      1008882783                   0                  0                        A+             N               628       /  /             BALDWIN PARK                                        37       CA             91706
      1009004908                   0              54000                        AA             N               658       /  /             ATLANTA                                            121       GA             30311
      1009104220                   0              54000                        AAA            N               713       /  /             SUFFOLK                                            800       VA             23434
      1009136124                   0              54000                        AAA            N               669       /  /             MANASSAS                                           153       VA             20111
      1008964114                   0              54000                        AAA            N               686       /  /             STAYTON                                             47       OR             97383
      1008928164                   0              54000                        AA             N               675       /  /             SELMA                                               19       CA             93662
      1008585168                   0                  0                        AA             N               532       /  /             LAS VEGAS                                            3       NV             89147
      1008856044                   0                  0                        C              N               549       /  /             FAIRPLAY                                            93       CO             80440
      1008961108                   0                  0                        AA             N               634       /  /             JOLIET                                             197       IL             60431
      1008779752                   0                  0                        AA             N               623       /  /             VANCOUVER                                           11       WA             98682
      1009090725                   0                  0                        AA             N               632       /  /             CORAL SPRINGS                                       11       FL             33071
      1008249228                   0                  0                        AA             N               558       /  /             DALLAS                                             113       TX             75238
      1008922053                   0                  0                        AA             N               542       /  /             SUNRISE                                             11       FL             33351
      1008686371                   0                  0                        A+             N               544       /  /             NEW BRITAIN                                          3       CT              6053
      1008710004                   0                  0                        B              N               564       /  /             STAMFORD                                             1       CT              6902
      1008750853                   0                  0                        AA             N               608       /  /             HUGO                                               163       MN             55038
      1008947269                   0                  0                        A+             N               620       /  /             MIAMI                                               86       FL             33169
      1008453103                   0                  0                        AAA            N               662       /  /             RIVERSIDE                                           65       CA             92509
      1008878725                   0                  0                        AA             N               705       /  /             HIALEAH GARDENS                                     86       FL             33018
      1008904064                   0                  0                        AA             N               632       /  /             TACOMA                                              53       WA             98446
      1008549813                   0                  0                        A-             N               604       /  /             COON RAPIDS                                          3       MN             55448
      1009070961                   0                  0                        C-             N               611       /  /             PERRIS                                              65       CA             92571
      1008851922                   0              54800                        AA             N               627       /  /             LUCERNE                                             33       CA             95458
      1008931196                   0                  0                        AA             N               629       /  /             CAPE CORAL                                          71       FL             33909
      1008917121                   0                  0                        AA             N               594       /  /             NORTH HIGHLANDS                                     67       CA             95660
      1007349050                   0              54980                        AA             N               739       /  /             FLUSHING TWP                                        49       MI             48433
      1008170169                   0                  0                        A+             N               518       /  /             DEERFIELD BEACH                                     11       FL             33441
      1008868344                   0                  0                        A+             N               509       /  /             ANAHEIM                                             59       CA             92804
      1008760414                   0                  0                        B              N               503       /  /             BALTIMORE                                            5       MD             21236
      1008939991                   0              55000                        AAA            N               689       /  /             REDDING                                             89       CA             96003
      1008876111                   0              55000                        AA             N               629       /  /             CAPE CORAL                                          71       FL             33904
      1008915873                   0                  0                        AA             N               620       /  /             LODI                                                77       CA             95240
      1008715642                   0                  0                        A+             N               531       /  /             KANEOHE                                              3       HI             96744
      1008768906                   0                  0                        AA             N               643       /  /             OCEAN VIEW                                           1       HI             96737
      1008832203                   0              55000                        AA             N               630       /  /             BAKERSFIELD                                         29       CA             93306
      1008986154                   0              55000                        AA             N               670       /  /             WOODRIDGE                                           43       IL             60517
      1009083751                   0                  0                        AA             N               609       /  /             SUNLAND AREA                                        37       CA             91040
      1008646469                   0                  0                        AA             N               519       /  /             SORRENTO                                            69       FL             32776
      1009039373                   0                  0                        A-             N               617       /  /             PLANTATION                                          11       FL             33325
      1007852264                   0                  0                        B              N               572       /  /             SMITHS STATION                                      81       AL             36877
      1008780027                   0                  0                        A+             N               575       /  /             TOWNSHIP OF OCEAN                                   29       NJ              8005
      1009057940                   0                  0                        AAA            N               652       /  /             EVERETT                                             61       WA             98201
      1008855081                   0                  0                        A+             N               574       /  /             GREELEY                                            123       CO             80634
      1008990899                   0                  0                        AA             N               652       /  /             SEATTLE                                             33       WA             98107
      1008540778                   0                  0                        A+             N               605       /  /             ALEXANDRIA                                          59       VA             22309
      1008389077                   0              26000                        AA             N               609       /  /             NORTH LAUDERDALE                                    11       FL             33068
      1009116958                   0              55260                        AA             N               661       /  /             BENSON                                               3       AZ             85602
      1008175351                   0                  0                        AA             N               584       /  /             RIVERVIEW                                           57       FL             33569
      1009065183                   0                  0                        A-             N               517       /  /             PALMETTO                                            81       FL             34221
      1008977486                   0                  0                        AA             N               603       /  /             CARSON CITY                                        510       NV             89701
      1008923007                   0                  0                        AA             N               641       /  /             COLORADO SPRINGS                                    41       CO             80922
      1008934736                   0                  0                        AA             N               616       /  /             LAS VEGAS                                            3       NV             89104
      1009042920                   0                  0                        AA             N               620       /  /             WHITTIER                                            37       CA             90606
      1008967807                   0              55700                        AA             N               603       /  /             DREXEL HILL                                         45       PA             19026
      1008891782                   0                  0                        AA             N               674       /  /             SAINT PETERSBURG                                   103       FL             33707
      1008976986                   0                  0                        B              N               535       /  /             TULARE                                             107       CA             93274
      1008776844                   0              55980                        AA             N               629       /  /             SAN BERNARDINO                                      71       CA             92411
      1009040922                   0              55998                        AA             N               670       /  /             ALLEN                                               85       TX             75013
      1008812760                   0              56000                        A+             N               599       /  /             PORT CHARLOTTE                                      15       FL             33948
      1008877922                   0              56000                        AA             N               671       /  /             BOYNTON BEACH                                       99       FL             33426
      1009082912                   0                  0                        C              N               501       /  /             PROVIDENCE                                           7       RI              2908
      1008847689                   0                  0                        AA             N               666       /  /             WESTBROOK                                            5       ME              4092
      1009120532                   0              56200                        AAA            N               681       /  /             SUN VALLEY                                          31       NV             89433
      1007421408                   0                  0                        AA             N               517       /  /             RANDOLPH                                            21       MA              2368
      1008228376                   0                  0                        AA             N               562       /  /             LOUISVILLE                                         111       KY             40291
      1008121837                   0                  0                        C              N               601       /  /             TAUNTON                                              5       MA              2780
      1008601943                   0                  0                        AA             N               578       /  /             DENAIR AREA                                         99       CA             95316
      1007656217                   0                  0                        AA             N               560       /  /             FRANKLINVILLE                                       15       NJ              8322
      1008805661                   0                  0                        AA             N               531       /  /             MC CONNELLSBURG                                     57       PA             17233
      1008964105                   0                  0                        C              N               548       /  /             SOUTH PLAINFIELD                                    23       NJ              7080
      1009004196                   0                  0                        AA             N               574       /  /             RENTON                                              33       WA             98058
      1009049558                   0                  0                        AA             N               561       /  /             LOMPOC                                              83       CA             93436
      1008647869                   0                  0                        AA             N               644       /  /             CASA GRANDE                                         21       AZ             85222
      1008834684                   0                  0                        A-             N               540       /  /             GLENDALE                                            13       AZ             85303
      1008979643                   0                  0                        AA             N               588       /  /             LAS VEGAS                                            3       NV             89101
      1008940257                   0                  0                        AA             N               599       /  /             MIAMI                                               86       FL             33177
      1008913223                   0                  0                        A-             N               564       /  /             ROCKWOOD                                           163       MI             48173
      1008842602                   0              56391                        AA             N               639       /  /             PEORIA                                              13       AZ             85382
      1008339764                   0                  0                        AA             N               624       /  /             REDMOND                                             17       OR             97756
      1008870162                   0                  0                        A+             N               523       /  /             CITRUS HEIGHTS                                      67       CA             95621
      1008872865                   0                  0                        AA             N               541       /  /             WINTER HAVEN                                       105       FL             33884
      1008952975                   0                  0                        AA             N               667       /  /             DACULA                                             135       GA             30019
      1008294927                   0                  0                        AA             N               627       /  /             BROOKLYN                                            47       NY             11212
      1008970884                   0                  0                        A+             N               566       /  /             CERES                                               99       CA             95307
      1008888135                   0                  0                        AA             N               613       /  /             SACRAMENTO                                          67       CA             95828
      1008730493                   0                  0                        C              N               529       /  /             SAN DIEGO                                           73       CA             92116
      1008357832                   0              56880                        AA             N               685       /  /             LEHIGH ACRES                                        71       FL             33971
      1008807598                   0                  0                        A+             N               551       /  /             STOCKTON                                            77       CA             95205
      1009138444                   0              56980                        AAA            N               723       /  /             PORT SAINT LUCIE                                   111       FL             34987
      1008050495                   0                  0                        AA             N               617       /  /             DELAWARE                                            41       OH             43015
      1008507724                   0                  0                        B              N               623       /  /             SANGER AREA                                         19       CA             93657
      1008482983                   0                  0                        AA             N               649       /  /             SAINT AUGUSTINE                                    109       FL             32086
      1008841596                   0              57000                        AAA            N               739       /  /             ORLANDO                                             95       FL             32824
      1008415440                   0                  0                        A+             N               604       /  /             HOMESTEAD                                           86       FL             33033
      1009010946                   0                  0                        AAA            N               636       /  /             HANFORD                                             31       CA             93230
      1008950557                   0              57000                        AAA            N               646       /  /             LANCASTER                                           37       CA             93535
      1008792158                   0                  0                        AA             N               642       /  /             SPANAWAY                                            53       WA             98387
      1008951896                   0               3998                        A-             N               621       /  /             SACRAMENTO                                          67       CA             95841
      1008960118                   0                  0                        AA             N               544       /  /             GLENDALE                                            13       AZ             85303
      1008489012                   0              57000                        AA             N               605       /  /             VICTORVILLE                                         71       CA             92395
      1008908505                   0                  0                        C              N               513       /  /             RIDLEY PARK                                         45       PA             19078
      1007823607                   0                  0                        AAA            N               677       /  /             CICERO                                              31       IL             60804
      1008673303                   0                  0                        AA             N               591       /  /             PHOENIXVILLE                                        29       PA             19460
      1008918246                   0                  0                        AAA            N               752       /  /             HUNTINGTON BEACH                                    59       CA             92646
      1008628103                   0                  0                        AA             N               605       /  /             THERMAL                                             25       CA             92273
      1008970474                   0                  0                        AA             N               513       /  /             CARMEL                                              57       IN             46032
      1008835996                   0                  0                        AAA            N               654       /  /             BOYNTON BEACH                                       99       FL             33435
      1008865524                   0                  0                        AA             N               616       /  /             VANCOUVER                                           11       WA             98685
      1008938297                   0                  0                        AA             N               680       /  /             FOUNTAIN VALLEY                                     59       CA             92708
      1009120257                   0              57680                        AAA            N               680       /  /             HERRIMAN                                            35       UT             84065
      1008848143                   0                  0                        A-             N               577       /  /             LAND O LAKES                                       101       FL             34639
      1007407406                   0                  0                        A+             N               613       /  /             AREA OF NEW CUYAMA                                  83       CA             93254
      1008830045                   0              57800                        AA             N               631       /  /             BAKERSFIELD                                         29       CA             93307
      1007978824                   0                  0                        A+             N               601       /  /             MIDLOTHIAN                                         139       TX             76065
      1008867425                   0              58000                        AA             N               706       /  /             HOUSTON                                            201       TX             77003
      1008961938                   0              58000                        AAA            N               697       /  /             TAUNTON                                              5       MA              2780
      1008587914                   0              58000                        AA             N               600       /  /             BAKERSFIELD                                         29       CA             93313
      1008650211                   0              58000                        AA             N               548       /  /             WAIANAE                                              3       HI             96792
      1008741098                   0              58000                        AA             N               636       /  /             COLTON                                              71       CA             92324
      1009140976                   0              58000                        AA             N               741       /  /             NORTH MIAMI BEACH                                   86       FL             33162
      1009083109                   0                  0                        AA             N               623       /  /             EDGEWATER                                           59       CO             80214
      1008342135                   0                  0                        AA             N               622       /  /             LAKE GENEVA                                        127       WI             53147
      1008762314                   0                  0                        AAA            N               712       /  /             ORLANDO                                             95       FL             32839
      1008992860                   0                  0                        A+             N               574       /  /             WESTOVER                                            39       MD             21871
      1009180584                   0              58261                        AA             N               642       /  /             BROOKLYN PARK                                       53       MN             55443
      1008774098                   0                  0                        AA             N               691       /  /             APOPKA                                              95       FL             32712
      1008967512                   0                  0                        AA             N               550       /  /             MAGALIA                                              7       CA             95954
      1008732703                   0                  0                        AA             N               657       /  /             PEORIA                                              13       AZ             85345
      1008913713                   0              58500                        AA             N               622       /  /             SUN VALLEY                                          31       NV             89433
      1009106638                   0              41310                        AA             N               543       /  /             PORT ORCHARD                                        35       WA             98366
      1006824216                   0                  0                        AA             N               573       /  /             UNIVERSITY PLACE                                    53       WA             98467
      1008525018                   0              58700                        AA             N               589       /  /             FRESNO                                              19       CA             93722
      1008155426                   0                  0                        AA             N               554       /  /             CHANDLER                                            13       AZ             85225
      1007722459                   0                  0                        C              N               536       /  /             YORKVILLE                                           93       IL             60560
      1009080380                   0              58800                        AA             N               790       /  /             EDGEWOOD                                            25       MD             21040
      1008629371                   0              58876                        AA             N               589       /  /             LAS VEGAS                                            3       NV             89149
      1009040272                   0              58938                        AA             N               666       /  /             BUCKEYE                                             13       AZ             85326
      1008131210                   0              59000                        AA             N               636       /  /             LAKEWOOD                                            59       CO             80227
      1008727292                   0                  0                        AA             N               633       /  /             PALOS PARK                                          31       IL             60464
      1008806697                   0              59000                        AA             N               649       /  /             LEHIGH ACRES                                        71       FL             33971
      1008285722                   0                  0                        A+             N               529       /  /             JACKSONVILLE BEACH                                  31       FL             32250
      1009046472                   0              59000                        AA             N               658       /  /             JACKSONVILLE                                        31       FL             32224
      1009163665                   0              59000                        AA             N               627       /  /             LOXAHATCHEE                                         99       FL             33470
      1008983656                   0                  0                        AA             N               643       /  /             EXETER                                             107       CA             93221
      1009076395                   0                  0                        AAA            N               634       /  /             TUCSON                                              19       AZ             85747
      1008091824                   0                  0                        AAA            N               744       /  /             LAKEWOOD                                            59       CO             80228
      1008885478                   0                  0                        AA             N               595       /  /             NEWARK                                               3       DE             19702
      1008784817                   0              59400                        AA             N               645       /  /             BRIGHTON                                             1       CO             80601
      1008447996                   0                  0                        B              N               554       /  /             STATEN ISLAND                                       85       NY             10305
      1008924391                   0                  0                        AA             N               629       /  /             CENTRAL FALLS                                        7       RI              2863
      1008960010                   0                  0                        AA             N               618       /  /             HEBER                                               25       CA             92249
      1008758613                   0              59600                        AA             N               591       /  /             SOUTH DENNIS                                         1       MA              2660
      1008246793                   0                  0                        AA             N               628       /  /             MIAMI                                               86       FL             33055
      1008987965                   0                  0                        A+             N               541       /  /             MESA                                                13       AZ             85207
      1008865533                   0                  0                        AA             N               685       /  /             BAKERSFIELD AREA                                    29       CA             93306
      1008690455                   0                  0                        AA             N               566       /  /             WEST HAVEN                                           9       CT              6516
      1008913090                   0                  0                        B              N               606       /  /             RIVERTON                                            35       UT             84065
      1008289586                   0                  0                        C              N               507       /  /             ANCHORAGE                                           20       AK             99515
      1008984343                   0                  0                        AA             N               554       /  /             HOMESTEAD                                           86       FL             33030
      1009096710                   0                  0                        AA             N               538       /  /             LAS VEGAS                                            3       NV             89146
      1009048498                   0              59980                        AA             N               605       /  /             SHADY SHORES                                       121       TX             76208
      1008785102                   0              59990                        AAA            N               683       /  /             PHOENIX                                             13       AZ             85037
      1009080889                   0              59990                        AA             N               680       /  /             MILWAUKIE                                            5       OR             97267
      1008702978                   0              60000                        AA             N               620       /  /             CAPE CORAL                                          71       FL             33914
      1008872972                   0                  0                        AA             N               520       /  /             ACWORTH                                             57       GA             30102
      1008900086                   0                  0                        A-             N               507       /  /             VISALIA                                            107       CA             93277
      1008579433                   0              60000                        AAA            N               686       /  /             BURLINGTON                                          17       MA              1803
      1008822624                   0              60000                        AA             N               631       /  /             ROSELLE                                             39       NJ              7203
      1009042751                   0                  0                        AA             N               539       /  /             CHANDLER                                            13       AZ             85224
      1008432886                   0                  0                        AA             N               521       /  /             NINE MILE FALLS                                     63       WA             99026
      1008833792                   0              60000                        AA             N               614       /  /             TACOMA                                              53       WA             98407
      1008497325                   0              60000                        AA             N               630       /  /             HENDERSON                                            3       NV             89015
      1008789037                   0                  0                        A+             N               564       /  /             GLEN BURNIE                                          3       MD             21060
      1008812449                   0              60000                        AA             N               659       /  /             PACOIMA                                             37       CA             91331
      1008814884                   0                  0                        B              N               518       /  /             STEPHENS CITY                                       69       VA             22655
      1008721074                   0                  0                        B              N               526       /  /             SUMERDUCK                                           61       VA             22742
      1009074486                   0              60200                        AA             N               651       /  /             NORTH LAS VEGAS                                      3       NV             89031
      1008756526                   0                  0                        AA             N               570       /  /             DOTHAN                                              69       AL             36305
      1008059986                   0                  0                        A+             N               530       /  /             WILMINGTON                                          17       MA              1887
      1008854386                   0                  0                        B              N               580       /  /             LOS ANGELES                                         37       CA             90063
      1008539799                   0                  0                        A+             N               571       /  /             DOVER                                               27       NJ              7801
      1008595497                   0                  0                        AA             N               672       /  /             CHICAGO                                             31       IL             60617
      1008629647                   0                  0                        AA             N               619       /  /             BLOOMINGTON                                        113       IL             61704
      1008240003                   0                  0                        AA             N               598       /  /             SHIRLEY                                             17       MA              1464
      1008074344                   0                  0                        AAA            N               787       /  /             WHITTIER                                            37       CA             90601
      1009121078                   0              60690                        AA             N               671       /  /             HERRIMAN                                           999       UT             84096
      1008487531                   0              27000                        AA             N               731       /  /             ASTORIA                                              7       OR             97103
      1008745762                   0                  0                        AA             N               589       /  /             COPLAY                                              77       PA             18037
      1008858961                   0                  0                        AA             N               631       /  /             EDEN                                                47       MD             21822
      1009064914                   0                  0                        A+             N               506       /  /             NORTH LAS VEGAS                                      3       NV             89031
      1006816305                   0                  0                        AA             N               562       /  /             PARAMOUNT                                           37       CA             90723
      1008678727                   0              60980                        AA             N               589       /  /             KING GEORGE                                         99       VA             22485
      1009104239                   0                  0                        AAA            N               700       /  /             SUFFOLK                                            800       VA             23434
      1008938723                   0                  0                        AA             N               593       /  /             FRESNO                                              19       CA             93722
      1008277401                   0                  0                        AAA            N               661       /  /             OCOEE                                               95       FL             34761
      1008584588                   0                  0                        AA             N               608       /  /             PUNTA GORDA                                         15       FL             33950
      1008838975                   0                  0                        A+             N               506       /  /             WEED                                                93       CA             96094
      1009055176                   0                  0                        AA             N               587       /  /             REDLANDS                                            71       CA             92374
      1009011712                   0                  0                        AA             N               660       /  /             PEMBROKE PINES                                      11       FL             33026
      1008972230                   0                  0                        AA             N               591       /  /             LOS ANGELES                                         37       CA             90037
      1008268885                   0                  0                        AA             N               641       /  /             ALPHARETTA                                         121       GA             30022
      1008984147                   0              61800                        AAA            N               720       /  /             BLOOMINGTON                                         71       CA             92316
      1008827344                   0                  0                        A+             N               611       /  /             LANHAM                                              33       MD             20706
      1008536845                   0                  0                        A+             N               536       /  /             BOYNTON BEACH                                       99       FL             33436
      1007778023                   0                  0                        AA             N               585       /  /             AMHERST                                             15       MA              1002
      1008919290                   0              62000                        AAA            N               665       /  /             MADERA                                              39       CA             93637
      1008244740                   0                  0                        AA             N               711       /  /             BRIDGEPORT                                           1       CT              6605
      1008916970                   0              62000                        AA             N               625       /  /             MORENO VALLEY                                       65       CA             92553
      1008721109                   0                  0                        A-             N               519       /  /             EGG HARBOR TOWNSHIP                                  1       NJ              8234
      1008890925                   0              58000                        A+             N               632       /  /             FRANKLIN                                           187       TN             37064
      1009019554                   0                  0                        AA             N               585       /  /             BALDWIN PARK                                        37       CA             91706
      1009020294                   0              62000                        AA             N               588       /  /             STOCKTON                                            77       CA             95210
      1008877673                   0                  0                        A+             N               572       /  /             HOMESTEAD                                           86       FL             33033
      1008978047                   0                  0                        C              N               605       /  /             LAS VEGAS                                            3       NV             89131
      1008830170                   0                  0                        B              N               503       /  /             CHESAPEAKE                                         550       VA             23320
      1009092607                   0                  0                        A+             N               561       /  /             HAM LAKE                                             3       MN             55304
      1008807687                   0              62300                        AAA            N               646       /  /             LEHIGH ACRES                                        71       FL             33971
      1008983754                   0                  0                        AAA            N               677       /  /             NORTH LAS VEGAS                                      3       NV             89031
      1008880400                   0                  0                        A-             N               522       /  /             MURRAY                                              35       UT             84123
      1008324324                   0                  0                        AAA            N               724       /  /             HONOLULU                                             3       HI             96822
      1008153614                   0                  0                        AA             N               639       /  /             PALM COAST                                          35       FL             32137
      1008213970                   0                  0                        AA             N               595       /  /             POMPTON LAKES                                       31       NJ              7442
      1008243723                   0                  0                        AA             N               607       /  /             MODESTO                                             99       CA             95358
      1008188034                   0                  0                        AA             N               597       /  /             RAHWAY                                              39       NJ              7065
      1008777889                   0                  0                        AA             N               696       /  /             COMPTON                                             37       CA             90220
      1008845636                   0                  0                        B              N               501       /  /             CORAL SPRINGS                                       11       FL             33071
      1008964686                   0                  0                        AA             N               582       /  /             KISSIMMEE                                           97       FL             34746
      1009012098                   0                  0                        AA             N               697       /  /             LA QUINTA                                           65       CA             92253
      1008896830                   0                  0                        A-             N               629       /  /             NORCO                                               65       CA             92860
      1008747109                   0                  0                        AA             N               678       /  /             ANNAPOLIS                                            3       MD             21403
      1008863946                   0                  0                        A-             N               518       /  /             LANCASTER                                           37       CA             93535
      1008698670                   0              13950                        AA             N               556       /  /             MEMPHIS                                            157       TN             38125
      1007110716                   0                  0                        AA             N               645       /  /             ATLANTA                                            121       GA             30310
      1008994494                   0                  0                        AA             N               622       /  /             BRAWLEY                                             25       CA             92227
      1008831981                   0                  0                        AA             N               677       /  /             SURPRISE                                            13       AZ             85374
      1008987055                   0              62980                        AA             N               630       /  /             GAITHERSBURG                                        31       MD             20886
      1008905768                   0                  0                        AA             N               584       /  /             PUYALLUP                                            53       WA             98375
      1009093009                   0              63000                        AA             N               768       /  /             NEWARK                                              13       NJ              7103
      1008840659                   0                  0                        AAA            N               816       /  /             WAIPAHU                                              3       HI             96797
      1008928618                   0                  0                        AA             N               571       /  /             TROUTDALE                                           51       OR             97060
      1008366840                   0                  0                        AA             N               500       /  /             VIRGINIA BEACH                                     810       VA             23462
      1008890890                   0              63138                        AA             N               621       /  /             WESLEY CHAPEL                                      101       FL             33544
      1008539101                   0              63200                        AA             N               704       /  /             COLUMBIA                                            27       MD             21045
      1008507975                   0              63200                        AA             N               592       /  /             CITRUS HEIGHTS                                      67       CA             95610
      1008864151                   0                  0                        A-             N               616       /  /             CANAL POINT                                         99       FL             33438
      1008744781                   0              63400                        AA             N               628       /  /             BANNING                                             65       CA             92220
      1008280326                   0                  0                        AA             N               661       /  /             MIAMI                                               86       FL             33189
      1008880632                   0                  0                        A-             N               562       /  /             GLENDALE                                            13       AZ             85310
      1008715143                   0              63600                        AAA            N               669       /  /             LEHIGH ACRES                                        71       FL             33971
      1008988599                   0              63740                        AAA            N               654       /  /             KINGWOOD                                           201       TX             77345
      1008440742                   0                  0                        AA             N               665       /  /             NAPLES                                              21       FL             34116
      1008625927                   0                  0                        B              N               555       /  /             COATESVILLE                                         29       PA             19320
      1008912457                   0                  0                        AA             N               588       /  /             PEORIA                                              13       AZ             85345
      1008809578                   0                  0                        AA             N               516       /  /             POMPANO BEACH                                       11       FL             33065
      1008951878                   0              63800                        AAA            N               678       /  /             SAN BERNARDINO                                      71       CA             92404
      1009098095                   0              63800                        AAA            N               662       /  /             HESPERIA                                            71       CA             92345
      1009078099                   0              64000                        AAA            N               706       /  /             MANASSAS                                           683       VA             20110
      1008903476                   0              64000                        AA             N               713       /  /             NORTH LAS VEGAS                                      3       NV             89031
      1008863713                   0              64000                        AA             N               620       /  /             ATLANTA                                             89       GA             30317
      1008508304                   0              64000                        AA             N               648       /  /             LAS VEGAS                                            3       NV             89166
      1008622733                   0                  0                        AA             N               557       /  /             SORRENTO                                            69       FL             32776
      1008600212                   0                  0                        AA             N               718       /  /             MINNEAPOLIS                                         53       MN             55418
      1008770252                   0                  0                        AA             N               550       /  /             HAGERSTOWN                                          43       MD             21742
      1008508199                   0                  0                        AA             N               641       /  /             SARASOTA                                           115       FL             34232
      1008829075                   0                  0                        AA             N               629       /  /             LAS VEGAS                                            3       NV             89130
      1008784657                   0              64400                        AA             N               737       /  /             PLEASANTVILLE                                        1       NJ              8232
      1008942013                   0              64433                        AAA            N               662       /  /             CHICAGO                                             31       IL             60624
      1008661021                   0                  0                        AA             N               642       /  /             LITTLETON                                           35       CO             80126
      1008932113                   0                  0                        A+             N               586       /  /             LAUREL                                              33       MD             20707
      1008986163                   0                  0                        A+             N               524       /  /             LAKEWOOD                                            53       WA             98498
      1008566456                   0              65000                        AA             N               619       /  /             BAKERSFIELD                                         29       CA             93312
      1008751291                   0                  0                        AA             N               604       /  /             NAPLES                                              21       FL             34117
      1008844361                   0              65000                        AA             N               646       /  /             ARLINGTON                                           61       WA             98223
      1008536300                   0                  0                        AA             N               598       /  /             GLENDALE                                            13       AZ             85306
      1008825408                   0              65000                        AA             N               667       /  /             OVERGAARD                                           17       AZ             85933
      1008903261                   0                  0                        AA             N               617       /  /             DELANO                                              29       CA             93215
      1008918264                   0                  0                        A-             N               585       /  /             WEST COVINA                                         37       CA             91724
      1008831188                   0              56000                        AA             N               582       /  /             PERRIS                                              65       CA             92571
      1008965113                   0              65000                        AA             N               658       /  /             HEMET                                               65       CA             92545
      1008922936                   0              65000                        AA             N               584       /  /             UPPER MARLBORO                                      33       MD             20772
      1009171344                   0              65000                        AA             N               663       /  /             RIVERVIEW                                           57       FL             33569
      1008678022                   0              65000                        AA             N               599       /  /             REDLANDS                                            71       CA             92374
      1007855715                   0                  0                        C              N               504       /  /             VALLEJO                                             95       CA             94589
      1008602167                   0              65400                        AAA            N               740       /  /             MORENO VALLEY                                       65       CA             92553
      1008760708                   0                  0                        AA             N               551       /  /             BAKERSFIELD                                         29       CA             93307
      1007989741                   0                  0                        A-             N               551       /  /             NAPLES                                              21       FL             34104
      1008768700                   0                  0                        AAA            N               634       /  /             BAKERSFIELD                                         29       CA             93306
      1008926683                   0                  0                        A-             N               604       /  /             NORTH LAS VEGAS                                      3       NV             89032
      1008707722                   0              65600                        AAA            N               671       /  /             JOLIET                                             197       IL             60431
      1008169563                   0                  0                        A-             N               632       /  /             RENTON                                              33       WA             98055
      1008963428                   0                  0                        AA             N               645       /  /             YUBA CITY                                          101       CA             95993
      1008694923                   0                  0                        AA             N               552       /  /             GRAND RIDGE                                         63       FL             32442
      1008818498                   0                  0                        AA             N               604       /  /             PALMDALE                                            37       CA             93550
      1008987750                   0                  0                        AA             N               606       /  /             NAPLES                                              21       FL             34116
      1009027803                   0                  0                        AA             N               570       /  /             VICTORVILLE                                         71       CA             92392
      1008481172                   0              66000                        AA             N               659       /  /             VICTORVILLE                                         71       CA             92395
      1008639100                   0                  0                        B              N               513       /  /             SUNRISE                                             11       FL             33323
      1008769889                   0              66000                        AA             N               628       /  /             JAMAICA                                             81       NY             11436
      1008864455                   0              66000                        AA             N               636       /  /             CHANDLER                                            13       AZ             85249
      1009027028                   0                  0                        AA             N               594       /  /             SAN BERNARDINO                                      71       CA             92404
      1008938251                   0              66000                        AA             N               668       /  /             MIAMI GARDENS                                       86       FL             33055
      1009065771                   0              66000                        AAA            N               731       /  /             NAPLES                                              21       FL             34116
      1008928217                   0                  0                        A+             N               654       /  /             SANTA MARIA                                         83       CA             93454
      1008919254                   0                  0                        AA             N               613       /  /             EAST BROOKFIELD                                     27       MA              1515
      1008924328                   0              66200                        AA             N               604       /  /             SAN FERNANDO                                        37       CA             91340
      1008598733                   0                  0                        AA             N               623       /  /             HUNTINGTON PARK                                     37       CA             90255
      1008978216                   0                  0                        AA             N               723       /  /             SAN FRANCISCO                                       75       CA             94121
      1008988296                   0                  0                        AA             N               643       /  /             LONG BEACH                                          37       CA             90810
      1008650630                   0                  0                        A+             N               695       /  /             LOS ANGELES                                         37       CA             90032
      1008878878                   0                  0                        AA             N               527       /  /             EAGLE POINT                                         29       OR             97524
      1008942362                   0                  0                        AA             N               673       /  /             CULPEPER                                            47       VA             22701
      1008934380                   0              66513                        AAA            N               685       /  /             TOWNSEND                                             3       DE             19734
      1008195348                   0                  0                        A+             N               500       /  /             MORENO VALLEY                                       65       CA             92553
      1008440038                   0                  0                        B              N               542       /  /             GARLAND                                            113       TX             75044
      1008910468                   0              66800                        AA             N               627       /  /             GARDENA                                             37       CA             90247
      1008362675                   0              67000                        AAA            N               693       /  /             SAN DIEGO                                           73       CA             92105
      1008754038                   0                  0                        AA             N               660       /  /             RIVERVIEW                                           57       FL             33569
      1008792345                   0              67000                        AA             N               593       /  /             PEARBLOSSOM AREA                                    37       CA             93553
      1008856348                   0                  0                        A-             N               560       /  /             ORLANDO                                             95       FL             32825
      1009107860                   0              67000                        AA             N               642       /  /             LANHAM                                              33       MD             20706
      1008851566                   0                  0                        AA             N               620       /  /             TOMS RIVER                                          29       NJ              8753
      1008751709                   0                  0                        AAA            N               724       /  /             LIVINGSTON                                          47       CA             95334
      1008736291                   0                  0                        A+             N               681       /  /             KELLER                                             439       TX             76248
      1008527150                   0              67400                        AAA            N               740       /  /             DISTRICT HEIGHTS                                    33       MD             20747
      1008873766                   0                  0                        AA             N               644       /  /             SALEM                                               15       NH              3079
      1008947526                   0                  0                        AA             N               544       /  /             SACRAMENTO                                          67       CA             95822
      1008817881                   0                  0                        AA             N               649       /  /             INDIO                                               65       CA             92201
      1008758828                   0                  0                        AA             N               624       /  /             BALDWIN PARK                                        37       CA             91706
      1008349888                   0                  0                        B              N               517       /  /             LOS ANGELES                                         37       CA             90011
      1008804519                   0                  0                        A-             N               585       /  /             NAPLES                                              21       FL             34120
      1008992110                   0                  0                        AAA            N               633       /  /             LA VERNE                                            37       CA             91750
      1009128623                   0                  0                        AA             N               604       /  /             EDGARTOWN                                            7       MA              2539
      1008799197                   0                  0                        AA             N               629       /  /             STOCKTON                                            77       CA             95204
      1008641197                   0                  0                        AA             N               643       /  /             CARVER                                              23       MA              2330
      1008346328                   0                  0                        AA             N               646       /  /             VERO BEACH                                          61       FL             32962
      1008341421                   0              68000                        AAA            N               688       /  /             LANHAM                                              33       MD             20706
      1008841890                   0                  0                        A-             N               610       /  /             WINCHESTER                                         840       VA             22601
      1008916667                   0                  0                        AA             N               628       /  /             SQUAW VALLEY                                        19       CA             93675
      1008780241                   0                  0                        A-             N               587       /  /             MONTCLAIR                                           71       CA             91763
      1008683597                   0              68000                        AAA            N               680       /  /             ONTARIO                                             71       CA             91764
      1008918754                   0                  0                        AAA            N               711       /  /             MORENO VALLEY                                       65       CA             92551
      1008021883                   0                  0                        A+             N               586       /  /             WESTBURY                                            59       NY             11590
      1008974292                   0                  0                        AA             N               707       /  /             PHOENIX                                             13       AZ             85037
      1009104275                   0              68400                        AAA            N               647       /  /             NAPLES                                              21       FL             34116
      1008782025                   0                  0                        A-             N               543       /  /             ALEXANDRIA                                          59       VA             22310
      1008792498                   0                  0                        AA             N               672       /  /             LOS ANGELES                                         37       CA             90047
      1008883924                   0                  0                        A+             N               601       /  /             LANHAM                                              33       MD             20706
      1008683720                   0                  0                        AA             N               568       /  /             MOKENA                                             197       IL             60448
      1008201974                   0              69000                        AA             N               793       /  /             PALMDALE                                            37       CA             93551
      1008876610                   0                  0                        A+             N               679       /  /             MORENO VALLEY                                       65       CA             92557
      1008691007                   0              51750                        AA             N               678       /  /             MASTIC BEACH                                       103       NY             11951
      1008863027                   0                  0                        B              N               619       /  /             VALRICO                                             57       FL             33594
      1008630010                   0                  0                        AAA            N               652       /  /             MORENO VALLEY                                       65       CA             92557
      1009022318                   0                  0                        AAA            N               766       /  /             PLAINFIELD                                          39       NJ              7062
      1009014693                   0                  0                        AA             N               675       /  /             ORLANDO                                             95       FL             32826
      1007258601                   0                  0                        AA             N               804       /  /             EUGENE                                              39       OR             97401
      1008980294                   0                  0                        A-             N               542       /  /             FT. LAUDERDALE                                      11       FL             33301
      1008749054                   0                  0                        AA             N               621       /  /             JOLIET                                             197       IL             60431
      1008971106                   0                  0                        A-             N               557       /  /             GLENDALE                                            13       AZ             85308
      1008835451                   0              69600                        AA             N               617       /  /             FAIRFIELD                                           95       CA             94533
      1008865800                   0                  0                        AA             N               706       /  /             PHILADELPHIA                                       101       PA             19138
      1008480912                   0                  0                        AA             N               577       /  /             CERES                                               99       CA             95307
      1008853421                   0                  0                        AA             N               580       /  /             LAS VEGAS                                            3       NV             89110
      1008994877                   0                  0                        AA             N               627       /  /             WALDORF                                             17       MD             20603
      1006866171                   0                  0                        AA             N               612       /  /             DOS PALOS                                           47       CA             93620
      1007717456                   0              70000                        AA             N               645       /  /             SALADO                                              27       TX             76571
      1008621100                   0              70000                        AA             N               614       /  /             MEDFORD                                             29       OR             97504
      1008872632                   0                  0                        AA             N               532       /  /             MIAMI                                               86       FL             33134
      1008955428                   0                  0                        A+             N               556       /  /             GREENBELT                                           33       MD             20770
      1008757035                   0                  0                        AA             N               613       /  /             TUKWILA                                             33       WA             98168
      1008846699                   0                  0                        AA             N               553       /  /             OZONE PARK                                          81       NY             11417
      1009094231                   0                  0                        AA             N               648       /  /             PRESCOTT                                            25       AZ             86303
      1007741517                   0              70040                        AA             N               611       /  /             APPLE VALLEY                                        71       CA             92307
      1008586880                   0                  0                        AA             N               608       /  /             RALEIGH                                            183       NC             27613
      1008197195                   0                  0                        AA             N               593       /  /             MIDDLESEX                                           23       NJ              8846
      1008774089                   0              29500                        AA             N               569       /  /             WEST HAVEN                                           9       CT              6516
      1009072255                   0                  0                        AA             N               544       /  /             HIGHLANDS                                           25       NJ              7732
      1008998668                   0                  0                        AA             N               509       /  /             TARPON SPRINGS                                     103       FL             34689
      1008819996                   0                  0                        AA             N               605       /  /             PROVIDENCE                                           7       RI              2907
      1008975488                   0                  0                        AA             N               622       /  /             LYNWOOD                                             37       CA             90262
      1008920652                   0                  0                        AA             N               661       /  /             MASSAPEQUA                                          59       NY             11758
      1008951645                   0                  0                        A-             N               597       /  /             PHOENIX                                             13       AZ             85032
      1007378447                   0                  0                        AA             N               614       /  /             ARUNDEL                                             31       ME              4046
      1008925559                   0                  0                        B              N               527       /  /             LOS ANGELES                                         37       CA             91344
      1008446666                   0                  0                        AA             N               583       /  /             STOCKTON                                            77       CA             95206
      1008936663                   0                  0                        AA             N               573       /  /             PERRIS                                              65       CA             92571
      1008317074                   0              71000                        AA             N               697       /  /             ROSWELL                                            121       GA             30075
      1009060053                   0                  0                        AA             N               583       /  /             PATERSON                                            31       NJ              7514
      1009178454                   0                  0                        AA             N               600       /  /             MIAMI                                               86       FL             33173
      1008754109                   0                  0                        B              N               532       /  /             JACKSONVILLE                                        31       FL             32221
      1008835683                   0              53400                        AA             N               638       /  /             MORENO VALLEY                                       65       CA             92553
      1008861323                   0                  0                        AA             N               637       /  /             EAST ORANGE                                         13       NJ              7017
      1009014425                   0                  0                        AA             N               602       /  /             NEW HOPE                                            17       PA             18938
      1008752245                   0                  0                        C              N               510       /  /             SILVER SPRING                                       31       MD             20902
      1008177803                   0              71300                        AAA            N               682       /  /             EL PASO                                            141       TX             79912
      1009086552                   0              71500                        AAA            N               674       /  /             ATLANTA                                            121       GA             30306
      1009001108                   0              71980                        AA             N               641       /  /             ELK RIVER                                          141       MN             55330
      1008883185                   0                  0                        AA             N               512       /  /             GILBERT                                             13       AZ             85296
      1008944636                   0              72000                        AA             N               655       /  /             CATHEDRAL CITY                                      65       CA             92234
      1008843549                   0              72000                        AA             N               657       /  /             TUSTIN                                              59       CA             92780
      1008964864                   0                  0                        AA             N               628       /  /             ALBUQUERQUE                                          1       NM             87114
      1008979108                   0              72000                        AA             N               673       /  /             RENO                                                31       NV             89502
      1008817328                   0              72200                        AA             N               661       /  /             VISTA                                               73       CA             92084
      1008877343                   0                  0                        AA             N               502       /  /             MORENO VALLEY                                       65       CA             92553
      1008927780                   0              72400                        AAA            N               747       /  /             HOMELAND                                            65       CA             92548
      1007096448                   0                  0                        AA             N               654       /  /             MASPETH                                             81       NY             11378
      1009019849                   0              16100                        AA             N               589       /  /             RIVERSIDE                                            7       RI              2915
      1009103285                   0                  0                        B              N               534       /  /             LOS ANGELES                                         37       CA             90018
      1008802520                   0                  0                        C              N               642       /  /             LOS ANGELES                                         37       CA             90011
      1008957382                   0                  0                        AA             N               590       /  /             WARREN                                               1       RI              2885
      1009014318                   0                  0                        A-             N               641       /  /             WOODLAND HILLS                                      37       CA             91303
      1008409448                   0              73000                        AA             N               685       /  /             ELLENWOOD                                           89       GA             30294
      1008955614                   0                  0                        AA             N               607       /  /             SALEM                                                9       MA              1970
      1008920064                   0              73000                        AA             N               595       /  /             PALMDALE                                            37       CA             93551
      1007313356                   0                  0                        A+             N               679       /  /             PERRY                                                3       UT             84302
      1008622181                   0                  0                        A-             N               591       /  /             COPPEROPOLIS                                         9       CA             95228
      1008847297                   0                  0                        AA             N               654       /  /             CHERRY HILL                                          7       NJ              8002
      1008871946                   0                  0                        A+             N               621       /  /             BAYONNE                                             17       NJ              7002
      1008591918                   0                  0                        AA             N               681       /  /             LOWELL                                              17       MA              1852
      1006139653                   0                  0                        AA             N               586       /  /             QUEENS                                              81       NY             11379
      1008724632                   0                  0                        A+             N               588       /  /             CHICAGO                                             31       IL             60643
      1008263899                   0                  0                        AA             N               651       /  /             SAN JACINTO                                         65       CA             92583
      1008863214                   0                  0                        AA             N               655       /  /             RIVERSIDE                                           65       CA             92507
      1008937154                   0                  0                        A+             N               684       /  /             VALLEJO                                             95       CA             94591
      1009063041                   0                  0                        A+             N               601       /  /             WASHINGTON                                           1       DC             20002
      1009119018                   0                  0                        AA             N               598       /  /             CLERMONT                                            69       FL             34711
      1008434946                   0                  0                        AA             N               717       /  /             FRESNO                                              19       CA             93710
      1008903564                   0                  0                        AA             N               693       /  /             PERRIS                                              65       CA             92571
      1008869012                   0              73800                        AA             N               583       /  /             SAN BERNARDINO                                      71       CA             92408
      1008319438                   0              74000                        AA             N               637       /  /             STATEN ISLAND                                       85       NY             10309
      1008808178                   0              74000                        AA             N               647       /  /             AVONDALE                                            13       AZ             85323
      1008605823                   0                  0                        AA             N               701       /  /             NEW PORT RICHEY                                    101       FL             34655
      1008248737                   0                  0                        A-             N               584       /  /             LITTLE EGG HARBOR                                   29       NJ              8087
      1008677032                   0                  0                        AA             N               537       /  /             ROYAL PALM BEACH                                    99       FL             33411
      1008588860                   0                  0                        A+             N               541       /  /             STOCKTON                                            77       CA             95203
      1008966443                   0                  0                        AA             N               558       /  /             BELLPORT                                           103       NY             11713
      1009014602                   0                  0                        AA             N               695       /  /             MARGATE                                             11       FL             33063
      1009042243                   0              74400                        AAA            N               660       /  /             INGLEWOOD                                           37       CA             90302
      1008906240                   0                  0                        A+             N               583       /  /             BAKERSFIELD  (AREA)                                 29       CA             93308
      1008717267                   0              74600                        AA             N               647       /  /             WHITMAN                                             23       MA              2382
      1008008210                   0                  0                        AA             N               724       /  /             ROBBINSDALE                                         53       MN             55442
      1008908471                   0                  0                        AA             N               725       /  /             PROVIDENCE                                           7       RI              2909
      1008738743                   0                  0                        AA             N               570       /  /             NORTH HILLS (AREA)                                  37       CA             91343
      1008698153                   0                  0                        AA             N               587       /  /             MORENO VALLEY                                       65       CA             92557
      1008418820                   0                  0                        A-             N               532       /  /             JUPITER                                             99       FL             33478
      1008041184                   0                  0                        AA             N               665       /  /             WAILUKU                                              9       HI             96793
      1008860002                   0                  0                        AA             N               781       /  /             KAMUELA                                              1       HI             96743
      1008760628                   0                  0                        A-             N               500       /  /             ANCHORAGE                                           20       AK             99502
      1008806045                   0                  0                        AA             N               690       /  /             FONTANA                                             71       CA             92335
      1008826103                   0              75000                        AA             N               620       /  /             LANCASTER                                           37       CA             93535
      1008210955                   0                  0                        AA             N               507       /  /             MCDONOUGH                                          151       GA             30253
      1008490091                   0                  0                        AA             N               584       /  /             PALATINE                                            31       IL             60074
      1008826176                   0              75000                        AA             N               655       /  /             NORTH SMITHFIELD                                     7       RI              2896
      1008960653                   0              75000                        AAA            N               633       /  /             PALMDALE                                            37       CA             93551
      1009002642                   0                  0                        AA             N               584       /  /             MONROVIA                                            37       CA             91016
      1008676998                   0                  0                        A-             N               524       /  /             ATWATER                                             47       CA             95301
      1008022668                   0                  0                        AA             N               708       /  /             HOMESTEAD                                           86       FL             33035
      1008951538                   0                  0                        AA             N               601       /  /             CRESTLINE                                           71       CA             92325
      1008809505                   0              75400                        AA             N               765       /  /             HOUSTON                                            201       TX             77077
      1008927478                   0                  0                        AA             N               589       /  /             RIALTO                                              71       CA             92376
      1008839055                   0                  0                        A+             N               592       /  /             PACOIMA                                             37       CA             91331
      1008028911                   0              75800                        AAA            N               739       /  /             MORENO VALLEY                                       65       CA             92553
      1008603068                   0              75800                        AA             N               725       /  /             ONTARIO                                             71       CA             91764
      1008897161                   0              75800                        AAA            N               652       /  /             LAS VEGAS                                            3       NV             89141
      1008757222                   0                  0                        AA             N               651       /  /             FRISCO                                             121       TX             75034
      1007539194                   0                  0                        AA             N               623       /  /             EAST FALMOUTH                                        1       MA              2536
      1008629175                   0                  0                        AA             N               664       /  /             EUREKA                                              23       CA             95503
      1008943441                   0                  0                        AA             N               650       /  /             MINNEAPOLIS                                         53       MN             55406
      1008323717                   0              76000                        AA             N               723       /  /             RIALTO                                              71       CA             92376
      1008833863                   0                  0                        AA             N               500       /  /             SHAKER HEIGHTS                                      35       OH             44120
      1008833523                   0              76000                        AA             N               631       /  /             RIVERSIDE                                           65       CA             92503
      1008877085                   0                  0                        AA             N               630       /  /             OCALA                                               83       FL             34476
      1009082921                   0                  0                        AA             N               571       /  /             SEATTLE                                             33       WA             98144
      1008916159                   0                  0                        C              N               519       /  /             WINDSOR MILL                                         5       MD             21244
      1009013195                   0                  0                        AA             N               661       /  /             SEA-TAC                                             33       WA             98188
      1008332690                   0                  0                        C              N               572       /  /             BROOKLYN                                            47       NY             11203
      1009004720                   0                  0                        AA             N               592       /  /             LANCASTER                                           37       CA             93536
      1008269349                   0                  0                        A+             N               526       /  /             CORAM                                              103       NY             11727
      1008619355                   0              76320                        AA             N               698       /  /             CENTRAL ISLIP                                      103       NY             11722
      1008143458                   0                  0                        AA             N               657       /  /             ALVIN                                               39       TX             77511
      1008643827                   0                  0                        AA             N               587       /  /             LOS ANGELES                                         37       CA             90011
      1008179892                   0              76580                        AA             N               689       /  /             BOISE                                                1       ID             83713
      1008808374                   0              76600                        AA             N               625       /  /             MIAMI                                               86       FL             33177
      1008352141                   0                  0                        AA             N               774       /  /             OAKLAND                                              1       CA             94621
      1008923506                   0                  0                        B              N               640       /  /             LANCASTER                                           37       CA             93535
      1008516625                   0              77000                        AA             N               634       /  /             LEMON GROVE                                         73       CA             91945
      1008913401                   0              77000                        AAA            N               650       /  /             PINON HILLS                                         71       CA             92372
      1008575491                   0                  0                        AAA            N               754       /  /             HIALEAH                                             86       FL             33018
      1008880115                   0                  0                        AA             N               693       /  /             LEHIGH ACRES                                        71       FL             33971
      1007120689                   0                  0                        AA             N               525       /  /             AMITYVILLE                                         103       NY             11701
      1008959843                   0                  0                        AAA            N               632       /  /             SOMERSET                                            35       NJ              8873
      1008835031                   0                  0                        A-             N               508       /  /             STOCKTON                                            77       CA             95203
      1009122754                   0                  0                        A+             N               600       /  /             HYATTSVILLE                                         33       MD             20784
      1008956034                   0                  0                        AA             N               550       /  /             NESCONSET                                          103       NY             11767
      1008417162                   0              77980                        AA             N               667       /  /             LAS VEGAS                                            3       NV             89144
      1008899828                   0              78000                        AAA            N               660       /  /             POMONA                                              37       CA             91767
      1008921376                   0              78000                        AAA            N               696       /  /             SAN BERNARDINO                                      71       CA             92376
      1008776407                   0                  0                        AA             N               626       /  /             MERCED                                              47       CA             95348
      1009035395                   0                  0                        AA             N               670       /  /             WORCESTER                                           27       MA              1609
      1008956481                   0                  0                        AA             N               692       /  /             NORTH MIAMI BEACH                                   86       FL             33162
      1008943664                   0              78669                        AAA            N               643       /  /             LIVE OAK                                           101       CA             95953
      1008228606                   0                  0                        AA             N               671       /  /             BROOKLYN                                            47       NY             11212
      1008556127                   0                  0                        AA             N               619       /  /             PORT SAINT LUCIE                                   111       FL             34986
      1008697029                   0                  0                        AAA            N               662       /  /             PHOENIX                                             13       AZ             85086
      1008912858                   0                  0                        A-             N               550       /  /             SUN CITY                                            65       CA             92586
      1008937298                   0                  0                        A-             N               518       /  /             POMPANO BEACH                                       11       FL             33073
      1009056291                   0                  0                        C-             N               525       /  /             LONG BEACH                                          37       CA             90807
      1007687023                   0                  0                        A+             N               527       /  /             BRANDYWINE                                          33       MD             20613
      1008873445                   0                  0                        AA             N               699       /  /             TAMPA                                               57       FL             33618
      1008916140                   0                  0                        AAA            N               779       /  /             PORTLAND                                            51       OR             97236
      1008835727                   0                  0                        AA             N               671       /  /             GLENDALE                                            13       AZ             85304
      1008123425                   0                  0                        A+             N               720       /  /             NAPLES                                              21       FL             34116
      1008990862                   0              79980                        AA             N               656       /  /             PALM SPRINGS                                        65       CA             92262
      1008871704                   0              80000                        AAA            N               642       /  /             BELLMORE                                            59       NY             11710
      1008501659                   0                  0                        A+             N               603       /  /             LOMPOC                                              83       CA             93436
      1008914348                   0              80000                        AAA            N               670       /  /             MIAMI                                               86       FL             33145
      1009157459                   0              80000                        AAA            N               734       /  /             POMONA                                              37       CA             91768
      1008984931                   0                  0                        AA             N               630       /  /             SICKLERVILLE                                         7       NJ              8081
      1009087374                   0              80400                        AA             N               697       /  /             MIAMI                                               86       FL             33165
      1008135671                   0                  0                        AA             N               750       /  /             GREENSBORO                                          81       NC             27406
      1008825765                   0                  0                        AA             N               662       /  /             FONTANA                                             71       CA             92335
      1008825159                   0                  0                        AA             N               634       /  /             UNIONDALE                                           59       NY             11553
      1009137702                   0              80600                        AA             N               678       /  /             LANHAM                                              33       MD             20706
      1008067619                   0                  0                        A+             N               671       /  /             LAWRENCE                                             9       MA              1841
      1008913884                   0                  0                        AA             N               589       /  /             SPANAWAY                                            53       WA             98387
      1008639324                   0                  0                        AA             N               640       /  /             ROUND LAKE                                          97       IL             60073
      1008668453                   0                  0                        AA             N               595       /  /             LOS ANGELES                                         37       CA             90034
      1008781847                   0              81000                        AA             N               626       /  /             LONG BEACH                                          37       CA             90810
      1008791676                   0              81000                        A+             N               709       /  /             ONTARIO                                             71       CA             91761
      1008836478                   0              81000                        AA             N               637       /  /             ANTIOCH                                             13       CA             94509
      1008890088                   0              81088                        AA             N               589       /  /             LANCASTER                                           37       CA             93535
      1008834611                   0              60858                        AA             N               651       /  /             FRESNO                                              19       CA             93722
      1008996116                   0              81200                        AAA            N               781       /  /             FAIRFIELD                                            1       CT              6825
      1008538219                   0                  0                        AA             N               697       /  /             WESLEY CHAPEL                                      101       FL             33544
      1009093447                   0                  0                        A-             N               507       /  /             CAMARILLO                                          111       CA             93012
      1009077143                   0              81600                        AA             N               610       /  /             WEST HEMPSTEAD                                      59       NY             11552
      1008824034                   0                  0                        A+             N               622       /  /             BROKEN ARROW                                       143       OK             74011
      1008880311                   0                  0                        A+             N               565       /  /             LAUREL                                              33       MD             20707
      1008478505                   0                  0                        A-             N               563       /  /             ODESSA                                              57       FL             33556
      1008784345                   0              82000                        A+             N               671       /  /             SANTA ROSA                                          97       CA             95404
      1008979055                   0              82000                        AA             N               652       /  /             KAAAWA                                               3       HI             96730
      1009143134                   0              82000                        AAA            N               701       /  /             AZUSA                                               37       CA             91702
      1007687390                   0                  0                        AA             N               601       /  /             ORLANDO                                             95       FL             32824
      1008761921                   0                  0                        AA             N               778       /  /             VALLEY STREAM                                       59       NY             11580
      1008616036                   0                  0                        A+             N               597       /  /             MAGALIA                                              7       CA             95954
      1008741203                   0                  0                        AA             N               556       /  /             FONTANA                                             71       CA             92336
      1008770546                   0                  0                        A-             N               591       /  /             LOWELL                                              17       MA              1852
      1008779039                   0                  0                        B              N               637       /  /             MODESTO                                             99       CA             95357
      1008940658                   0              83000                        AAA            N               675       /  /             RIVERSIDE                                           65       CA             92503
      1009042190                   0              62250                        AA             N               611       /  /             LAS VEGAS                                            3       NV             89129
      1008871349                   0                  0                        A+             N               525       /  /             NAUGATUCK                                            9       CT              6770
      1008406888                   0                  0                        AA             N               639       /  /             FENTON                                              49       MI             48430
      1008929216                   0                  0                        AAA            N               740       /  /             SAN BERNARDINO                                      71       CA             92346
      1008839484                   0                  0                        AA             N               576       /  /             NAPLES                                              21       FL             34120
      1008961723                   0              83400                        AA             N               740       /  /             HAYWARD                                              1       CA             94544
      1008935986                   0                  0                        AA             N               635       /  /             HOMER GLEN                                         197       IL             60491
      1009121880                   0                  0                        B              N               532       /  /             OAKDALE                                             99       CA             95361
      1007906625                   0                  0                        AA             N               630       /  /             CAPE CORAL                                          71       FL             33914
      1008665740                   0                  0                        A+             N               626       /  /             ROHNERT PARK                                        97       CA             94928
      1009008272                   0                  0                        AA             N               579       /  /             CLINTON                                             33       MD             20735
      1008318493                   0                  0                        A+             N               528       /  /             GREAT MILLS                                         37       MD             20634
      1008980089                   0                  0                        AA             N               539       /  /             WESTLAKE                                            35       OH             44145
      1008852805                   0              84000                        AA             N               678       /  /             RIVERSIDE                                           65       CA             92504
      1008465010                   0                  0                        AA             N               715       /  /             CHINO HILLS                                         71       CA             91709
      1008868727                   0              84000                        AA             N               585       /  /             HUNTINGTON BEACH                                    59       CA             92646
      1009029053                   0              84000                        AA             N               646       /  /             LAKE HAVASU CITY                                    15       AZ             86406
      1008408911                   0                  0                        A+             N               592       /  /             SHARON                                              21       MA              2067
      1008919030                   0                  0                        AA             N               616       /  /             LAS VEGAS                                            3       NV             89130
      1009061007                   0                  0                        AA             N               579       /  /             CHANTILLY                                          107       VA             20152
      1009010633                   0                  0                        AA             N               582       /  /             COON RAPIDS                                          3       MN             55448
      1008641035                   0                  0                        AA             N               690       /  /             PICO RIVERA                                         37       CA             90660
      1008586620                   0                  0                        AA             N               533       /  /             PLANTION                                            11       FL             33322
      1008896386                   0                  0                        B              N               640       /  /             MORENO VALLEY                                       65       CA             92557
      1009018216                   0              85000                        AA             N               683       /  /             LYNN                                                 9       MA              1904
      1008410445                   0                  0                        A+             N               606       /  /             TOWN OF WARREN                                       5       CT              6777
      1008917657                   0                  0                        AA             N               639       /  /             WASHINGTON                                           1       DC             20020
      1008315744                   0                  0                        AA             N               635       /  /             APOPKA                                              95       FL             32712
      1008634301                   0                  0                        C-             N               550       /  /             ROCHESTER                                          125       MI             48306
      1009029044                   0              85800                        AA             N               657       /  /             STOCKTON                                            77       CA             95206
      1008759649                   0              86000                        AA             N               689       /  /             RIVERSIDE                                           65       CA             92507
      1008611102                   0              86000                        AAA            N               661       /  /             KISSIMMEE                                           97       FL             34744
      1008209155                   0                  0                        AA             N               703       /  /             WAIALUA                                              3       HI             96791
      1008565812                   0              86000                        AA             N               627       /  /             HINCKLEY                                           115       MN             55037
      1008946395                   0                  0                        A+             N               541       /  /             SWEDESBORO                                          15       NJ              8085
      1008984708                   0                  0                        AAA            N               642       /  /             LOS BANOS                                           47       CA             93635
      1008858532                   0                  0                        AA             N               660       /  /             REDWOOD VALLEY                                      45       CA             95470
      1008699571                   0                  0                        A+             N               547       /  /             PARAMOUNT                                           37       CA             90723
      1008872302                   0                  0                        B              N               625       /  /             BAYSHORE                                           103       NY             11717
      1009102240                   0                  0                        AA             N               619       /  /             PASO ROBLES                                         79       CA             93446
      1008840720                   0              87200                        AA             N               628       /  /             SPRING VALLEY                                       73       CA             91977
      1008958336                   0                  0                        AA             N               614       /  /             LEHIGH ACRES                                        71       FL             33971
      1008429998                   0                  0                        AA             N               544       /  /             VAN NUYS AREA                                       37       CA             91406
      1008820172                   0                  0                        AA             N               616       /  /             RUTHER GLEN                                         33       VA             22546
      1008816597                   0                  0                        AA             N               584       /  /             HAWTHORNE                                           37       CA             90250
      1008940667                   0                  0                        A+             N               544       /  /             FONTANA                                             71       CA             92336
      1008651773                   0                  0                        C              N               683       /  /             SALINAS                                             53       CA             93906
      1008911555                   0                  0                        AAA            N               687       /  /             LOS ANGELES                                         37       CA             90002
      1008154356                   0                  0                        AA             N               675       /  /             MALDEN                                              17       MA              2148
      1008598564                   0              87980                        AA             N               681       /  /             SAN RAMON                                           13       CA             94583
      1008342858                   0                  0                        AA             N               696       /  /             FORT MYERS                                          71       FL             33913
      1008787315                   0                  0                        AA             N               651       /  /             HARRISON                                            17       NJ              7029
      1008273478                   0                  0                        AA             N               655       /  /             SCOTTSDALE                                          13       AZ             85260
      1008608447                   0                  0                        A+             N               671       /  /             HACKENSACK                                           3       NJ              7601
      1008921269                   0                  0                        AA             N               698       /  /             HUNTINGDON VALLEY                                   91       PA             19006
      1008725926                   0                  0                        AA             N               559       /  /             RENO                                                31       NV             89521
      1008583222                   0              89040                        AAA            N               700       /  /             BROOKLYN                                            47       NY             11236
      1009202677                   0                  0                        AA             N               704       /  /             WESTBURY                                            59       NY             11590
      1009033823                   0                  0                        AAA            N               647       /  /             GLEN MILLS                                          45       PA             19342
      1008985609                   0                  0                        AA             N               531       /  /             GARDENA                                             37       CA             90249
      1008985404                   0                  0                        AA             N               634       /  /             HOWELL                                              25       NJ              7731
      1008625375                   0                  0                        AA             N               566       /  /             BEAVERTON                                           67       OR             97008
      1008955240                   0                  0                        AA             N               598       /  /             BROOKLYN                                            47       NY             11221
      1009084180                   0                  0                        A+             N               535       /  /             RIVERSIDE                                           65       CA             92504
      1008888055                   0                  0                        A+             N               587       /  /             STOCKTON                                            77       CA             95206
      1008745851                   0                  0                        A-             N               600       /  /             WEST HEMPSTEAD                                      59       NY             11552
      1008713350                   0              90000                        AAA            N               681       /  /             LOS ANGELES                                         37       CA             90047
      1008831927                   0                  0                        A+             N               559       /  /             CUMMING                                            117       GA             30040
      1009058191                   0                  0                        C              N               525       /  /             SANTEE                                              73       CA             92071
      1006835918                   0                  0                        AA             N               675       /  /             HOLLYWOOD                                           11       FL             33021
      1008891354                   0                  0                        AA             N               670       /  /             OCALA                                               83       FL             34471
      1008612593                   0              90537                        AA             N               589       /  /             VISALIA                                            107       CA             93291
      1008849909                   0                  0                        B              N               547       /  /             WASHINGTON                                           1       DC             20002
      1008092404                   0                  0                        AAA            N               658       /  /             PALMDALE                                            37       CA             93552
      1008815696                   0              91000                        AAA            N               774       /  /             SAN DIEGO                                           73       CA             92114
      1008802726                   0              91000                        AAA            N               666       /  /             WESTBURY                                            59       NY             11590
      1008989268                   0                  0                        C-             N               593       /  /             ONTARIO                                             71       CA             91764
      1008907926                   0                  0                        AA             N               514       /  /             SAN PABLO                                           13       CA             94806
      1008040540                   0                  0                        AA             N               639       /  /             HESPERIA                                            71       CA             92344
      1008940373                   0                  0                        AA             N               504       /  /             SIERRA MADRE                                        37       CA             91024
      1007910889                   0                  0                        AA             N               621       /  /             LONG BEACH                                          59       NY             11561
      1008834924                   0                  0                        AAA            N               732       /  /             BRONX                                                5       NY             10469
      1008742079                   0                  0                        A+             N               528       /  /             HESPERIA                                            71       CA             92345
      1009005051                   0              92000                        AA             N               704       /  /             CITRUS HEIGHTS                                      67       CA             95610
      1008904634                   0                  0                        A+             N               724       /  /             RIALTO                                              71       CA             92376
      1007961146                   0                  0                        AA             N               719       /  /             LAKE ELSINORE                                       65       CA             92530
      1009035279                   0                  0                        AA             N               570       /  /             ROYERSFORD                                          91       PA             19468
      1008694362                   0              65250                        AAA            N               692       /  /             ONTARIO                                             71       CA             91762
      1008665429                   0                  0                        AA             N               686       /  /             CATHEDRAL CITY                                      65       CA             92234
      1008861966                   0              92600                        AA             N               609       /  /             VIENNA                                              59       VA             22180
      1009031852                   0                  0                        AA             N               656       /  /             MANTECA                                             77       CA             95336
      1008864516                   0                  0                        A+             N               584       /  /             DENVILLE                                            27       NJ              7834
      1008930810                   0              92856                        AA             N               617       /  /             STATEN ISLAND                                       85       NY             10314
      1008185064                   0              93000                        AAA            N               644       /  /             OZONE PARK                                          81       NY             11417
      1008868442                   0                  0                        B              N               506       /  /             MURRIETA                                            65       CA             92562
      1009118153                   0              93000                        AA             N               636       /  /             VIRGINIA CITY                                       31       NV             89521
      1008910672                   0                  0                        AA             N               587       /  /             FAYETTEVILLE                                       113       GA             30214
      1008844897                   0                  0                        C              N               522       /  /             LAS VEGAS                                            3       NV             89123
      1008816203                   0                  0                        A+             N               641       /  /             CORONA                                              65       CA             92881
      1009007200                   0              94000                        AA             N               636       /  /             MIAMI                                               86       FL             33155
      1008854359                   0                  0                        AA             N               583       /  /             MORENO VALLEY                                       65       CA             92557
      1008142501                   0                  0                        AAA            N               675       /  /             AREA OF PALMDALE                                    37       CA             93551
      1008831286                   0                  0                        AA             N               739       /  /             MONTEREY PARK                                       37       CA             91754
      1008806624                   0              94500                        AAA            N               683       /  /             LONG BEACH                                          37       CA             90805
      1008945911                   0                  0                        AA             N               591       /  /             MODESTO                                             99       CA             95351
      1008664867                   0                  0                        AA             N               525       /  /             WEST COVINA                                         37       CA             91791
      1008900594                   0                  0                        AA             N               584       /  /             COMPTON                                             37       CA             90220
      1008951681                   0                  0                        AA             N               600       /  /             ONTARIO                                             71       CA             91762
      1008695851                   0              94800                        AA             N               631       /  /             RIVERSIDE                                           65       CA             92509
      1008577550                   0              95000                        AA             N               632       /  /             GATLINBURG                                         155       TN             37738
      1008852618                   0                  0                        AA             N               686       /  /             LOS ANGELES                                         37       CA             90037
      1008863107                   0                  0                        AAA            N               752       /  /             BRONX                                                5       NY             10473
      1008693210                   0                  0                        A+             N               658       /  /             DEER PARK                                          103       NY             11729
      1008956150                   0                  0                        AA             N               637       /  /             BROOKLYN                                            47       NY             11222
      1007703005                   0                  0                        A+             N               616       /  /             ROSEDALE                                            81       NY             11422
      1007952860                   0                  0                        A-             N               612       /  /             LOS ANGELES                                         37       CA             90008
      1008339292                   0                  0                        C              N               649       /  /             LOS ANGELES                                         37       CA             90037
      1008234270                   0                  0                        AA             N               596       /  /             EL MONTE                                            37       CA             91731
      1008694380                   0                  0                        AA             N               597       /  /             TEMECULA                                            65       CA             92592
      1008990835                   0                  0                        AA             N               518       /  /             MONTCLAIR                                           71       CA             91763
      1008781188                   0                  0                        B              N               584       /  /             LANCASTER                                           37       CA             93536
      1008938983                   0                  0                        AA             N               647       /  /             BRONX                                                5       NY             10469
      1008964123                   0                  0                        A-             N               634       /  /             LOMPOC                                              83       CA             93436
      1008155284                   0              96000                        AAA            N               758       /  /             JERSEY CITY                                         17       NJ              7305
      1008778414                   0                  0                        AA             N               613       /  /             BROOKLYN                                            47       NY             11236
      1008817630                   0                  0                        AA             N               623       /  /             NORWALK                                             37       CA             90650
      1008708375                   0                  0                        AAA            N               768       /  /             LANCASTER                                           37       CA             93536
      1008870037                   0                  0                        AA             N               568       /  /             SUDBURY                                             17       MA              1776
      1008181031                   0              30000                        A+             N               570       /  /             DALLAS                                             113       TX             75209
      1008984334                   0                  0                        AA             N               600       /  /             LOS ANGELES                                         37       CA             90011
      1008364487                   0                  0                        AA             N               778       /  /             ACTON AREA                                          37       CA             93510
      1009177473                   0              97000                        AAA            N               711       /  /             UNIONDALE                                           59       NY             11553
      1008843969                   0              97000                        AA             N               647       /  /             FAIRFIELD                                           95       CA             94534
      1008192074                   0                  0                        AA             N               684       /  /             MINNEAPOLIS                                         53       MN             55417
      1008011288                   0                  0                        A+             N               536       /  /             HOLLYWOOD                                           11       FL             33029
      1008791881                   0                  0                        AA             N               579       /  /             RICHMOND                                            13       CA             94804
      1008880071                   0                  0                        AA             N               646       /  /             ORANGE                                              59       CA             92869
      1008761262                   0              97600                        AA             N               738       /  /             CLINTON                                             33       MD             20735
      1008819852                   0              69000                        AAA            N               645       /  /             LAKE GROVE                                         103       NY             11755
      1008911859                   0              98000                        AAA            N               674       /  /             CONCORD                                             13       CA             94520
      1009092714                   0              98000                        AA             N               569       /  /             DANA POINT                                          59       CA             92629
      1008878477                   0                  0                        A+             N               561       /  /             MORENO VALLEY                                       65       CA             92551
      1007747655                   0                  0                        AA             N               642       /  /             PALMDALE                                            37       CA             93551
      1008393204                   0                  0                        AAA            N               688       /  /             BELL GARDENS                                        37       CA             90201
      1009030318                   0                  0                        AA             N               677       /  /             OAKLAND                                              1       CA             94605
      1008733481                   0                  0                        AA             N               571       /  /             BRADENTON                                           81       FL             34203
      1009009299                   0                  0                        AA             N               518       /  /             BAYSHORE                                           103       NY             11706
      1008858603                   0                  0                        A-             N               562       /  /             MERIDIAN                                             1       ID             83642
      1008804056                   0                  0                        A+             N               631       /  /             VACAVILLE                                           95       CA             95688
      1008869904                   0                  0                        A-             N               549       /  /             SANTA CRUZ                                          87       CA             95060
      1008885995                   0                  0                        B              N               554       /  /             HUDSON                                              11       NH              3051
      1008652772                   0              99200                        AA             N               742       /  /             CUDAHY                                              37       CA             90201
      1008679067                   0                  0                        B              N               514       /  /             MARCUS HOOK                                         45       PA             19061
      1008777102                   0                  0                        AA             N               572       /  /             FAIRFIELD                                           95       CA             94533
      1007676623                   0              99400                        AA             N               691       /  /             AVENTURA                                            86       FL             33180
      1008606500                   0                  0                        AA             N               708       /  /             BROOKLYN                                            47       NY             11236
      1008898749                   0                  0                        AA             N               597       /  /             ATASCADERO                                          79       CA             93422
      1008641482                   0                  0                        AAA            N               687       /  /             LITTLEROCK                                          37       CA             93543
      1007320115                   0                  0                        AA             N               588       /  /             NEW MILFORD                                          3       NJ              7646
      1008179464                   0              99860                        AA             N               649       /  /             WESTON                                              11       FL             33326
      1008868424                   0                  0                        AA             N               707       /  /             GILROY                                              85       CA             95020
      1008860887                   0                  0                        AA             N               622       /  /             SAN JOSE                                            85       CA             95135
      1008802780                   0             100000                        AAA            N               641       /  /             LAKE ELSINORE                                       65       CA             92530
      1008625758                   0                  0                        AA             N               605       /  /             FREDERICK                                           21       MD             21703
      1009088408                   0             100000                        AA             N               673       /  /             SPRINGFIELD                                         59       VA             22150
      1008810664                   0                  0                        C              N               513       /  /             SAN DIEGO                                           73       CA             92139
      1008916694                   0             100000                        AAA            N               691       /  /             HACKENSACK                                           3       NJ              7601
      1008318251                   0                  0                        AAA            N               762       /  /             COMPTON                                             37       CA             90221
      1008988438                   0                  0                        AA             N               605       /  /             ELIZABETH                                           39       NJ              7201
      1008916827                   0                  0                        AA             N               563       /  /             LOS ANGELES                                         37       CA             91331
      1009087052                   0             100540                        AAA            N               685       /  /             SAN DIEGO                                           73       CA             92103
      1008874391                   0                  0                        AA             N               663       /  /             COMPTON                                             37       CA             90220
      1009084340                   0                  0                        AA             N               617       /  /             LOS ANGELES                                         37       CA             90065
      1007150717                   0             100934                        AA             N               684       /  /             LAS VEGAS                                            3       NV             89148
      1008079214                   0                  0                        A+             N               560       /  /             BURLINGTON                                          17       MA              1803
      1008818746                   0                  0                        B              N               562       /  /             PALMDALE                                            37       CA             93552
      1008869619                   0             101000                        AAA            N               658       /  /             WHITTIER                                            37       CA             90601
      1007890570                   0                  0                        AA             N               604       /  /             TUCSON                                              19       AZ             85749
      1008808043                   0                  0                        AA             N               633       /  /             RESTON                                              59       VA             20190
      1008122300                   0                  0                        AA             N               668       /  /             COPIAGUE                                           103       NY             11726
      1008969814                   0                  0                        AA             N               592       /  /             GOTHA                                               95       FL             34734
      1008661263                   0                  0                        A-             N               654       /  /             ANNAPOLIS                                            3       MD             21409
      1008961590                   0                  0                        B              N               563       /  /             BEVERLY                                              9       MA              1915
      1008952270                   0                  0                        AA             N               553       /  /             CORONA                                              65       CA             92883
      1008473966                   0             102000                        AA             N               629       /  /             CONCORD                                             13       CA             94520
      1008703539                   0             102000                        AA             N               650       /  /             MIRA LOMA                                           65       CA             91752
      1008929662                   0                  0                        AA             N               639       /  /             RIALTO                                              71       CA             92376
      1008808533                   0                  0                        AA             N               638       /  /             MOORPARK                                           111       CA             93021
      1007558154                   0                  0                        AA             N               718       /  /             PITTSBURG                                           13       CA             94565
      1008080131                   0                  0                        AA             N               542       /  /             AQUEBOGUE                                          103       NY             11931
      1008869753                   0                  0                        AA             N               586       /  /             CORONA                                              65       CA             92883
      1009010330                   0                  0                        AA             N               593       /  /             MESA                                                13       AZ             85213
      1008897937                   0                  0                        AA             N               616       /  /             LOS ANGELES                                         37       CA             90037
      1008602050                   0                  0                        AA             N               534       /  /             OAKLAND                                              1       CA             94605
      1009042715                   0             104000                        AAA            N               655       /  /             FULLERTON                                           59       CA             92833
      1008650202                   0                  0                        AA             N               624       /  /             NAMPA                                               27       ID             83687
      1008813769                   0             104200                        AA             N               621       /  /             SUN VALLEY                                          37       CA             91352
      1008926816                   0                  0                        AA             N               567       /  /             RIALTO                                              71       CA             92377
      1008937010                   0                  0                        AA             N               598       /  /             GARDEN GROVE                                        59       CA             92840
      1008908596                   0                  0                        AAA            N               755       /  /             ARLINGTON                                           17       MA              2474
      1008816711                   0                  0                        A+             N               562       /  /             ANNANDALE                                           59       VA             22003
      1008517688                   0                  0                        AA             N               682       /  /             RODEO                                               13       CA             94572
      1008993182                   0                  0                        A-             N               565       /  /             SANTEE                                              73       CA             92071
      1008276055                   0                  0                        AA             N               681       /  /             WAILUKU                                              9       HI             96793
      1008532304                   0                  0                        B              N               598       /  /             MURRIETA                                            65       CA             92562
      1008838804                   0             105000                        AAA            N               684       /  /             WINDSOR                                             97       CA             95492
      1009131192                   0             105000                        AAA            N               737       /  /             FALLS CHURCH                                        59       VA             22042
      1008653557                   0                  0                        AA             N               534       /  /             OAKLAND                                              1       CA             94603
      1008979206                   0                  0                        AA             N               560       /  /             LOS ANGELES                                         37       CA             90043
      1008974746                   0                  0                        A+             N               638       /  /             GARDEN GROVE                                        59       CA             92841
      1007051021                   0                  0                        AA             N               597       /  /             LA VERNE                                            37       CA             91750
      1009068643                   0              79500                        AAA            N               744       /  /             FAIRFIELD                                           95       CA             94533
      1008798713                   0             106000                        AAA            N               688       /  /             BALDWIN                                             59       NY             11510
      1008342420                   0                  0                        A-             N               603       /  /             RIVERSIDE                                           65       CA             92501
      1008914160                   0                  0                        A+             N               607       /  /             FILLMORE                                           111       CA             93015
      1008960458                   0                  0                        C              N               577       /  /             SAN JOSE                                            85       CA             95125
      1007322792                   0                  0                        AA             N               622       /  /             LAYTONVILLE                                         45       CA             95454
      1008738217                   0                  0                        A-             N               547       /  /             PRIOR LAKE                                         139       MN             55372
      1008966684                   0                  0                        AA             N               603       /  /             MENIFEE                                             65       CA             92584
      1008341065                   0                  0                        AA             N               689       /  /             LA MESA                                             73       CA             91941
      1008923025                   0             107000                        AA             N               620       /  /             VILLAGE OF PALMETTO BAY                             86       FL             33157
      1009078419                   0                  0                        A+             N               597       /  /             BURLINGTON                                           5       NJ              8016
      1008868102                   0                  0                        A+             N               540       /  /             BELLEVUE                                            33       WA             98008
      1008988063                   0             108000                        AAA            N               694       /  /             ROSEVILLE                                           61       CA             95678
      1008875229                   0             108000                        AA             N               685       /  /             PACOIMA                                             37       CA             91402
      1008870199                   0                  0                        AA             N               665       /  /             SANTA MARIA                                         83       CA             93455
      1008957042                   0                  0                        AAA            N               733       /  /             JAMAICA                                             81       NY             11434
      1008880785                   0                  0                        AA             N               625       /  /             STERLING                                           107       VA             20164
      1008857267                   0                  0                        AA             N               594       /  /             RIVERSIDE                                           65       CA             92509
      1008924319                   0             109000                        AA             N               665       /  /             LAKE ELSINORE                                       65       CA             92532
      1008796528                   0                  0                        AA             N               572       /  /             WANTAGH                                             59       NY             11793
      1008818121                   0                  0                        AA             N               599       /  /             POMONA                                              37       CA             91767
      1008738128                   0                  0                        AA             N               662       /  /             EL  MONTE                                           37       CA             91732
      1008930188                   0                  0                        AA             N               648       /  /             BOSTON                                              25       MA              2124
      1008944805                   0                  0                        AAA            N               779       /  /             REDLANDS                                            71       CA             92373
      1008395514                   0             110000                        AAA            N               709       /  /             LOS ANGELES                                         37       CA             91345
      1008490420                   0             110000                        AA             N               687       /  /             HEALDSBURG                                          97       CA             95448
      1008638450                   0                  0                        AAA            N               785       /  /             ISLAND HEIGHTS                                      29       NJ              8732
      1008938395                   0             110000                        AAA            N               667       /  /             CORONA                                              65       CA             92882
      1009096612                   0                  0                        AA             N               650       /  /             WHITTIER                                            37       CA             90604
      1008098550                   0                  0                        AAA            N               689       /  /             LAS VEGAS                                            3       NV             89108
      1008875158                   0                  0                        A+             N               629       /  /             COLLEGE PARK                                        33       MD             20740
      1008651309                   0                  0                        AA             N               524       /  /             SUN VALLEY                                          37       CA             91352
      1008622494                   0             111000                        AAA            N               704       /  /             CHULA VISTA                                         73       CA             91911
      1008837832                   0             111000                        AA             N               704       /  /             LOS ANGELES                                         37       CA             90061
      1008863802                   0             111000                        AA             N               727       /  /             BROOKLYN                                            47       NY             11208
      1008770430                   0                  0                        AA             N               692       /  /             BROOKLYN                                            47       NY             11221
      1008626374                   0                  0                        AA             N               610       /  /             CATHEDRAL CITY                                      65       CA             92234
      1008852379                   0                  0                        AA             N               623       /  /             NEW EGYPT                                           29       NJ              8533
      1008877450                   0             112000                        AAA            N               704       /  /             PROVO                                               49       UT             84606
      1008909425                   0                  0                        AA             N               667       /  /             MIAMI                                               86       FL             33185
      1009070015                   0                  0                        AA             N               651       /  /             EUGENE                                              39       OR             97402
      1009111203                   0                  0                        AA             N               598       /  /             STREET                                              25       MD             21154
      1008570307                   0                  0                        AA             N               696       /  /             ANTIOCH                                             13       CA             94509
      1008595317                   0                  0                        AA             N               538       /  /             SANTA ROSA                                          97       CA             95407
      1008899052                   0             113600                        AAA            N               690       /  /             PASO ROBLES                                         79       CA             93446
      1009013006                   0                  0                        AAA            N               711       /  /             UPLAND                                              71       CA             91784
      1008924257                   0                  0                        B              N               583       /  /             MIAMI                                               86       FL             33138
      1008543043                   0             113980                        AA             N               740       /  /             LOS ANGELES                                         37       CA             91405
      1007909016                   0                  0                        AA             N               704       /  /             HOUSTON                                            201       TX             77082
      1008990755                   0                  0                        A+             N               604       /  /             BALTIMORE                                          510       MD             21201
      1009128570                   0                  0                        AA             N               681       /  /             ST ALBANS                                           81       NY             11434
      1009062925                   0             115000                        AAA            N               721       /  /             ELIZABETH                                           39       NJ              7206
      1008873640                   0                  0                        AA             N               689       /  /             VALLEY STREAM                                       59       NY             11581
      1008999159                   0             115000                        AAA            N               652       /  /             BOCA RATON                                          99       FL             33428
      1009054596                   0                  0                        AA             N               605       /  /             FONTANA                                             71       CA             92336
      1008539361                   0                  0                        AAA            N               701       /  /             LONG BEACH                                          37       CA             90805
      1008969119                   0             115600                        AA             N               739       /  /             FREMONT                                              1       CA             94555
      1008987251                   0                  0                        A+             N               528       /  /             ORO VALLEY                                          19       AZ             85755
      1008918585                   0                  0                        C              N               664       /  /             QUARTZ HILL                                         37       CA             93536
      1008952341                   0             116000                        AA             N               716       /  /             SANTA ANA                                           59       CA             92704
      1008723447                   0             116000                        AA             N               622       /  /             CORONA                                              65       CA             92881
      1008852235                   0                  0                        AA             N               554       /  /             BROOKLYN                                            47       NY             11233
      1006236263                   0                  0                        AA             N               666       /  /             MIAMI                                               86       FL             33145
      1009153088                   0             117000                        AAA            N               649       /  /             EAST ELMHURST                                       81       NY             11369
      1008882300                   0             117000                        AAA            N               686       /  /             HENDERSON                                            3       NV             89012
      1009079490                   0             117600                        AAA            N               647       /  /             MCDONOUGH                                          151       GA             30253
      1008939508                   0              52400                        AA             N               738       /  /             FALLS CHURCH                                       610       VA             22046
      1008837066                   0             118000                        AA             N               639       /  /             NORTH HILLS                                         37       CA             91343
      1008909915                   0             118000                        AAA            N               675       /  /             FONTANA                                             71       CA             92336
      1008950138                   0                  0                        AA             N               755       /  /             WALDORF                                             17       MD             20603
      1008978715                   0             119000                        AAA            N               738       /  /             LOS ANGELES                                         37       CA             90025
      1009151696                   0             119000                        AAA            N               677       /  /             CORONA                                              65       CA             92880
      1009034421                   0                  0                        A+             N               591       /  /             FREDERICKSBURG                                     179       VA             22406
      1008601596                   0                  0                        AA             N               593       /  /             PALMDALE                                            37       CA             93551
      1008937591                   0             119980                        AAA            N               722       /  /             HENDERSON                                            3       NV             89014
      1008987279                   0             120000                        AAA            N               749       /  /             SANTA ROSA                                          97       CA             95407
      1009015059                   0                  0                        AA             N               621       /  /             LOS ANGELES                                         37       CA             90043
      1009038445                   0             120100                        AAA            N               677       /  /             LOS ANGELES                                         37       CA             91343
      1009012784                   0                  0                        A+             N               617       /  /             PLACENTIA                                           59       CA             92870
      1008096918                   0                  0                        AA             N               681       /  /             MAHOPAC                                             79       NY             10541
      1008882890                   0             120600                        AAA            N               760       /  /             SANTA ANA                                           59       CA             92704
      1008960047                   0                  0                        AA             N               688       /  /             OXNARD                                             111       CA             93033
      1008985342                   0                  0                        AA             N               620       /  /             CORONA                                              81       NY             11368
      1008338355                   0                  0                        A-             N               642       /  /             SUN VALLEY                                          37       CA             91352
      1008751718                   0                  0                        A+             N               584       /  /             LITTLEROCK                                          37       CA             93543
      1008916373                   0             121693                        AAA            N               658       /  /             HOUSTON                                            201       TX             77002
      1007299309                   0                  0                        A+             N               505       /  /             ESCONDIDO                                           73       CA             92026
      1008836487                   0             122000                        AAA            N               733       /  /             NEWARK                                               1       CA             94560
      1008806349                   0             122000                        AAA            N               722       /  /             EL CAJON                                            73       CA             92021
      1009023273                   0                  0                        AA             N               585       /  /             WHITTIER                                            37       CA             90604
      1008485169                   0                  0                        AA             N               738       /  /             LITCHFIELD PARK                                     13       AZ             85340
      1008969887                   0                  0                        AA             N               637       /  /             LOS ANGELES                                         37       CA             90003
      1008986911                   0                  0                        AA             N               610       /  /             UPLAND                                              71       CA             91786
      1009075564                   0                  0                        A+             N               605       /  /             MIAMI BEACH                                         86       FL             33140
      1008618043                   0                  0                        AA             N               644       /  /             JAMAICA                                             81       NY             11432
      1008872810                   0                  0                        AA             N               705       /  /             HUNTINGTON STATION                                 103       NY             11746
      1008517054                   0                  0                        AA             N               650       /  /             LONG BEACH                                          37       CA             90806
      1009055023                   0             123800                        AAA            N               753       /  /             SALINAS                                             53       CA             93905
      1008906062                   0                  0                        A+             N               602       /  /             CORONA                                              65       CA             92882
      1008568472                   0                  0                        AAA            N               648       /  /             THOUSAND OAKS                                      111       CA             91320
      1007619384                   0                  0                        AA             N               576       /  /             EL CAJON                                            73       CA             92019
      1008044831                   0                  0                        AA             N               726       /  /             RIDGEWOOD                                           81       NY             11385
      1008843692                   0                  0                        A-             N               522       /  /             HACIENDA HEIGHTS                                    37       CA             91745
      1008791113                   0                  0                        B              N               538       /  /             ANAHEIM                                             59       CA             92807
      1008637503                   0                  0                        AA             N               650       /  /             LOS ANGELES                                         37       CA             91342
      1008992851                   0                  0                        A+             N               519       /  /             LOS ANGELES                                         37       CA             90019
      1009039756                   0                  0                        A+             N               621       /  /             PITTSBURG                                           13       CA             94565
      1008885566                   0              28000                        AA             N               614       /  /             LA HABRA                                            59       CA             90631
      1008691329                   0                  0                        AAA            N               651       /  /             CYPRESS                                             59       CA             90630
      1008904153                   0                  0                        AAA            N               709       /  /             HAYWARD                                              1       CA             94544
      1008599144                   0                  0                        A+             N               580       /  /             SOUTH GATE                                          37       CA             90280
      1008876576                   0             127400                        AAA            N               671       /  /             WILDWOOD CREST                                       9       NJ              8260
      1008704495                   0                  0                        AA             N               603       /  /             PACOIMA                                             37       CA             91331
      1008798900                   0                  0                        AA             N               604       /  /             BURBANK                                             37       CA             91505
      1008196677                   0                  0                        C              N               650       /  /             TINTON FALLS                                        25       NJ              7724
      1007971714                   0             128000                        AA             N               684       /  /             SAN LEANDRO                                          1       CA             94579
      1008905027                   0                  0                        AA             N               547       /  /             SANTA ANA                                           59       CA             92707
      1008129063                   0                  0                        A+             N               609       /  /             LONG BEACH                                          37       CA             90806
      1008464039                   0                  0                        AAA            N               693       /  /             SALINAS                                             53       CA             93906
      1008561969                   0              65000                        AA             N               681       /  /             SANTA ANA                                           59       CA             92707
      1008976003                   0             130000                        AAA            N               686       /  /             LOS ANGELES                                         37       CA             91606
      1008930044                   0                  0                        AA             N               650       /  /             HICKSVILLE                                          59       NY             11801
      1008492856                   0                  0                        AA             N               630       /  /             BROOKLYN                                            47       NY             11208
      1009046329                   0                  0                        AAA            N               675       /  /             TOMS RIVER                                          29       NJ              8755
      1008416243                   0             133000                        AAA            N               737       /  /             BURBANK                                             37       CA             91504
      1009098326                   0             133000                        AA             N               635       /  /             REDWOOD CITY                                        81       CA             94063
      1008993761                   0                  0                        AA             N               646       /  /             RUMSON                                              25       NJ              7760
      1008833845                   0                  0                        AA             N               637       /  /             BOWIE                                               33       MD             20720
      1008777683                   0                  0                        AA             N               578       /  /             RANCHO CUCAMONGA                                    71       CA             91701
      1008344874                   0                  0                        AAA            N               734       /  /             ALTADENA                                            37       CA             91001
      1008959567                   0             135000                        AAA            N               640       /  /             SAN PEDRO                                           37       CA             90731
      1007729443                   0                  0                        AAA            N               647       /  /             SAN MATEO                                           81       CA             94401
      1008991923                   0             136000                        AAA            N               672       /  /             ANTIOCH                                             13       CA             94509
      1008878994                   0                  0                        AA             N               668       /  /             GARDEN GROVE                                        59       CA             92843
      1008943281                   0             136400                        AAA            N               715       /  /             SAN JOSE                                            85       CA             95117
      1008652040                   0             136800                        AAA            N               728       /  /             PACIFICA                                            81       CA             94044
      1008879813                   0             137000                        AAA            N               640       /  /             SOUTH PASADENA                                      37       CA             91030
      1008754261                   0             110000                        AA             N               549       /  /             SANTA ROSA                                          97       CA             95403
      1008807357                   0                  0                        AA             N               558       /  /             KAILUA                                               3       HI             96734
      1008775872                   0                  0                        AA             N               568       /  /             LOS ANGELES                                         37       CA             90026
      1008613280                   0                  0                        AA             N               679       /  /             ALTADENA                                            37       CA             91001
      1008735853                   0                  0                        AA             N               531       /  /             LOS ANGELES                                         37       CA             90041
      1008871447                   0                  0                        AA             N               643       /  /             BROOKLYN                                            47       NY             11221
      1009058510                   0                  0                        A+             N               564       /  /             SAN LORENZO                                          1       CA             94580
      1008993306                   0                  0                        AA             N               619       /  /             SAN LEANDRO                                          1       CA             94579
      1008706750                   0                  0                        AA             N               576       /  /             ANAHEIM                                             59       CA             92802
      1008621869                   0             141600                        AA             N               625       /  /             MILILANI                                             3       HI             96789
      1008903911                   0                  0                        AAA            N               726       /  /             FAIRFIELD                                           95       CA             94533
      1008612192                   0             143000                        AAA            N               706       /  /             RICHMOND HILL                                       81       NY             11418
      1008843665                   0             143000                        AAA            N               641       /  /             SAN LEANDRO                                          1       CA             94577
      1008774105                   0                  0                        AA             N               677       /  /             LONG BEACH                                          37       CA             90802
      1008966345                   0             145000                        AA             N               667       /  /             SAN DIEGO                                           73       CA             92108
      1008273959                   0                  0                        A-             N               670       /  /             VISTA                                               73       CA             92084
      1008277296                   0                  0                        B              N               614       /  /             LAS VEGAS                                            3       NV             89129
      1008985262                   0             146000                        AAA            N               671       /  /             LA HABRA HEIGHTS                                    59       CA             90631
      1008863928                   0                  0                        AA             N               555       /  /             STONEHAM                                            17       MA              2180
      1008891425                   0             147000                        AA             N               634       /  /             SMITHTOWN                                          103       NY             11787
      1009084670                   0                  0                        A-             N               574       /  /             PEORIA                                              13       AZ             85383
      1008283840                   0                  0                        AA             N               774       /  /             OCEANSIDE                                           73       CA             92054
      1008881098                   0                  0                        AA             N               584       /  /             STATEN ISLAND                                       85       NY             10306
      1008964258                   0                  0                        A+             N               562       /  /             LOS ANGELES                                         37       CA             91311
      1008879564                   0                  0                        AA             N               612       /  /             ANTIOCH                                             13       CA             94531
      1008582768                   0                  0                        AAA            N               739       /  /             NORTH BERGEN                                        17       NJ              7047
      1008448343                   0             150000                        AA             N               729       /  /             GARDEN GROVE                                        59       CA             92840
      1008882462                   0             140000                        AA             N               615       /  /             ROSEMOUNT                                           37       MN             55068
      1008495826                   0                  0                        AAA            N               674       /  /             RICHBORO                                            17       PA             18954
      1008939036                   0           151264.8                        AAA            N               662       /  /             SAN DIEGO                                           73       CA             92126
      1008966620                   0             152000                        AA             N               668       /  /             MURRIETA                                            65       CA             92563
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     LOANID              PROPTYPE          UNITS         LEASEHOLD        RELOFLAG          BUYDOWN                OWNOCC                   LOANPURP             CASHOUTAMT             ORIGBAL             CURRBAL              RATE
     ------              --------          -----         ---------        --------          -------                ------                   --------             ----------             -------             -------              ----
      1008835941       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                76500              76483.9            9.05
      1008686932       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                68000             67925.42               9
      1008747136       SINGFAM                  1                                                            INVESTOR                  PURCH                                0                76500             76462.96           9.575
      1008848241       SINGFAM                  1                                                            INVESTOR                  PURCH                                0                72250             72210.02           8.938
      1008730689       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                68400             68360.03           8.675
      1008359313       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                68800             68759.17             8.6
      1008612325       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                68800             68764.81           9.315
      1008610782       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                69400             69358.17           8.525
      1008698073       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                55000             54990.18             9.6
      1008948035       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                78300             78051.88             8.8
      1008388862       DPUD                     1                                                            PRIMARY                   PURCH                                0               103246            103140.21           9.325
      1007323737       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               139500            139413.29            10.1
      1008859559       CONDO                    1                                                            PRIMARY                   PURCH                                0                69600             69582.63           8.475
      1008032504       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               104000            103823.77           8.875
      1008069877       CONDO                    1                                                            SECONDHOME                PURCH                                0               124000            123873.78            7.35
      1008893290       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               112000             111938.5           8.975
      1008775907       2FAM                     2                                                            INVESTOR                  PURCH                                0               135000               134835           8.475
      1008402472       DPUD                     1                                                            PRIMARY                   PURCH                                0                32319             32289.04             9.8
      1008606822       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               132000            131924.05            8.75
      1008547236       PUD                      1                                                            PRIMARY                   PURCH                                0                33900             33842.43           12.45
      1009021006       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               138400            138370.21           8.975
      1008687147       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                34600             34582.77           12.65
      1007156114       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                34800             34772.99            12.5
      1008537522       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                34000             33982.09            12.4
      1008640893       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               136000            135919.29             8.6
      1008429042       PUD                      1                                                            PRIMARY                   PURCH                                0                34000             33981.71            12.3
      1008210250       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                33920             33883.99            11.5
      1008008844       DPUD                     1                                                            PRIMARY                   PURCH                                0                34200             34160.89             9.1
      1008238418       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               154800            154509.37            9.05
      1008236367       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               145000            144936.42           8.925
      1008437989       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               137600            137387.84           7.325
      1008146124       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               137600            137430.95            8.45
      1008566820       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               146200            146046.23             9.2
      1008852690       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               137600            137512.25            8.25
      1007208540       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                34400             34360.47           12.05
      1008827576       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               137600             137550.8           7.225
      1007581672       DPUD                     1                                                            PRIMARY                   PURCH                                0                33980              33910.9             9.4
      1008680242       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               161405            161334.74            8.95
      1008225020       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                33980              33964.2           12.95
      1007997778       DPUD                     1                                                            PRIMARY                   PURCH                                0                33984             33956.12           12.25
      1008402935       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               117670            117499.98            7.65
      1008343303       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               132800            132727.46               9
      1008525376       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               118800            118725.77            8.35
      1009054836       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               133200            133122.97           8.725
      1008214390       DPUD                     1                                                            PRIMARY                   PURCH                                0                32268             32238.08             9.8
      1007901522       DPUD                     1                                                            PRIMARY                   PURCH                                0               137250            137086.51             8.6
      1007900462       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                30500             30476.05           12.45
      1008292055       DPUD                     1                                                            PRIMARY                   PURCH                                0                30443             30414.76             9.8
      1008178394       CONDO                    1                                                            PRIMARY                   REFIRT                               0               136500            136312.46             7.9
      1008584739       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                30600             30584.94            12.7
      1008089800       DPUD                     1                                                            PRIMARY                   PURCH                                0                30477             30434.43             9.8
      1008485365       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               143000            142916.43           8.675
      1008317555       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               123600               123600           8.675
      1008333680       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                65000             64935.12            9.45
      1008688663       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               123920               123920           8.588
      1008612726       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                30980             30951.27             9.8
      1008964579       SINGFAM                  1                                                            INVESTOR                  PURCH                                0               148500             148480.6          10.625
      1008643756       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               148500            148410.96            8.55
      1008678610       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               136000            135982.91           10.75
      1008722199       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               150450            150386.57          10.225
      1008853154       SINGFAM                  1                                                            SECONDHOME                PURCH                                0               132000            131971.49           8.963
      1008752085       DPUD                     1                                                            PRIMARY                   REFICASHOUT                          0               140250            140220.91             9.1
      1007595033       SINGFAM                  1                                                            SECONDHOME                PURCH                                0                33000             32957.11           11.55
      1008286856       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                32600             32560.36             8.5
      1008068921       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                32700             32690.36           12.05
      1008472716       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               104000            103927.89           11.15
      1008235527       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               104000             103926.6            7.75
      1008853671       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               112500            112359.65           9.575
      1009011936       DPUD                     1                                                            PRIMARY                   PURCH                                0               101343            101270.74             7.7
      1008792988       DPUD                     1                                                            PRIMARY                   REFIRT                               0               104000            103937.96           8.575
      1008772722       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                63000             62986.84           9.075
      1008837565       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               117000            116934.63            8.95
      1007743132       3FAM                     3                                                            PRIMARY                   PURCH                                0               123500            123442.67            10.1
      1007929940       CONDO                    1                                                            INVESTOR                  PURCH                                0                96720             96573.86           9.425
      1008580181       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               124450            124393.56           9.125
      1008691944       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                75600             75574.88            9.85
      1008450035       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                32400             32383.15           12.45
      1008987849       DPUD                     1                                                            INVESTOR                  PURCH                                0                82745             82709.54           10.15
      1008806740       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                70400             70352.28            7.95
      1008858480       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                70400             70350.55           7.775
      1008813830       SINGFAM                  1                                                            INVESTOR                  PURCH                                0                79650             79613.04           9.775
      1009055844       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                71040             70995.61            8.35
      1008382653       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0                80100             80023.35            9.65
      1008757945       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                71200             71166.24           9.675
      1008853074       2FAM                     2                                                            INVESTOR                  PURCH                                0                71920             71890.94          10.425
      1008579503       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72000             71919.38             8.9
      1008834461       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72000             71956.38             8.5
      1008900451       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                66200             66171.32            10.1
      1009017912       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72000             71983.55           8.775
      1008937797       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72000             71958.25           8.713
      1008610416       SINGFAM                  1                                                            INVESTOR                  REFIRT                               0                81000             80983.45            9.15
      1008845379       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                76500             76453.89           8.525
      1008671154       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                76500             76436.92           10.35
      1008552755       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                67500              67435.4            9.65
      1008401008       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72800             72723.41             9.2
      1008644559       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                86450             86417.58            9.45
      1009000421       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72800              72777.1           7.675
      1008315236       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                86450             86407.48             9.5
      1008687281       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                82620             82530.79           9.075
      1008828673       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                73520             73475.69           8.525
      1006579464       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                81900             81795.32            9.55
      1008706723       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                72000             71893.33           7.525
      1008197667       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                78200             78171.81           10.95
      1009008405       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               129600            129570.84           8.825
      1008724598       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               138550            138481.67           9.488
      1008623144       2FAM                     2                                                            INVESTOR                  PURCH                                0               123000            122927.74           7.925
      1008747029       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               108500            108396.16            9.65
      1008679717       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               124000            123850.76            8.55
      1008611665       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                31000             30977.74           10.99
      1008640919       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                31000              30986.2           13.15
      1008746315       SINGFAM                  1                                                            INVESTOR                  PURCH                                0               139500            139473.35           9.375
      1008580485       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               124400            124348.58           9.125
      1008361006       DPUD                     1                                                            PRIMARY                   PURCH                                0               124640            124449.53            8.85
      1008130159       DPUD                     1                                                            PRIMARY                   PURCH                                0                31180             30948.25             9.8
      1008470763       CONDO                    1                                                            PRIMARY                   REFICASHOUT                          0               109200             109046.9             7.8
      1008881472       DPUD                     1                                                            PRIMARY                   REFICASHOUT                          0               124800            124700.69            7.15
      1007422194       CONDO                    1                                                            PRIMARY                   PURCH                                0                31380             31356.73            12.7
      1008504335       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                85000             84934.65          10.675
      1008779093       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               125600            125569.12           8.525
      1008660120       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               104800            104776.94             8.9
      1008439709       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               144000            143921.31           8.175
      1008319161       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               171000            170942.31             9.8
      1008659864       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0                36000             35966.62             9.8
      1008456128       CONDO                    1                                                            PRIMARY                   REFICASHOUT                          0               139000            138835.27           8.625
      1008659203       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               162000            161956.84            8.25
      1008691748       CONDO                    1                                                            PRIMARY                   PURCH                                0                36000             35984.74            10.2
      1008641188       CONDO                    1                                                            PRIMARY                   PURCH                                0               144000               144000           7.825
      1008370292       CONDO                    1                                                            PRIMARY                   REFICASHOUT                          0                36200             36095.91            9.35
      1008279052       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               144800            144611.84           8.175
      1008101323       DPUD                     1                                                            PRIMARY                   PURCH                                0                36280             36235.87             8.5
      1008409616       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                36300             36261.01             9.1
      1008487942       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                36310             36291.12           12.45
      1008776853       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               154700            154671.54             9.5
      1008288649       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               137250            137043.58            7.45
      1008420657       DPUD                     1                                                            PRIMARY                   PURCH                                0                36600             36566.06             9.8
      1007675303       SINGFAM                  1                                                            PRIMARY                   PURCH                                0                36700             36651.33           12.45
      1008720930       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               146800            146717.95            8.89
      1008432868       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               156400            156223.07            8.85
      1008301312       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               156825            156678.07            9.75
      1008074031       SINGFAM                  1                                                            SECONDHOME                PURCH                                0                74000             73939.96          10.425
      1008827013       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                90000             89928.38            7.15
      1008661888       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               117900            117611.62            7.45
      1008346006       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               112200            112022.65             7.2
      1009065325       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               112200            112151.01          10.075
      1008557643       DPUD                     1                                                            PRIMARY                   REFIRT                               0               118800            118392.16            7.85
      1009017789       DPUD                     1                                                            PRIMARY                   PURCH                                0               105600            105524.71             7.7
      1008746137       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               105840            105810.97            8.15
      1008713038       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               106320            106254.98           8.575
      1008637905       2FAM                     2                                                            INVESTOR                  PURCH                                0               113050            113017.48          10.325
      1008863964       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               113050            113027.25             9.2
      1008833051       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               113050            113024.83            8.86
      1008835594       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               106720            106658.91           8.775
      1008438880       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               101000            100890.39            9.05
      1008656867       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0                96800             96755.28            8.75
      1008289381       SINGFAM                  1                                                            SECONDHOME                PURCH                                0                31400             31365.63            9.01
      1008523127       DPUD                     1                                                            PRIMARY                   PURCH                                0               125600            125473.97           9.425
      1008543490       DPUD                     1                                                            PRIMARY                   REFIRT                               0               108000            107887.59            9.25
      1008853350       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               128250            128161.29            7.85
      1008970624       2FAM                     2                                                            INVESTOR                  REFICASHOUT                          0               108000            107944.59             9.3
      1008808472       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               108000            107930.06           8.175
      1008602121       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               108000            107873.32           8.675
      1008690375       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               128250            128215.83            8.25
      1008482956       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               108400            108343.21             9.2
      1008987741       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               108400               108400           8.075
      1008503899       CONDO                    1                                                            PRIMARY                   PURCH                                0               108688            108564.29           8.825
      1008643033       DPUD                     1                                                            PRIMARY                   PURCH                                0                74000             73962.23           9.325
      1008776345       CONDO                    1                                                            PRIMARY                   PURCH                                0                84500              84468.7          10.825
      1008819718       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0                75200             75149.53               8
      1009025066       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               109425            109359.04           8.525
      1008934255       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               132000            131971.71            8.99
      1008142084       DPUD                     1                                                            PRIMARY                   PURCH                                0                31427              31383.1             9.8
      1008176083       PUD                      1                                                            SECONDHOME                PURCH                                0                31440             31419.12           11.35
      1008073808       DPUD                     1                                                            SECONDHOME                PURCH                                0                31446             31402.08             9.8
      1008803930       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               134300               134238             9.8
      1008373351       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               110000               110000             8.5
      1008224290       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               100000             99847.75             8.9
      1008785889       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               107000            106944.52            9.25
      1008521897       PUD                      1                                                            INVESTOR                  REFICASHOUT                          0               118150            118004.85            8.45
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      1008876077       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               632000            631784.95             7.4
      1008942291       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               634000            633824.85           8.125
      1008699517       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               640000            639340.79             9.3
      1008913447       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               640000               639838           8.425
      1008654039       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               646000             645755.6           7.025
      1008968414       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               660000            659437.29             6.8
      1008989561       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               660000            659710.98             6.5
      1008848722       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               660000            659469.58             7.1
      1008898801       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               660000            659790.89            7.65
      1008522315       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               664000            663617.21            7.99
      1008687183       CONDO                    1                                                            PRIMARY                   REFICASHOUT                          0               667000            666725.58           6.725
      1008750176       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               679736            679535.58             7.9
      1008311481       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               680000            679478.89            6.99
      1006910239       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               688000            684733.18             6.3
      1007401171       SINGFAM                  1                                                            INVESTOR                  PURCH                                0               688750             688305.5           9.975
      1008740473       DPUD                     1                                                            PRIMARY                   REFIRT                               0               692000            691593.55            8.65
      1008899766       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               696000             695776.3             7.6
      1008419963       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               700000            699508.41             7.3
      1008942656       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               700000             699865.3            9.35
      1006999395       3FAM                     3                                                            INVESTOR                  REFICASHOUT                          0               701250            700664.51           9.875
      1009050126       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               710000            709719.86           6.875
      1006852845       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               712000            709324.72             7.5
      1008136082       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               726750            725667.91             7.5
      1008839643       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               730000            729744.45             7.3
      1008820136       DPUD                     1                                                            PRIMARY                   REFICASHOUT                          0               736250            735782.91           8.275
      1008661129       DPUD                     1                                                            PRIMARY                   PURCH                                0               742500            742362.39           9.475
      1008782631       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               743750            743625.03             9.8
      1008873196       SINGFAM                  1                                                            INVESTOR                  PURCH                                0               747000            746864.64            9.55
      1008768336       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               750000            749657.72            6.35
      1008924453       SINGFAM                  1                                                            PRIMARY                   REFIRT                               0               750000            749812.93           8.475
      1008045206       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               759905            759414.98             7.6
      1009171102       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               788000            787752.12           7.675
      1008589583       SINGFAM                  1                                                            PRIMARY                   PURCH                                0               831200            830995.69           8.525
      1008758052       SINGFAM                  1                                                            PRIMARY                   REFICASHOUT                          0               840000            839732.41            9.99
      1008601319       DPUD                     1                                                            PRIMARY                   REFICASHOUT                          0               840000            839395.07            7.65


     LOANID              PANDI           SUBSRVFEE           NXSSFEE         OTHFEE          CUTOFF           ORIGDATE            FPDATE          PAID2DATE           MTDATE          AGE         SCHEDRTERM
     ------              -----           ---------           -------         ------          ------           --------            ------          ---------           ------          ---         ----------
      1008835941           593.04                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008686932           547.15                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008747136           647.45                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008848241           578.12                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008730689           534.45                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008359313            533.9                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008612325           569.25                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008610782           534.86                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008698073           449.82                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008948035           618.79                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008388862              855                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007323737          1195.53                0.5              0.5          0.015         9/1/2006          4/28/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008859559           508.92                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008032504           827.48                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008069877            802.3                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008893290           899.17                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008775907          1035.65                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008402472           278.86                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008606822          1038.45                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008547236           360.49                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009021006          1064.91                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008687147           373.31                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007156114           371.41                0.5              0.5          0.015         9/1/2006           5/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008537522           360.24                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008640893          1055.38                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008429042            357.6                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008210250           335.91                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008008844           277.65                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008238418          1251.13                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008236367          1110.11                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008437989           945.69                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008146124          1053.16                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008566820          1197.46                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008852690          1033.75                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007208540           355.17                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008827576           877.67                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007581672           283.25                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008680242          1238.81                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008225020           374.56                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007997778           356.12                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008402935           834.89                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008343303          1068.54                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008525376           900.88                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009054836          1045.51                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008214390           278.42                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007901522          1065.08                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007900462           324.34                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008292055           262.68                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008178394           992.09                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008584739           331.34                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008089800           262.97                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008485365          1117.34                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008317555           893.53                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008333680           544.19                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008688663           886.86                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008612726           267.31                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008964579          1334.24                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008643756           1147.1                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008678610          1235.42                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008722199          1345.39                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008853154          1014.44                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008752085          1092.65                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007595033           328.06                0.5              0.5          0.015         9/1/2006           5/2/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008286856           250.67                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008068921           337.62                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008472716          1002.22                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008235527           745.07                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008853671           952.13                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009011936           722.54                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008792988           805.21                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008772722            489.6                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008837565           937.21                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007743132          1058.41                0.5              0.5          0.015         9/1/2006           5/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007929940           807.99                0.5              0.5          0.015         9/1/2006          5/20/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008580181           971.96                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008691944           633.06                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008450035           344.53                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008987849           735.34                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008806740           514.12                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858480           505.58                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008813830           685.78                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009055844           538.71                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008382653           682.31                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008757945           607.81                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008853074           653.86                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008579503           574.16                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008834461           553.62                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008900451           585.86                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009017912           542.95                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008937797           564.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008610416           634.18                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008845379           589.58                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008671154           691.21                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008552755           574.98                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008401008           596.28                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008644559           696.94                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009000421           488.52                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008315236           726.92                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008687281           669.25                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008828673           566.61                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006579464           666.63                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008706723           504.67                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008197667           741.77                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009008405           982.26                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008724598           1163.8                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008623144           848.32                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008747029           924.23                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008679717           957.85                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008611665           294.99                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008640919           346.57                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008746315          1116.49                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008580485           971.57                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008361006           989.46                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008130159           331.26                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2021           3                 177
      1008470763            786.1                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008881472           842.91                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007422194           339.78                0.5              0.5          0.015         9/1/2006           5/5/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008504335           788.68                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008779093           923.16                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008660120           800.33                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008439709          1020.21                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008319161          1425.23                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008659864           310.62                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008456128          1081.13                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008659203          1156.91                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008691748           321.26                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008641188              939                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008370292            333.9                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2026           2                 238
      1008279052          1080.21                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008101323           278.97                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008409616            294.7                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008487942           386.11                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008776853          1253.17                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008288649           954.98                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008420657            315.8                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007675303           390.27                0.5              0.5          0.015         9/1/2006          4/28/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008720930          1169.59                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008432868          1241.59                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008301312          1347.37                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008074031           672.76                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008827013           607.87                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008661888           820.34                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008346006           761.61                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009065325           990.86                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008557643           859.33                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009017789           752.89                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008746137           747.86                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008713038            785.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008637905           988.89                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008863964           889.47                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008833051           859.86                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008835594           841.48                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008438880           816.31                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008656867           728.11                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008289381           252.88                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008523127          1049.25                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008543490           888.49                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008853350           927.68                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008970624           892.41                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008808472           805.69                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008602121           843.86                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008690375           915.89                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008482956           887.86                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008987741           729.45                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008503899           860.88                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008643033           612.81                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008776345           793.56                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008819718            551.8                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009025066           843.33                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008934255          1017.19                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008142084           271.17                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008176083           307.76                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008073808           271.33                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008803930          1158.78                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008373351           779.17                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008224290           797.44                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008785889           880.27                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008521897           904.29                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008581563           817.79                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008747314           739.35                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008311533           901.18                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008593854           396.04                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008657018           929.93                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008580591          1052.62                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008656581           825.36                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007785337          1247.66                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009036553          1047.69                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008853724          1151.51                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008578942           340.78                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008373468              353                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008387630           309.23                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008616312           979.66                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008571440          1025.86                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008809550            913.3                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008527061            626.8                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008350919           893.14                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008791024           676.65                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008757133           903.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008349343           274.73                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008610363           274.97                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008541269          1174.64                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008630118           986.48                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008532910           987.48                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008510872          1162.26                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008751184           949.94                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008608081           908.77                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008607778           908.77                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008361220           839.46                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008772982           806.08                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008856561            644.8                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008665125           792.35                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008620049           822.29                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008537032           896.98                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008891808          1055.49                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008790212           1028.7                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008548823           901.82                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008748180           809.93                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008945323            674.5                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008408403            837.9                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007548549          1302.38                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008463655           304.75                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008855152            910.7                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008253515           277.84                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008723189           851.42                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008849721          1266.92                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007864545            333.6                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008148630          1003.22                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008803100          1009.32                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008308912          1023.13                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008569195          1123.45                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008499118          1281.31                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008523957           989.36                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008643060           987.62                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008243180            733.1                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008831339           922.36                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008708017          1099.93                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008391242            348.7                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008390760          1012.17                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008529568          1104.09                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008686594           348.43                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008160928           548.03                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008909023          1236.18                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008653664           588.27                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008537960           788.68                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008849687           687.34                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008955669           708.04                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008540055           757.51                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008162221           738.37                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008633856           793.45                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008642855           580.61                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008848223           618.78                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008934362           585.72                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008796591           890.74                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008502649            263.6                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008641687           982.98                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008549449           928.06                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008003055           318.12                0.5              0.5          0.015         9/1/2006           6/2/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008684710           989.42                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008580920           691.58                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008237044           903.29                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008779903           807.75                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008718195            972.2                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008501864          1161.35                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008337123           705.82                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007789725           790.09                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008660754           984.04                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008462406          1005.03                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008557206          1090.24                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008827120            918.8                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008494863           914.65                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008281904             1123                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825550           885.78                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008856954          1244.13                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008800489          1276.98                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008771723          1256.85                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008337025           1116.5                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008627649          1105.12                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008244223           979.45                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008632688          1351.55                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008477267           327.11                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008535141          1202.41                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008626882           945.66                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008769576          1134.24                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007933141              951                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007854627           293.47                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008932729           959.04                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10476228          1136.85                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008693452           724.26                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008553932          1278.32                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009002483          1164.45                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008840695          1093.89                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009061230          1076.48                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008896714           1020.8                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008411863           270.97                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
        10443299           882.05                0.5              0.5          0.015         9/1/2006          3/24/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007996760            285.1                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008231870           655.09                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008771457           998.52                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008882934           995.82                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008444061           905.06                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008386141           784.92                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008933103           747.97                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008030258           965.97                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009009155           914.33                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008254701           774.71                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008664180           712.81                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008767248           698.27                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007171918           730.35                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008535347            363.3                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008526865          1256.04                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007857232           367.83                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008417304          1195.82                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008318395          1221.72                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008874569          1392.69                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008426349           393.46                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008216156          1582.47                0.5              0.5          0.015         9/1/2006           6/1/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008731214          1133.29                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008863697          1195.24                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008865454          1037.42                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008648001          1090.75                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008884665           598.37                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008154695           624.95                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008161883           661.38                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008893058           689.85                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008769512           679.51                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008564797           788.37                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008622458           634.45                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008298718              765                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008404997           687.46                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008933737           696.12                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750470           758.15                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008997874            878.8                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008633945           543.79                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008693826           866.32                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008887868           513.99                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008405335           713.56                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008580902           806.21                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008846911            836.3                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008640937           695.08                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008897866           645.89                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008857748           808.81                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008187491            604.2                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008660834            648.6                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009007120           753.67                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008149158           794.13                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008656108           656.68                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008981453           614.29                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008922909           646.06                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008659221           652.14                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008819549           911.79                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009024441           881.97                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008747387           718.96                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008908202           745.43                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008559366           668.26                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008338792           932.25                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008440396           756.21                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008554575           799.92                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008556644           924.34                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008479559           667.68                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008912304           961.09                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007915768           921.23                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008494417          1061.28                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008605869          1092.25                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008832837           892.42                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008848839           892.22                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008677666           820.35                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008172504           824.74                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008825195           971.83                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008500339            706.5                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008540858           1114.2                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008439111           885.45                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008965337            757.5                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008437970           809.08                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008802192           661.89                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008850549           867.92                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008578737           686.34                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008221630           579.38                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1006792198           718.61                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008789206           675.09                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008731811           839.36                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007926373           867.66                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008482812           840.37                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008887617            624.4                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008559767           767.89                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008806946              864                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008737218           894.94                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008592515           307.43                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008563100          1137.49                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006          11/1/2006         7/1/2036           2                 358
      1008239122           282.01                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008280095           975.48                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008134397           262.97                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008145893           359.33                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008570325           330.68                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008782891           780.31                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014522           757.87                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008228562           528.79                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008482297           687.19                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008259145          1215.46                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008467394           964.69                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008644906           746.89                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008526598           758.76                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008127528           311.06                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008621752           613.72                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008581411           723.38                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008223978           859.46                0.5              0.5          0.015         9/1/2006           7/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008521254           775.24                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008540215           786.43                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008930589           748.36                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007683848           776.96                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008503826           929.93                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008780688           667.34                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008787510           686.39                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008905884           701.53                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007760719          1156.41                0.5              0.5          0.015         9/1/2006          5/12/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008948008          1290.08                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008847821          1368.82                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008167084           377.41                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008280291           885.92                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008653799           958.16                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008718177           859.16                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008312970           808.73                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008751610           775.31                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008852039           821.11                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008862439          1103.25                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008616973            278.5                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008847616           882.65                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008645656           611.94                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007919452           233.44                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008647146          1083.55                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008626935            262.3                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008390911           802.48                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008344516           840.13                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008724053           747.73                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957104           945.79                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008522128            780.7                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008903975           746.94                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008833159           772.44                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008733472           720.64                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008514440           765.92                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008875826           896.35                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008748554           882.12                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008376928           731.65                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008659150           893.06                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008173479           734.94                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008679487           834.78                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008265511           734.49                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008662388           788.43                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008332306           712.68                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008620236           543.87                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008689804           495.46                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008763395           730.38                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008934166            428.9                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008962385           459.32                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008521192           445.21                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008646904           461.77                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008940382           497.63                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008847901           403.16                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008798697           500.85                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008323290           438.52                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008807311           408.54                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008806116           408.54                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008804797           408.54                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008375643           438.49                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008960476           462.39                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10437309           492.52                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008512184           450.85                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008573395           462.62                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008293508           419.76                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008419641           541.96                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008446862           503.09                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008439521           514.96                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008624786           467.91                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008555921           493.53                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008799375           578.75                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008572742           533.74                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008897321           536.11                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008395569           477.02                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008217066           447.63                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008086910           490.01                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008353177           402.16                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009043037           467.85                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008689421           597.79                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008704903            530.3                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008696734           587.14                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008650088            561.8                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008752833           538.15                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008518936           478.87                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008748331           644.88                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008865043           630.44                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007626054           491.65                0.5              0.5          0.015         9/1/2006          3/28/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008640802           541.91                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008898712           460.29                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008717230           557.76                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008439068            513.3                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008901575            481.7                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007872947            521.2                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1009007736           478.41                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008551435           605.68                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009007674              589                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008718925            440.6                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008885156           534.03                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008973220           607.33                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008664420           637.46                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
        10438112            524.2                0.5              0.5          0.015         9/1/2006          4/20/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008582125           570.29                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008670100           571.58                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008824944           555.59                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008870000           500.75                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008664359           493.67                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008496709           448.06                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008418465           557.67                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008650970            643.8                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008770047           568.77                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008543178           640.85                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825792           486.36                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008798928           517.25                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009035741           527.84                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008592748           673.43                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008701390            585.8                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008270541           636.03                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008235028           527.74                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009029473           687.51                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008579095           424.83                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008670912           632.22                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008821956           617.61                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009011758          1341.14                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008132068           403.52                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007996494          1327.99                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008379710           323.85                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008555949          1240.49                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008973792          1104.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008372824           326.71                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008340191           305.15                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008068244           396.53                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008403097           367.45                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008458554          1541.07                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008071828           364.57                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007846405           385.04                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008389442           327.88                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008528319          1131.26                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008723394          1109.93                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008187945          1191.81                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008947009           668.32                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007918006           418.87                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008660424           407.04                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008659837           1228.5                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008436034           380.67                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008508484           327.88                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008719620          1055.19                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008611399          1725.81                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008606430           307.44                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008456495           414.31                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008620815           868.84                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007841758             1162                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008760673          1159.35                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008822599          1470.46                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008253542          1137.79                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008612824           332.88                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008331101          1380.53                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008805858          1146.42                0.5              0.5          0.015         9/1/2006           7/3/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008358485           311.35                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008169723           334.63                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008652585          1324.05                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008583375           338.49                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1006355954          1443.58                0.5              0.5          0.015         9/1/2006          3/21/2006          5/1/2006           7/1/2006         4/1/2036           5                 355
      1008263826           957.97                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008532983          1318.55                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008664448           978.35                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008541090           395.17                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007800828           342.82                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007892783          1510.76                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008161525           315.22                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008484758           416.61                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008936173          1257.29                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008387168           418.37                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008528836           1241.6                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008706073          1490.98                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008762010          1066.03                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008328259          1193.77                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008643514          1324.35                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007598815           372.58                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008531911          1332.91                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008828593            928.5                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008720253          1544.12                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008828780          1167.25                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008540224          1357.21                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008363228           418.61                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008620986          1379.36                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1009006942          1021.28                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008587576           362.58                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008472075           405.88                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008578684           425.14                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007414595           411.45                0.5              0.5          0.015         9/1/2006          4/20/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007593357           436.24                0.5              0.5          0.015         9/1/2006          2/24/2006          4/1/2006           9/1/2006         3/1/2036           6                 354
      1008280442          1559.59                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008049854           659.07                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008363932          1156.67                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008584686           773.18                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008684809          1188.47                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008735185          1131.52                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008780152          1221.88                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008119555           334.88                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008850157           1111.3                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009015692           1088.6                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008504503           975.33                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008692097           411.45                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008675132           361.42                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008650569           342.19                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008007523           415.98                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008007159          1236.33                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008349584           1193.6                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008480690           319.28                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008547575          1586.13                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008589841          1116.13                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008102448            432.8                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008791104           924.82                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008396684            352.9                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007746120           353.59                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008620968          1538.84                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008771778           846.79                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008649812           775.53                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007878503           456.64                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008871964          1138.13                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008209182           443.98                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008469908           430.54                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008450918           360.67                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008467875           387.15                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
        10446809          1502.56                0.5              0.5          0.015         9/1/2006          3/10/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1006234997          1418.24                0.5              0.5          0.015         9/1/2006           3/1/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008424966           448.25                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007902781           446.62                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008340093          1463.87                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008429462          1533.99                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008861608          1401.75                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008906749          1734.54                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008112419           419.13                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008085163           367.03                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1009021471          1319.54                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008573082           439.54                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008522002           361.02                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008612566          1190.64                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008804939          1707.48                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008666473          1380.74                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008575124           433.89                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008855615          1334.38                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007881045           441.69                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008802959          1185.92                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007975934            329.1                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008493481            440.7                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008800149          1505.55                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006893515          1063.81                0.5              0.5          0.015         9/1/2006          3/14/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008183422          1365.43                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008189514          1260.88                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008646450           458.93                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008447889          1655.36                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008659052          1174.03                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008717873          1366.64                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008842755          1147.21                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008125389           403.02                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008349209           330.63                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008765543          1229.85                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009020588          1160.59                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009030265          1250.78                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008348601          1241.16                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008529381          1428.15                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008546585           414.48                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008357654           332.18                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008485409          1061.43                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008283948          1143.79                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008883425          1226.43                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008482331           444.55                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008324896           438.09                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008936100           863.35                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008572298          1262.76                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008278712          1573.42                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008749875          1371.44                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007687078           467.46                0.5              0.5          0.015         9/1/2006           5/5/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008880721          1370.22                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008269090            437.1                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008143724           395.75                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008523001           381.09                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008524108          1143.94                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008238659          1257.28                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008406361           377.75                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008293170          1532.99                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008556537          1636.08                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008543604          1646.87                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007494268            407.4                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007493893          1206.34                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007896967          1707.35                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008857061          1322.23                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858505          1179.68                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008394944           435.83                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008631199           1324.9                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008269394          1321.16                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008503274          1029.15                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008575669          1422.85                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007999623          1246.29                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008620076          1438.62                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008601391          1388.27                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008589315          1421.52                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008749241           1438.9                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008778334          1664.04                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008783382          1129.96                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008826988          1150.68                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007623477           352.74                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008493365           480.27                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009011099          1604.65                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008633883          1249.36                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008610817             1290                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008846412          1148.06                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008424305           464.73                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009051679          1510.45                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008454335           450.33                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007853904           482.78                0.5              0.5          0.015         9/1/2006          5/20/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008444454          1198.42                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008553503           416.47                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008514896           503.82                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008628764          1333.42                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007924259           431.04                0.5              0.5          0.015         9/1/2006          5/20/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007824615           450.26                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1006961362          1537.22                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008320471          1341.69                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008578504          1487.14                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008482340           460.81                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008534008          1536.37                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008184555          1648.83                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008182904           2016.9                0.5              0.5          0.015         9/1/2006           7/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008479675           457.29                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008344829          1905.13                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008338140          1448.17                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008818595          1576.93                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008580840           360.61                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008594416           833.57                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008870224          1245.84                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008320417          1660.74                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008369017            471.4                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008900442           1541.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008799311          1340.52                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008772802          1705.38                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008474395           1379.1                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007996537           422.95                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007915401           459.66                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008428187          1235.48                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008791462          1439.87                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008863223          1674.27                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008899329          1466.19                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008636489          1130.05                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008236820          1691.12                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008682151          1135.51                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008368232          1389.96                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008704262          1580.87                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007639282          1515.61                0.5              0.5          0.015         9/1/2006           5/3/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008564298          1048.01                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008405512          1667.23                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008605976          1151.27                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008638628          1140.06                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008182487          1221.93                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008544845           916.33                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008632633           431.69                0.5              0.5          0.015         9/1/2006          7/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008926380          1296.42                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008596780          1539.82                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009042537          1475.65                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008584347           435.28                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008371415           445.94                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008033530            353.7                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008521469          1313.19                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008393696          1340.28                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007353794           507.42                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008724776          1434.06                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008798287           1707.5                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008607466          1482.76                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008703691          1317.82                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008451203           487.59                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008425046           513.57                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008384982          1801.11                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008902075          1447.18                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008937083          1290.54                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008172568           1392.5                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008609320           356.39                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008452088           493.52                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007673216           413.13                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008490055           415.76                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008489753          1299.49                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008075405            488.2                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008106809           448.02                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008565162          1203.34                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008520184          1381.52                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007694756           451.48                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008197015           438.58                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008427311          1306.53                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008695520           1326.1                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008537327          1944.99                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008804779          1319.53                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008523485          1294.45                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008735942           778.81                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008834041          1851.14                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007916179           493.74                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008615340             1462                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008614270          1566.53                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008576800          1336.95                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008044396           448.13                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008832891          1681.17                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008568016           401.99                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007677640           316.82                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007677588          1411.49                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008276475          1044.23                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008472645           488.86                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1006927926          1279.03                0.5              0.5          0.015         9/1/2006          3/17/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007119245          1507.08                0.5              0.5          0.015         9/1/2006          4/26/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008585701           1351.8                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008658776          1214.45                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008660825          1354.06                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008776452          1531.51                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007982588          1510.65                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008785987           972.26                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008835745          1331.17                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008447861           401.34                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008629763          1413.19                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008632161          1730.44                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008333056          1477.83                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008405647           470.29                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008403701           468.61                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008770760          1315.31                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008673198          1340.82                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008898437          1360.66                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008700747          1599.23                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007536892            435.2                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008633712          1575.54                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008422174           558.75                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008421255          1605.01                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008386481            446.2                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007831242           470.51                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008134315           424.08                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008462558          1196.09                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008502701          1391.67                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008497879           536.55                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008596511           500.88                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008657394          1466.14                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008568720           457.37                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008722983           1108.5                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008618249          1422.47                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008832267          1612.75                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008805689          1367.83                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750504          1596.12                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008886262          1637.63                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008938518          1732.81                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008773375          1562.77                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008843567          1584.38                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008732160          1465.12                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008666687          1448.31                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008893343          1825.79                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008066317          1937.23                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008135412           533.63                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008859791          1473.92                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008338943          1920.72                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008122836           533.63                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008534794           530.81                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008534918          1391.88                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014078          1307.57                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008599288          1082.75                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008227199           1415.4                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008567286            532.2                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008393525           437.18                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008117049            406.4                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008622779          1575.31                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007408815          1800.23                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008859817          1874.37                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008179749           483.76                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008468320            412.2                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008496068           522.64                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008231111          1385.19                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008577701          1428.38                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008784871          1819.01                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008891130          1791.01                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008503648          1404.27                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008857454          1792.98                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008863973          1231.02                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008635131          1381.28                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008883871          1628.49                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008048356           395.69                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008091389           545.64                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008426410          1931.33                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008610149          1663.95                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008434278           550.71                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008575954          2117.48                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008451551           449.55                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009020935          1421.91                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008565439           425.91                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008535855          1394.41                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825015          1341.25                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872543          1503.32                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008859121          1959.37                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008774463           1429.9                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008633428          1599.35                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008447219           552.96                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008790702           1619.7                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008529390          1837.05                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008376811          1196.47                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008539110           532.96                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008615830          1149.75                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007979084          1332.54                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008912625          2061.64                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008531010          1837.19                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007447596             1365                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008498431           526.68                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008065238            563.6                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008260393          1471.47                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008660022          1867.35                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008933666          1417.75                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008900013           901.58                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008730527          1454.22                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008803609          1571.43                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008044626           539.06                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008196061          1850.79                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008447656            434.1                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008797956          1435.42                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008956392           1518.8                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008609687          1812.78                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008392045          1096.65                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007755075           462.95                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008042977           553.66                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008205293          1927.41                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008595273           496.48                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008466830           499.27                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008621226          1506.05                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007577124          1587.14                0.5              0.5          0.015         9/1/2006          5/12/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008456538          1564.32                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008545498          1309.25                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008260302           563.78                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008629638          1959.01                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008280497          1745.76                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008075343          1717.45                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008854518             1305                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008849623           1438.2                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008835567           1381.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008256308          1830.12                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008935281          1799.93                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008468678           576.32                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007994851           580.52                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008344641           543.82                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008585809          1454.82                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008262024           547.04                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008301624           491.53                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008458466          1784.22                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008033139           419.68                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007482477           2075.1                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008708810          1743.28                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008476357           570.02                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007856340           532.11                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007866721          1648.17                0.5              0.5          0.015         9/1/2006          5/11/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
        10484563          1675.86                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008004973           548.87                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008579763           557.09                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008545899          1686.82                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008660095          1463.44                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008895010          1458.59                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008326420          2108.25                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008312328           553.07                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008667105          1555.18                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008803743          1687.72                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007968103           494.91                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008796216          1821.86                0.5              0.5          0.015         9/1/2006           7/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009088612          1655.98                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008461960              587                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008849222          1918.68                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872491          1826.43                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008943487          1488.27                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008191440           547.94                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008250466          1724.07                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008382378            557.1                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008651345          1457.49                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008453700           591.21                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008002920           571.52                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007771789          1544.67                0.5              0.5          0.015         9/1/2006          5/10/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008085653           506.87                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007944861           565.27                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008236553           548.17                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008565643          1300.54                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008528809           1688.6                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008574508           512.26                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008661682          1722.85                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008574090          1436.98                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008567366           390.68                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008544827          1742.85                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008845565          1684.87                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009077447           584.66                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008601426           543.91                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008700783          2202.18                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009076554          1706.33                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008600819          1418.67                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008925416             1624                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008435892           595.49                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008456814           552.43                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008983683          1698.68                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008558250          1423.74                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008534311           1660.3                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008315192            510.3                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008150181          1240.97                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008315076           1237.3                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008360668          1877.17                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1006418450           588.74                0.5              0.5          0.015         9/1/2006          2/21/2006          4/1/2006           7/1/2006         3/1/2036           6                 354
      1008121472          2095.35                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008358092           563.28                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008130701           521.41                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008537498          1071.85                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008726541          1781.14                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008651817          1516.89                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008929001          1477.25                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008881294          1645.49                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008454139           606.13                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008900399           1644.5                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008044369           583.81                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008460131           570.62                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008165843          1675.46                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008837761          1774.62                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007876140          1759.36                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008601630           601.37                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008600506          1654.09                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007945726          1522.52                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008576150           603.46                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008256317           498.72                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008794771          1851.98                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008553077           576.39                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006          12/1/2006         7/1/2036           2                 358
      1007462676            595.5                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           7/1/2006         5/1/2036           4                 356
      1008037974           605.54                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008549109          1401.64                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008272825           1734.8                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008588307            596.6                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007067425           585.46                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008628817          1833.89                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008872419          1395.62                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008254587          1376.86                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008453381          2096.23                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008529899           621.27                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008736745          1896.02                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008733356          1910.98                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008396862           567.22                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008592034          1828.55                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008412238            582.8                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008873882          1727.44                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008697859          1816.31                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008821518          1001.29                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008471673           587.59                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008471405          1653.55                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008441518          1685.16                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008094055           552.98                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008560764            530.9                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006          12/1/2006         7/1/2036           2                 358
      1008451953           584.28                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008775596          1093.89                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008820840          1589.98                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007076923           609.15                0.5              0.5          0.015         9/1/2006           4/7/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008512077          1583.17                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008501873           656.97                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008706992          1862.32                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008775783           936.89                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007886816           608.51                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008982988          1833.09                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008137483           601.61                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008356511            591.7                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008356502          1384.21                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008668408          2093.17                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008731526          1740.21                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750906          1909.76                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008359698           615.12                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007420846           616.61                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007776926          1444.42                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008565634           640.36                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008655617          2067.25                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008940596          1860.52                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008898794          1792.04                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008340048          1713.93                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008880810          1623.92                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008538120          1254.94                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008559339             1475                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008719764           1898.9                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008711520          1959.31                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008926512          2061.25                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007665467          1794.26                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008908809          1329.09                0.5              0.5          0.015         9/1/2006           7/6/2003          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008200476           646.76                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008410640          1994.98                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008995368          1883.65                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008036430            532.7                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007893700           626.99                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008498020           528.57                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008547799          2449.61                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007950489          2478.77                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008657241          1929.22                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008439870           576.32                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008346569          2359.12                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008858462          1809.75                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008430254           531.17                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008052297          1770.31                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008785200          2198.95                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008536738          1593.15                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008699875          1877.17                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008665205          1531.18                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008586737          1918.31                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008701309          1562.08                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008048695           589.98                0.5              0.5          0.015         9/1/2006          5/27/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007748547          2205.61                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008623331          1792.61                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008640296          1591.34                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008267127          2242.89                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008613440          1922.23                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008164292           604.54                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008737021          1659.12                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008288729           618.34                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008626944           1772.7                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008141717           710.75                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008141352          1825.85                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008934139          1863.15                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008502863           658.41                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008331370          2018.77                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007897118           556.83                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008691819           618.72                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008083334           567.43                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008639397          1779.75                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008508377          2250.88                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008565117           595.21                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008623206          1796.66                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008920894          1775.87                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008430619          2161.69                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008821625          2377.64                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008958229          2097.16                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008865150          2137.37                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008982498          1780.62                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008767122          1823.48                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008558474          2002.23                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008450053           595.21                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009044571          1408.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008887261          2076.93                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008242500          1637.94                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008824739          1351.57                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008524279          1821.58                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008914794           1648.3                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008398575           581.11                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008425242            680.7                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008050814           607.59                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008827549          2044.23                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008361621           584.77                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008456084           560.99                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008445783           607.08                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008624893          2035.51                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008438657          2175.63                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008867791          2355.41                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009078008           609.49                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008435829          1886.95                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007044824           2154.5                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008636247          2493.75                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008141780            642.2                0.5              0.5          0.015         9/1/2006           6/3/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008930650          1889.39                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008647495          1756.51                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007804370           575.23                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006          10/1/2006         6/1/2036           3                 357
        10484424          1602.95                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008134048           643.69                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007994110          2076.07                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008561193          1869.98                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008622537           1866.6                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008601961          1126.55                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008567106          1812.69                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008827941          1695.64                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008589486          2087.35                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008846966          1808.34                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008961288          2040.79                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008923908           2346.1                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009013845          1630.42                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008019495           646.18                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008675891           693.72                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008875586          1948.73                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008314852            670.2                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008490509           556.36                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008217280           629.69                0.5              0.5          0.015         9/1/2006           6/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008549056           664.69                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008424047           650.03                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008657811          2091.82                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008521076          1863.94                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008411382           651.08                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008119430           646.05                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008237990          1116.78                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007895539           676.35                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008501784           666.21                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008446050           648.57                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008565830          2169.86                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008054829           534.34                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008481831          2066.51                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008805992          2176.71                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008841630          1899.83                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008053802           651.08                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007979048          1553.69                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008618383           643.54                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008617945          1851.36                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008385473           569.58                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008637521          2239.54                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008573340          2076.15                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008143939           708.22                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008143378           1687.2                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008540812          1759.43                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008385464           712.72                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008488861           740.94                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008675668          1769.39                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007590387           611.66                0.5              0.5          0.015         9/1/2006           5/3/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008623395           622.92                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008473332           681.45                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008866550          1848.09                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008808766          2207.42                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750103          1861.43                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008434250           696.92                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008243572           681.45                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008655350          2205.39                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008526053          1803.75                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008681580          2271.65                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008482000          2243.29                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008608973          2186.67                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008259742           691.72                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008337560           646.33                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008260473           709.43                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007625885           2428.8                0.5              0.5          0.015         9/1/2006          4/28/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008043501           725.53                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008516509          1931.77                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008100752           702.08                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007965525            723.1                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008131675            686.4                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008449994          1320.43                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008623563          2129.65                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008543775           2354.9                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007964241          2222.91                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007826052           534.89                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008445532          1931.83                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008608107          2506.52                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007967113           702.07                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008567204          2135.91                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008088259           664.35                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008871367          1671.57                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008616955          2616.47                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008014668           790.34                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008255318           736.41                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008060475           631.18                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008534446          1908.41                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008559543           736.41                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008558704           2067.7                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008510346          2478.22                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008828094          1868.75                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008569480           683.31                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008838608           2171.3                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008568962           1598.5                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008692382          2110.14                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008199861            696.5                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008999881          2010.44                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008247578           705.86                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008682543          1801.99                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008358305          2816.87                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008502881           722.73                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008588316           1927.8                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008315520           1725.5                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008849990           2528.9                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008170695          2212.77                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008771359           1789.2                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008464725             1750                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008823678          1944.78                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008826924          1853.46                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008621299           720.03                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008518703           730.82                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008518730          1773.33                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008492605           687.87                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008492561          1685.84                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008504816           666.63                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007913485          1466.48                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008429355           654.53                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008764571             1927                0.5              0.5          0.015         9/1/2006           7/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008664625          1164.45                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008740240          1343.25                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008242083           631.81                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008656439           2618.1                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008576267          2341.57                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008607625           732.85                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10481581          1894.95                0.5              0.5          0.015         9/1/2006           5/1/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008753299          2006.73                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008388425          2143.59                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008948801          2421.19                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008566848          2152.71                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008507323           676.15                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008059913           707.71                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007678685          1886.19                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008858453           2296.7                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008486587           685.36                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008750531          2185.91                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007648771           698.15                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008056293           719.99                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008304809          2909.51                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008396005           744.05                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008434429           822.41                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008492311          2521.18                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008250732           2082.2                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008654048          2203.24                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007614968           2502.2                0.5              0.5          0.015         9/1/2006           5/2/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007961002           737.84                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008414414           589.72                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008556564          2355.41                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008633393          1632.56                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008125174          1620.34                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008485506          2478.79                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008842997          1975.54                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008512674          2787.67                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007560383          1247.61                0.5              0.5          0.015         9/1/2006          4/28/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008589636          1703.34                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008959004             1842                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008969672          2105.42                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008719906          2155.59                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008394846          2201.14                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008614145          1806.76                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008865365          1743.75                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008920260             1850                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008575026          1786.05                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008662431          3017.39                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008686317           709.03                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008433965           793.29                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008611816           1948.6                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008622822            695.2                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008615420          1937.53                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008802664          2211.73                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008359484           742.93                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008164577          2294.36                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007846450           804.16                0.5              0.5          0.015         9/1/2006           6/3/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007773304           1757.5                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008616465           1882.6                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008629558           732.82                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008821448          2711.34                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008952804          2083.62                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008224245           690.33                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008598840             2232                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008613538           797.53                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007701882           649.89                0.5              0.5          0.015         9/1/2006           5/4/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007643525           691.67                0.5              0.5          0.015         9/1/2006           6/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007860549           647.13                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008278589          2228.75                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008524180          2707.19                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008568383          2370.83                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008638192          2069.07                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008281156           1787.5                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008847983          1719.55                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008620101             2000                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008613002          2227.85                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008840294          2138.12                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008021605          2775.79                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008586489          2754.42                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008445122           749.36                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008235885          2343.11                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008479256           2038.6                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008769193          2752.06                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008882863           2122.4                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008414478          2091.76                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008464440            720.9                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008565876          2572.43                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008462282          1310.17                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008116344          2087.63                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008619211          2176.46                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008502792           819.98                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008550025           784.68                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008752628           2222.5                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008801031          1956.71                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008528596          2439.94                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008351936           770.51                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008371647          3094.71                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008458368          2087.72                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
        10451329           2304.8                0.5              0.5          0.015         9/1/2006          3/23/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008204864          2747.71                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007926408          1922.44                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008187972          1829.34                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008476277          1793.81                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008699170          2155.27                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008630564           1808.7                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008466689           721.27                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007585589          2326.32                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008609829          1623.89                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008395033            753.7                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008950548          1933.54                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008453372           785.33                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008185947          1860.72                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008576837           775.41                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008637950          1860.07                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008429596           718.22                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008514226           1787.5                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008584301           2047.5                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008133389           802.32                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008849482          2554.42                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008317056           832.47                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008316547          2283.92                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008445934           830.39                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008182977          2477.97                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008465500              797                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008597921           833.69                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008606813           809.46                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008609151          2439.24                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008642926          1790.14                0.5              0.5          0.015         9/1/2006          6/26/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008499911           837.95                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008043574           776.31                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008529327          2027.16                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008436427           641.34                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008640786          2051.14                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007861619           702.67                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008779431          2196.41                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008849589          2721.12                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008609044           853.49                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008817916          2437.51                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008145447           836.23                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008444793           787.21                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008659490          2094.67                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008127840           804.47                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008273316          1018.19                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007882525          2362.41                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008634542          2888.25                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008636372           2802.5                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008594620           777.33                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008487381          2896.65                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008714536           994.56                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008897214          2040.32                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008730457          1392.32                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008834194          2393.04                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008980837          2006.04                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008883318             2490                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008824515             2340                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008686558          2546.07                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008681982          3092.96                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008619872          1766.67                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008571752          2650.78                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007861441           815.61                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007163473          2072.25                0.5              0.5          0.015         9/1/2006          3/29/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008473591           870.77                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007313294          2532.23                0.5              0.5          0.015         9/1/2006          4/20/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008120525           870.67                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007760425           826.81                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008076770          2668.12                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008423431           835.12                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008143742          2330.17                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008023364           808.92                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008267476          2705.02                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008493445           787.11                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008160152           690.27                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008587594          2083.69                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008969690          2104.67                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008942665             2334                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008850709          2517.36                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008118413          1013.94                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007093496          2330.92                0.5              0.5          0.015         9/1/2006          3/23/2006          5/1/2006           9/1/2006         4/1/2036           5                 355
      1007952931          2778.32                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008566535          1843.36                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008515626          2667.58                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008668284           821.95                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008667702          2185.67                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008247328           885.83                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008344810           695.49                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1006944097             1911                0.5              0.5          0.015         9/1/2006          3/29/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008174655           863.39                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008487924           864.04                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008122845           857.58                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008577257           860.81                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008634908           762.11                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008504077           935.78                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008634695          2204.92                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008696690          2452.67                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008657777          2290.41                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825346          3132.94                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008938091          1371.15                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008955972          2308.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008020054           860.81                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008491009           901.75                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008549733          2369.29                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008111081           828.81                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008664082          1631.17                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008365798           817.64                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008909327             2296                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008783952          1226.09                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008819807          2004.61                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1005094836          1764.85                0.5              0.5          0.015         9/1/2006          4/11/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008438719          2157.17                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008458821           809.27                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008529559          2543.65                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008783845          2401.96                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008983898          2311.67                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008432537            868.1                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008764474          2206.78                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008207255          3341.53                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10442876          2601.16                0.5              0.5          0.015         9/1/2006          3/21/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008111651           828.53                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008121622           797.13                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008682008           911.67                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008424207           839.53                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008489539          2153.25                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10443081          2975.47                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008599251           730.18                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008047295           905.18                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007278778           2848.5                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008473699           828.09                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008474073          2383.34                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008174361          3315.38                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008215932          3200.56                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008114747          2650.65                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008491296          2975.02                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008361239           812.48                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008369632           841.19                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008958880          1639.81                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008660638          3045.04                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008637601          2958.92                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008457564           613.37                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008456805          1963.06                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008134985           990.41                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008135145          2481.48                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008933069          1140.11                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008542749          2557.45                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008209896          3152.61                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008578069           676.19                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008626016          2059.43                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008626588          2059.43                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008528603          2903.12                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008644522          2293.24                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008447086          2922.58                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008517170             1797                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008274903          3554.17                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008955348          2599.51                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008640198           2257.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008300732           663.33                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008469490           797.92                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008603950          1190.17                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008700694          2475.76                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008544364           968.32                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008544435          2576.22                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007771663          1679.47                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008442018           671.02                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007941668          2986.11                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008203071           979.74                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008612888          2472.51                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008750247          1728.05                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008850200          2838.84                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008766427          2660.34                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008621360           946.33                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007967658          2758.16                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878850             2692                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008461274           862.79                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008185475           949.46                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008314184          1003.39                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008243821           956.61                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008017022          3253.07                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008418296            955.9                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008425830            960.2                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008422842          3301.87                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008443927          2270.75                0.5              0.5          0.015         9/1/2006           7/4/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008496193          3144.97                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008562600           942.32                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007789565            822.9                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007104448          2732.56                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008132282           831.88                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008355120           797.27                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008587772          1028.82                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008306068          3371.31                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008133236           980.84                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008239989           893.96                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007822163           977.19                0.5              0.5          0.015         9/1/2006          5/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008504692          2430.42                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008793255          2709.25                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008484507          3673.92                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008577532           750.77                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008834504          2670.75                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008958069          2239.75                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008658124          2368.35                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10474577          2490.92                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008261766           978.51                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008486346           847.77                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008355264          1043.46                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008315771           926.84                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008315290          2860.34                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008232744          2886.43                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008697706          2777.61                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008595816          2492.16                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008280317          2765.96                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008267029           933.35                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008787057          3499.87                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008239872          1013.41                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007954065           950.68                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008508625          1607.81                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008196105           911.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858667           2750.9                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008406316           947.81                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008228704          1019.75                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008219901          2433.09                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008337739          2540.91                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008451506          1027.72                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008357351          2942.99                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008052634           865.61                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008424939          3903.38                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008436971          3282.85                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008805046             1950                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008886912          2594.75                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008205471           2624.4                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008523984          2752.89                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008734658          3393.11                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008077957           994.71                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008440582          3379.65                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008386837           963.02                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008889955          1164.06                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008559669           932.54                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008559017          2531.67                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007819355          2588.84                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008718603          2686.84                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008562094          2890.04                0.5              0.5          0.015         9/1/2006           7/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008353319            937.5                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008136162           770.77                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008591730          3288.38                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008346792           910.87                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008346355          2596.11                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008512594          3917.82                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008491367           927.87                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008040443          2784.71                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008368081          3098.72                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008378828           927.87                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007927256           835.53                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007858400          1017.09                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008057693          1024.77                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008606957          2588.06                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008744246             2475                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008597690          2641.67                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008440920          1024.77                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008898598          1783.16                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008866275             2425                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008179990          1019.49                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007331201          2483.34                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008424430          2881.93                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008364931          2390.34                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008632027          2361.06                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008593578          4015.74                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007345900           1038.9                0.5              0.5          0.015         9/1/2006          4/22/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008648555           3659.3                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008566651           769.06                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008465216            959.9                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007900104           994.57                0.5              0.5          0.015         9/1/2006          5/12/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008164372           2847.5                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008236278          1084.65                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008371175          2849.63                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008650907             2465                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008645077           3268.2                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008960797          2747.55                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008433019          3521.38                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008847439          2349.52                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007773340           1047.6                0.5              0.5          0.015         9/1/2006          5/10/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008144536          1020.01                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008144313          2540.67                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008259412          4097.42                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008749385          1807.87                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008590278          2755.25                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008296685          1058.68                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007625563          3324.21                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008312925          1069.76                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008316501          3066.98                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008547192          2416.51                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008280362           975.95                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008451999          2892.55                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007253349          2432.52                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008361587          1618.21                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008492623            938.7                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008240619          2737.89                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008444935           905.13                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1006746630           2467.5                0.5              0.5          0.015         9/1/2006           3/2/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007669454          1219.23                0.5              0.5          0.015         9/1/2006          4/27/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1006814110          1023.82                0.5              0.5          0.015         9/1/2006           5/2/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007876505          3678.29                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008400152          2936.65                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008637978          2787.21                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008605468          3671.99                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008694013          1011.86                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008693265          2546.25                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008621681          2899.01                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006665904           2469.8                0.5              0.5          0.015         9/1/2006          3/17/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008367867          1089.52                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008347657             2915                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008544248           3418.5                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007603417           777.79                0.5              0.5          0.015         9/1/2006          5/12/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008181308           961.38                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008397889          1166.72                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008461666           927.16                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008569168          2550.17                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008492758          3907.01                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008649554          2822.66                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008159459          3566.36                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008651924          2445.35                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008363013           822.38                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008642187          4415.59                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008629488           3055.2                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008196007          2625.77                0.5              0.5          0.015         9/1/2006           6/5/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008497799          1155.47                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008377561          2826.16                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008533018          3456.93                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008417787          2740.97                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008752414             2484                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007738558          2802.92                0.5              0.5          0.015         9/1/2006           5/3/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008464235          1121.19                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008463913             2725                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008634454           2788.6                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008453764          1031.35                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008740696           2598.6                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008125762          2717.55                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008492543          1010.15                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008273192           742.36                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008024808          1055.88                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007905760          3800.99                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008531724          2746.34                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008607493           989.81                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008013008          1089.32                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008012857          2823.33                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008644078          2536.93                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008699312          3584.09                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008147338          2796.93                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008509928          1173.99                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008508876           2887.5                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008455637          1114.57                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008826238          3313.31                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008488969           1176.1                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008080202          1090.77                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008208593          2858.25                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008277358             3145                0.5              0.5          0.015         9/1/2006           6/3/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008422557           961.83                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008385865          4181.86                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008622092          3250.19                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008571486           2719.5                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863562          2939.05                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008622984          1057.08                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008344801           3828.4                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008229507          2713.34                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008354899             2800                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008587166          1066.61                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008747788           3157.1                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008322139          2982.94                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1006975801             2576                0.5              0.5          0.015         9/1/2006          3/23/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008511498          1138.49                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008643907          3097.86                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008930473           4047.8                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008401650          1110.42                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008638021          1227.97                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008637326          3467.49                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007940758           4010.3                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008770617          3177.24                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008311025           966.91                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008425974          1199.01                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008424733          3314.24                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008746360          4452.66                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008297283          1103.88                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008173736          3580.51                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008472253          1050.75                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008471922          3303.45                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008855820          3681.61                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008463405          2782.54                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008800808          2943.25                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006717813          3661.23                0.5              0.5          0.015         9/1/2006           4/4/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008598261          1538.02                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008513129          3229.88                0.5              0.5          0.015         9/1/2006          6/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008665385          2585.08                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008698821          3623.13                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008968940          2880.07                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1006670578          2803.34                0.5              0.5          0.015         9/1/2006          3/21/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1009053695          4714.98                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007990123          1128.07                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008463717          1172.05                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008463263          3188.25                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008771386          3272.33                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008504950          3371.95                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008428506          1022.48                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008387131           4538.5                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008306629          1061.94                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008505502          1180.26                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008686308             3332                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008851307          3032.62                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007219789          3796.56                0.5              0.5          0.015         9/1/2006          4/11/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008296382          1172.68                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
        10438596          3716.88                0.5              0.5          0.015         9/1/2006           3/7/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007394875          1271.41                0.5              0.5          0.015         9/1/2006          4/25/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008145508          1188.35                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008423627          3669.38                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008544747           1017.8                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007995315          1070.87                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008049747          1304.04                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008745085          2948.07                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008617785          3266.54                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008501203          1188.35                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008628979          1179.21                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008743372          1962.08                0.5              0.5          0.015         9/1/2006          6/26/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008725935          2531.25                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008421111          4442.45                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008641419           3534.3                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008341582           947.39                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008490643          1146.09                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008397549          1226.03                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008859675           4073.1                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007653782          1264.31                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008309378          3300.37                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008616642          1264.31                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008384768          1217.48                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008949631          3161.84                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008152401          3090.67                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008014034          1198.86                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
        10442213             3023                0.5              0.5          0.015         9/1/2006          4/19/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008246061           3606.7                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008938876          3541.48                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008818069          3283.25                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008180862          1168.62                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
        10474025          3398.33                0.5              0.5          0.015         9/1/2006          4/11/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007935835          1129.65                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1007935675          3698.53                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008367055           1176.2                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008673713           3094.4                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008697163          3591.94                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750764          5059.35                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008730448          3875.66                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006951836             2976                0.5              0.5          0.015         9/1/2006          3/15/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007910781          1009.91                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008129321          1277.89                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008941210           3319.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008403426          1363.24                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008944397          3712.05                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006793669          2441.87                0.5              0.5          0.015         9/1/2006           3/7/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007592615          1198.98                0.5              0.5          0.015         9/1/2006          4/25/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
        10465147             2898                0.5              0.5          0.015         9/1/2006          4/26/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008645353          2340.77                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008828913             3339                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008749857             1538                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008687129          1291.21                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007882464          1068.69                0.5              0.5          0.015         9/1/2006          5/12/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008439576          1315.49                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008169233           1193.2                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007852424          1257.68                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008006604          1262.52                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008471879          1355.42                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007797477          1306.34                0.5              0.5          0.015         9/1/2006           5/2/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008105481          4707.96                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008098603           1044.1                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008008826          1306.78                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008146561          1161.31                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008257511          1039.15                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008427801             4128                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008528587          4279.66                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008854162           1882.5                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007347329           3246.5                0.5              0.5          0.015         9/1/2006          4/12/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008553692          1302.14                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008933657             2666                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008974201          3850.74                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008042879          3016.67                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008141334          1176.65                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008481948          3595.32                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008505879          1317.22                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008505469          3998.36                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008629665          3494.72                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008646539          1784.54                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008182067          3924.88                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008781222           2026.8                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008021071          2709.37                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008518464          3456.09                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008489316          1322.33                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008290020          1247.54                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008806018          3488.97                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007973240           3849.3                0.5              0.5          0.015         9/1/2006          5/27/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008996465             3601                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008430101          1357.77                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008477365          1095.52                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008728424             2720                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007871859          1119.58                0.5              0.5          0.015         9/1/2006          5/11/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008647690          1179.46                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008782374          4336.75                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008145651          1462.58                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008447451          1305.81                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008358234          1355.73                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007978487          1293.87                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008062972          1136.54                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007630717          1156.54                0.5              0.5          0.015         9/1/2006          4/28/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008015186          1321.46                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008597011          1284.81                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008596735          3836.25                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008804966           3667.5                0.5              0.5          0.015         9/1/2006           7/4/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007673341          1388.46                0.5              0.5          0.015         9/1/2006          6/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008357761          1290.03                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008604334             3536                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008082022          1367.59                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008608232             3759                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008714297           3395.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008322807          1253.83                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008857524             3841                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008242751          1398.28                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008229874           1468.5                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008048515          1360.43                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008191798          4222.85                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008330914          3289.67                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008129731          1403.61                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007656663          4413.17                0.5              0.5          0.015         9/1/2006          4/28/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007839306          1359.77                0.5              0.5          0.015         9/1/2006          5/10/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008141931          1333.26                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008308002          1445.45                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008307101          3756.67                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008698796          3103.34                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008566429          1488.73                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008941354          2613.13                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008640660          3967.48                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007958542          4984.25                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008243144          5774.52                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007615155          4158.91                0.5              0.5          0.015         9/1/2006           5/2/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008656171          3457.57                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008132399          1318.35                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007903539          1277.75                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008740320          4639.59                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007966169          1309.56                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007966070          3289.67                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008842407          4359.49                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008310437          1536.86                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007959131           4189.5                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007880938          1386.35                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008219180          1458.09                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008237348          4462.53                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008124736          5121.58                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008435730          1477.31                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008435142           3693.6                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007774946          4348.83                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008299968           1507.4                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008299058             3942                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008145170           1105.3                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008234083          1262.76                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008163444          1603.17                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008273995          1478.59                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007757215          4876.09                0.5              0.5          0.015         9/1/2006           5/5/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008514930          1348.29                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008546978          4774.83                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008355932             3996                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008391509           2942.5                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007779950          5953.61                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007741161          4616.41                0.5              0.5          0.015         9/1/2006           5/4/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008139631             1664                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008156149          5406.94                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008449048          1468.29                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008436178          1327.46                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008846724          4123.63                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008252945          1316.36                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008378338          1543.19                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008377696             3900                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008417812          3860.27                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007970350          1775.82                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2021           3                 177
      1007970181          3844.89                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008185910          1302.88                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007939261          1543.93                0.5              0.5          0.015         9/1/2006          6/23/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008471682          1379.06                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008128723          1503.49                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008004438          1418.39                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008461540          4460.29                0.5              0.5          0.015         9/1/2006          5/29/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008686120          1613.77                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007016150          5551.13                0.5              0.5          0.015         9/1/2006           4/5/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008428882          1625.68                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007976327          4220.27                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008513600          3771.67                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008401990          3409.58                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007913412           3987.5                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007636187             3497                0.5              0.5          0.015         9/1/2006          4/26/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008619890          3848.56                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008501445          1725.68                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007549968           5623.2                0.5              0.5          0.015         9/1/2006          4/19/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008255773             5696                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008098710          1660.27                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008476972          4072.04                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008738967           3708.3                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008847634          4348.64                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008617776          4034.86                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008399280           1472.3                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008284260          1598.88                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007935577           1418.9                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007866712             4890                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007827612          5964.89                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007900293          5210.03                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008423896          1188.35                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008422780          3866.67                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008061456          1461.91                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008060901          4053.34                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008128938          4828.13                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007589576          1639.63                0.5              0.5          0.015         9/1/2006          4/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008040915          1596.69                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008386034          4838.54                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007748725          5414.23                0.5              0.5          0.015         9/1/2006           5/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008240851          3894.19                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008139034          1490.82                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008144518          1466.72                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008645861          4609.01                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007307906           5623.5                0.5              0.5          0.015         9/1/2006           5/4/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007068683           3767.5                0.5              0.5          0.015         9/1/2006          3/24/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008129474          1793.49                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008400866          1552.67                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008728772          3800.36                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008257049          5900.26                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007510758          5506.96                0.5              0.5          0.015         9/1/2006          4/25/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1007687997           3867.8                0.5              0.5          0.015         9/1/2006          5/18/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008392562          1698.08                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008035020          4787.34                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008488380          1385.99                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008488228          3785.34                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008373217          1679.32                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008064097          1634.71                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008626891          4473.71                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008538503          5190.93                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008922179             4704                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008076208           4309.5                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007853478          1712.39                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008644586          1680.04                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008260044          1728.84                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008269045          4277.83                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008565233          5446.96                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007283860          4179.17                0.5              0.5          0.015         9/1/2006           4/5/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007837807          1625.38                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008131728          5981.54                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008636014          4537.83                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1006990991             4644                0.5              0.5          0.015         9/1/2006          3/18/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008844879          4578.46                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007603612             4901                0.5              0.5          0.015         9/1/2006          4/22/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008057345          1657.05                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007895254          4926.24                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008137786          1496.09                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008317172           3997.5                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008419838          1673.19                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008885450          4942.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007589488          5104.17                0.5              0.5          0.015         9/1/2006           5/3/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1008605137             4664                0.5              0.5          0.015         9/1/2006          6/22/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008076084          5732.09                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007651784           4572.5                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008649475          4554.85                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007955484          1733.66                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007955625          5070.58                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007361776          6130.26                0.5              0.5          0.015         9/1/2006          4/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007787442             4984                0.5              0.5          0.015         9/1/2006          5/13/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008412363           861.05                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007651052           4103.2                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008295212          1624.02                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008295828             4654                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008227947          1673.51                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007895557             5070                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1007787852          5703.75                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008208584          1761.96                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008208343             4365                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007724509          4985.13                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008851389           4653.5                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008362121          5638.56                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008524297          3494.34                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008819488          6233.34                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008230782          2036.39                0.5              0.5          0.015         9/1/2006           6/3/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008676578           443.53                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
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      1008942727            449.4                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008700792           574.87                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008294393           467.58                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008256264           548.73                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008602096           461.73                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
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      1008173549           456.54                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008084814           475.89                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008983610           479.54                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008853626           598.79                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2021           1                 179
      1008979331            487.1                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008843736           432.97                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008878208           554.46                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008432289           548.89                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008666794           408.63                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008059021           469.66                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008910128           506.67                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2026           1                 239
      1007699751           506.81                0.5              0.5          0.015         9/1/2006           5/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008657759           534.82                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008662556           542.74                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007722663           464.09                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008702246           501.72                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008538451           509.81                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009065147            564.4                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008704592           515.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007768542           503.34                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006          10/1/2006         6/1/2036           3                 357
      1008222997           497.76                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009088220           549.13                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008962063           412.74                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008969912           405.77                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007250529           449.17                0.5              0.5          0.015         9/1/2006          4/12/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1009045669           537.04                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008222684           582.19                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007875882            473.3                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008583366           590.47                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877094            519.2                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008890658           537.43                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008291751           583.15                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008911065           571.27                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009053882           580.77                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1009058930           489.08                0.5              0.5          0.015         9/1/2006          7/22/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008986868           595.76                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008217574           668.42                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008241798           535.92                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008328785           644.86                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2021           1                 179
      1008495960           488.92                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008777825           607.19                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2021           1                 179
      1009003954           514.85                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008979830            497.1                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008753501           494.79                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008187507           474.06                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008288541           462.06                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008908603           617.01                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008922678           528.68                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008815650            451.5                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008891906           574.94                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2021           1                 179
      1008152349           528.71                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008692952           553.87                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008935726           608.96                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009035965           498.25                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008200617           694.29                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008368036           531.64                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008312685           536.53                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008265931           748.53                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2021           2                 178
      1008071098           662.92                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008297880           589.73                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007642839           643.24                0.5              0.5          0.015         9/1/2006           5/5/2006          7/1/2006           8/1/2006         6/1/2021           3                 177
      1008322077           584.89                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008931944           565.12                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008432859           487.77                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007939902            715.2                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008092360            706.8                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008337793           568.36                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2026           2                 238
      1008733212           460.43                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008910253           483.65                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009096523           474.09                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008414281           566.76                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008942674           639.79                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009094348           552.83                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007242245           524.54                0.5              0.5          0.015         9/1/2006          3/31/2006          5/1/2006           8/1/2006         4/1/2026           5                 235
      1008972490           496.47                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009047649           535.76                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008279631           540.69                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008031710           578.09                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008911378           492.18                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008328133           550.15                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008910887           576.41                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008760067           553.77                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009034243           519.97                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008784194           463.48                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008438256           533.29                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008087250           546.94                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008970134           496.67                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008956418           507.85                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008616811           671.18                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
        10474558            572.8                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1007132998           675.87                0.5              0.5          0.015         9/1/2006          3/27/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008678031            584.1                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008795271           597.85                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008304319            595.1                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008398815           489.96                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007383761           623.89                0.5              0.5          0.015         9/1/2006          4/26/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008295711           639.85                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008038438           696.73                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008011466           664.01                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008373253           760.56                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2021           2                 178
      1008368777           524.06                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008264406           566.43                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008906311           548.53                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009054426           517.07                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007257791           581.93                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008811100            499.5                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008734863           607.49                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008136242           631.33                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008288079           649.68                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008338872           622.07                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008198728           804.18                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2021           2                 178
      1008243395           571.42                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008375046           634.37                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008866257           568.31                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007730994           515.57                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008743443           594.77                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009047391           590.96                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008406851           512.11                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008815286           493.89                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008886716           667.76                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009035448           602.83                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008348692           686.14                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008931837           582.08                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008794405           642.21                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008593079           663.11                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007815536           597.38                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008788154           668.59                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008668729           691.72                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008892923           631.04                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008915542           675.61                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008170267           567.97                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008142734           504.03                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008224664           626.55                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008747449           537.31                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008914357           591.37                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008866738           619.73                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008940774           474.06                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007386116           678.33                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008910912           651.27                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008175770           508.89                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008386793            679.7                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008455156           653.82                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008712422           477.22                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007705030           589.75                0.5              0.5          0.015         9/1/2006           5/1/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008687370           592.05                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008287338              646                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
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      1009014130           585.73                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1007998526           636.99                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
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      1008291261           498.65                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
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      1008909862           517.63                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008956506           724.58                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008324495              629                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008409340           594.34                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008323076           726.92                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008753565           668.33                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008982336            664.2                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008709383           837.65                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2026           1                 239
      1008372904           758.93                0.5              0.5          0.015         9/1/2006           7/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008914570           554.64                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008276377           728.75                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008256488           701.75                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008351696           728.75                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008141245           651.86                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008353435           603.31                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008287454           712.97                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2026           1                 239
      1008324832           704.91                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008264479           639.59                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008934031           848.04                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008333868           839.95                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007767776           772.08                0.5              0.5          0.015         9/1/2006           6/5/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008366626           586.33                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008925719           605.91                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008551685           629.58                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009010287           743.17                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009057174           617.97                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007326397           533.34                0.5              0.5          0.015         9/1/2006          4/17/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007572977           711.25                0.5              0.5          0.015         9/1/2006          5/12/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008931622           758.42                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008699562           704.64                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008875513           695.22                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008933256           698.42                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008990684           568.87                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008210839           739.13                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008211179            601.5                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008963375           774.22                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008292634           828.11                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008301777           686.85                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008843031           592.14                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008222719           906.69                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2021           3                 177
      1008570593            666.9                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009063238           799.68                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008203703           756.53                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
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      1008218010           810.86                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1009060133           730.37                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008922008           711.04                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008924845            676.6                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008959415           888.74                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008036270           870.14                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008739608            720.2                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008177484           644.71                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008268554           724.79                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008362657           653.99                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008899793          1212.54                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2016           1                 119
      1008431333           696.05                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008794717           790.45                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008993020           746.49                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008917318           957.89                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008633525            752.2                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008002715           716.62                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008323183              744                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007756564           643.74                0.5              0.5          0.015         9/1/2006           5/9/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007733713           813.84                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008338578           818.17                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008180906           728.97                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007533207           636.87                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008642551           676.73                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009053588            762.4                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008935780           763.14                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957792           799.05                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1007912574           718.44                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008973097           714.87                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
        10437582           786.11                0.5              0.5          0.015         9/1/2006          3/17/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008093653           849.27                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008987028           837.31                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008582615              933                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008392009           897.63                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008900549              881                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008278240           757.34                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008192804           708.66                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008277312           964.98                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008996232           822.79                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008702120              831                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008852084           906.16                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009050162           892.41                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008872623           717.81                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1009011525           874.83                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008233431           850.51                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008466064           866.57                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008288569           843.86                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008136509            774.8                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008385419           857.53                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008178376            949.2                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008907285           649.89                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008213444           950.84                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008578345           815.64                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008449510            852.8                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008923070           849.46                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008942193           739.45                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008923196            896.4                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008779495           900.38                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008203277            866.7                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008018600           835.45                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
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      1009009976           879.89                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008274360           957.67                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008476696           777.11                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008501962           942.38                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
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      1008801139           848.76                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008791373           818.43                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008244045            923.8                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
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      1008948366           994.63                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008093430           898.56                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008205131           837.28                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
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      1008823204          1090.46                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
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      1008140451            994.5                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1008832196            877.6                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008338033           850.39                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008886770           921.66                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008236456          1147.41                0.5              0.5          0.015         9/1/2006           7/4/2006          9/1/2006           9/1/2006         8/1/2021           1                 179
      1008832221          1039.48                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008964962           801.19                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009068037           817.06                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008943156           845.83                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009033814           819.05                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008772036            892.5                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009046668           926.01                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008593890           801.19                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009074100           908.46                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008880026           883.91                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008418857            883.1                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008702594          1003.07                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008854670           984.33                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008880455           724.96                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008933826           949.84                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009015905           933.01                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008663163           808.32                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009026190           947.93                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008892996           808.34                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007997135           937.79                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008068146            877.3                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008181040           839.52                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008254382          1047.75                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008150314           905.23                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008835157           845.37                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008178090          1287.01                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2021           3                 177
      1008202474          1015.89                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008941728           994.19                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007979020          1020.68                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008690099           996.49                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008157095             1030                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008999168           843.77                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007641073           874.15                0.5              0.5          0.015         9/1/2006          4/27/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008777834           997.95                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008670299           861.93                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008754644            879.4                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008325145           972.07                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008708482            886.8                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008946297           978.53                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008558009           702.55                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008888901           778.32                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008770573          1046.45                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008932088            960.2                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008944048           961.24                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008399994            797.5                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1009036857           944.16                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008802904           956.93                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008923613           774.21                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008897875           961.24                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008905385          1009.56                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008815507           945.25                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009089443          1082.77                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009060883           910.94                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008945617           751.94                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008109548           948.21                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008913768          1024.57                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008983068           870.45                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008932284           890.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008967843           984.19                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008930491           955.96                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008970580           881.11                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008910404           939.32                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008746547           995.98                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008985495           856.55                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008525991          1045.24                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008194964          1100.38                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2021           2                 178
      1008962116          1073.97                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008174236           996.93                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008027342           771.96                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008896304           958.26                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008850479           956.05                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008856990           824.77                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008922927          1155.16                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008708614          1011.72                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008995705          1013.95                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008727586           989.27                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007338847           933.66                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008915837           905.34                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008926727          1099.81                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009035616          1002.23                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008711441          1070.29                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009087935           736.25                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008890514           971.87                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008288300          1010.54                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007665966          1071.78                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           8/1/2006         6/1/2021           3                 177
      1009048639          1140.64                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008332770           990.08                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008714420           819.07                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008939385              945                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008944226           981.15                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1006730790          1007.72                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006925018           770.19                0.5              0.5          0.015         9/1/2006          3/16/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1006936006           887.25                0.5              0.5          0.015         9/1/2006          3/13/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008820797           801.38                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009001821            892.5                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009082538           948.94                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008038964           877.33                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008438390           929.04                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009054774           818.48                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008114881           984.76                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1009048764           829.77                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008207200           856.97                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008847064           778.94                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008932541          1203.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008293349           980.37                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008767649           820.26                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008980338          1027.88                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008198906            983.4                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008997099           899.03                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008298656           952.04                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008281780           957.55                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009046301           936.41                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008268359          1087.99                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008866248           749.39                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878119           958.94                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008912590          1019.49                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008902002          1104.16                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008884399           989.33                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008922106           871.18                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008233379          1182.09                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009020187          1198.98                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008306282           799.47                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008851815          1066.75                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009091626           934.93                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008267706          1027.36                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008501828            850.7                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008131096           951.63                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008259653            917.9                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008564500           965.41                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008888288           821.69                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008891684          1032.01                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008926433           908.98                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009108725          1162.87                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008984986          1121.79                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009051241           952.99                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009062060            860.3                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008286909          1069.02                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1009063452          1009.68                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009124495           927.54                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007869096          1041.87                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008907604          1068.87                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009083886           998.42                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008329221          1151.38                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008172648          1134.62                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
        10414713           987.04                0.5              0.5          0.015         9/1/2006           3/2/2006          4/1/2006           8/1/2006         3/1/2036           6                 354
      1008987796          1103.26                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008293526          1227.41                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2021           2                 178
      1008410196            907.5                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009034993          1031.39                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008765847          1087.29                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009069367           895.11                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008353257           836.23                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008866337          1012.06                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008021295           922.38                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008157843          1337.13                0.5              0.5          0.015         9/1/2006          5/26/2006          8/1/2006           9/1/2006         7/1/2021           2                 178
      1008923622          1092.93                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008918228           906.46                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008794897           983.25                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006923591            867.9                0.5              0.5          0.015         9/1/2006          3/27/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008944039           976.17                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008860208          1007.66                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008986323           936.27                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008191663          1010.86                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007861183          1001.71                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1007967328          1159.86                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008287463           941.63                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008248327          1110.62                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008866113          1049.14                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008896493           918.47                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008597191          1138.41                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008857659           858.62                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858042           956.45                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008934905           939.33                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008949819          1122.55                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007942970          1041.34                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1009036394           971.75                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008913802           938.41                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008045019           1164.1                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1006825171           874.95                0.5              0.5          0.015         9/1/2006          3/27/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1006160600           966.09                0.5              0.5          0.015         9/1/2006           3/1/2006          5/1/2006           7/1/2006         4/1/2036           5                 355
      1008671797          1006.94                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008911172           1131.8                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008405077           945.57                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008653593           837.38                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008829146           930.07                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008928404           864.97                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007896501          1064.12                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008504433          1145.54                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008922302           916.07                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008986029           870.45                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008130033          1069.35                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008894093           905.87                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008928592          1218.12                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009020579          1221.26                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009077964          1009.13                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008805885           974.76                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009153453           885.19                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008901664          1111.79                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008701023          1001.01                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008924131          1020.96                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008289933          1129.98                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008438014          1190.85                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008976478          1132.51                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008984496          1035.15                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008890248           962.91                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007395605          1010.25                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008231433             1029                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008274707          1135.55                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008982103          1150.45                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008826194           1096.1                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008705181          1086.42                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008713047            884.9                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008796555          1144.99                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008860752           1015.7                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008888670           819.64                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008030392          1059.17                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008727773           768.46                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009023834          1221.29                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009108985           968.18                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007304366          1251.26                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008209262          1068.24                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008801889            875.2                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007272550          1089.94                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008826906          1046.15                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008982265              885                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008914106          1059.66                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009000289           1199.8                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008976502          1024.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1007546694          1095.79                0.5              0.5          0.015         9/1/2006           5/2/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008848740           1093.4                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008956294          1102.05                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008980604          1221.72                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008513897          1000.83                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008711726           950.43                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825373           919.98                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008701782          1118.75                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008379211          1237.19                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008277063           989.67                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008024568           1114.9                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008783612          1064.16                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009050545           1114.9                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008865962           960.96                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008706288              891                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008603362          1014.79                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858426          1127.42                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957649          1279.55                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009072460          1072.12                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009025100          1215.26                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008426900          1060.29                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008849197          1303.84                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008020152          1343.14                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008286767          1086.79                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008964613           1265.1                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2021           1                 179
      1008848474           946.31                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008939919          1027.04                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008484071          1006.22                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008814946          1097.95                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008709034           983.47                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009035849          1124.65                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008982808          1295.87                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008913287          1165.28                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008224646          1242.16                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008270113          1249.01                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008476776          1100.92                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008134100          1077.86                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007644187          1104.25                0.5              0.5          0.015         9/1/2006          5/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008926656           918.05                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009025654           997.45                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008692809           975.33                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009012123          1279.28                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008923123          1114.72                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008684845           997.37                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008565288           994.64                0.5              0.5          0.015         9/1/2006          7/16/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957756           844.97                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008515617          1056.53                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008200163           949.34                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009000305           879.66                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008386944          1052.33                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008754494          1144.94                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008563039          1284.99                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008878440          1244.47                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008545327          1057.58                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008648289          1039.91                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877664          1039.91                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008930482          1109.28                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008361541          1079.31                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007970797          1284.35                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008842121           986.98                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008657465          1292.24                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008746191          1188.52                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008977850          1185.64                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009065824          1134.06                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008095786          1283.46                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008846895          1294.41                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008836218          1092.31                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007980241          1189.38                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           7/1/2006         6/1/2036           3                 357
      1009037687          1141.69                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008878146          1113.38                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008919600          1084.71                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008671788           863.32                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008975013          1031.78                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014764          1723.91                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2016           1                 119
      1007091470           987.11                0.5              0.5          0.015         9/1/2006          3/30/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008292705          1150.72                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008877959          1051.42                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008870509          1280.48                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008904607              750                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009017093          1344.16                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008589011          1194.98                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008968389          1339.84                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007846101           924.69                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008827923          1200.15                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008822679          1154.67                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008553291          1125.73                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008996535          1125.73                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042136          1163.39                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008524037          1255.12                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008911993          1144.21                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009078641          1055.97                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008714778          1026.44                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008965989          1163.09                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009145533          1047.78                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008157683          1244.97                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008740534          1120.09                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008086741          1339.53                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008862028          1125.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008962642          1272.56                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009010955          1022.84                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008327697           842.33                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008365725          1147.28                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008886538          1214.84                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008988054          1055.74                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008905394             1255                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008512923           1187.9                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008608697          1143.68                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008490590            939.7                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008920215           989.93                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008657535          1153.75                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008697966          1131.56                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008676097          1050.75                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008679780          1140.66                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008313407          1291.56                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008688930           1134.8                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008470843          1057.53                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008420942           900.14                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008913517            962.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008934148          1239.12                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008861760          1056.22                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008877637           1247.9                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008971151          1029.21                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009078525          1269.61                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878315          1217.17                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008390458          1192.88                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008888457          1042.06                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008316397          1094.42                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008863633          1034.36                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970777            962.1                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007770236          1205.58                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008961368          1077.69                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009018582          1082.04                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008884503          1105.68                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008729904          1177.47                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008918353          1221.69                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009037605           978.25                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008967273          1188.34                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008915114          1479.29                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007978628          1172.11                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008874275          1167.42                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008955721          1338.53                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008287980          1124.77                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008274413           1092.4                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008413451          1370.24                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008131050          1119.35                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008605574          1240.74                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009020926          1097.77                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008336650          1453.15                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008938741          1260.55                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009038016          1321.97                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008399413          1138.14                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008668676          1217.53                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1006915476          1011.33                0.5              0.5          0.015         9/1/2006          3/20/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008329533          1027.41                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008700293           1045.6                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008721216          1131.94                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009084518          1010.69                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008344295          1079.38                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008963268          1191.89                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008930954          1260.97                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008878869          1240.36                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009003428          1337.71                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007078663           948.15                0.5              0.5          0.015         9/1/2006          3/27/2006          5/1/2006           9/1/2006         4/1/2036           5                 355
      1008706340           1111.3                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008289390          1037.76                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008985422          1286.77                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008855394          1228.03                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008898829          1049.96                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007839770          1362.91                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008402267          1079.62                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008904484          1107.89                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008312569           1102.4                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008914017             1005                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970045          1285.44                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008947081           967.12                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008346854          1135.07                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008649910          1183.95                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008766105           1047.9                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007968862          1265.22                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007228216             1169                0.5              0.5          0.015         9/1/2006           4/7/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1007265675          1243.37                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           7/1/2006         5/1/2036           4                 356
      1007360599          1365.55                0.5              0.5          0.015         9/1/2006          4/17/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008102304          1085.33                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008670985          1339.65                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008710497          1266.58                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2026           2                 238
      1008128304          1096.61                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008735096          1091.38                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008875210           1036.6                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008522770          1055.75                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008708437           995.42                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009106139          1076.21                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008211758          1192.32                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008672411           971.64                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008100949          1188.66                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008086563          1108.86                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008900228          1197.08                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008871250          1078.43                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008774221           928.13                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878388           1136.8                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008427721          1228.47                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008741695          1296.87                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009130442          1214.01                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008890097          1072.26                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008986421          1030.21                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008715054          1185.83                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007970564          1100.19                0.5              0.5          0.015         9/1/2006          5/15/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008901432          1503.61                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008948650           1183.5                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008236161          1095.92                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008652326          1307.84                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008978243          1173.73                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008781687          1376.96                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008501640          1187.73                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007527330          1319.94                0.5              0.5          0.015         9/1/2006          4/29/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008749278          1650.88                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008988526          1032.01                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008225155             1064                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008455227          1180.75                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008442544          1130.47                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008897170          1194.88                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008927209          1168.94                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008852672          1062.36                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008967683          1146.06                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008882042           1316.5                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007972946          1235.26                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1009032673          1121.57                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008914393          1195.91                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008023783          1375.11                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008931392           1456.8                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007983550          1258.45                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008616768          1131.79                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008125940          1401.69                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008456672           1370.5                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008775293          1206.17                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858694          1259.27                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008872883          1262.25                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008986957          1366.64                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009023683          1325.27                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008833854          1278.69                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008777433          1552.85                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008181228          1201.52                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008407618          1378.56                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008508144          1317.72                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009090280          1379.31                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008384483          1353.61                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008780606          1258.32                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008934246           1350.3                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008483624          1273.22                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008857409          1385.93                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009131708          1323.11                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007023080          1316.44                0.5              0.5          0.015         9/1/2006          3/24/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008825088          1458.84                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008897893          1453.78                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008961885          1131.89                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007599306          1507.45                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           7/1/2006         5/1/2036           4                 356
      1007926667           1198.9                0.5              0.5          0.015         9/1/2006          5/13/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008562183           955.94                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008705234          1795.42                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008009157          1143.82                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008923203          1175.64                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008970991             1206                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008912741          1698.95                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008999060          1341.27                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2026           1                 239
      1008276812          1408.63                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008706661          1227.93                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008946037          1399.52                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008109398          1273.39                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008885058          1259.52                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008580074          1252.06                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008854420          1141.24                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008814713          1297.97                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008736148           1231.7                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008761878          1079.83                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008998515          1491.19                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008756955          1286.63                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008195767          1304.76                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2026           2                 238
      1008238052          1229.62                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008520549          1299.38                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008937528          1351.81                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007975337          1215.49                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008899356          1132.28                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008565821          1262.99                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008203561          1347.91                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008589743           1328.6                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008269161          1159.42                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008790203           1500.6                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009003678          1256.63                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008003723           1191.7                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008786664          1237.57                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009059662          1352.69                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008980908          1092.68                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008900415          1460.02                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009012016           1219.9                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008166281          1422.48                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008651844          1213.67                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008760780           1025.2                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008879797          1218.87                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008941238          1242.69                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008850120          1350.83                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009120471          1460.36                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008928093          1458.66                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008907882          1114.21                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007924856          1476.84                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008979778          1350.89                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009063611          1296.07                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008814955           1440.7                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008442517          1496.05                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008696253          1228.53                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008895494           1236.2                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008499859          1280.84                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008927940          1136.06                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008584775          1296.96                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008623714          1397.53                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008747920          1246.94                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008914197           1198.4                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008243894          1170.21                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008853001          1304.42                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006893579          1188.51                0.5              0.5          0.015         9/1/2006          3/21/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007835710          1211.22                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008434116          1184.53                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008536925          1095.78                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008669354          1352.28                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008699410          1177.89                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008924373          1091.25                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008704743           1362.6                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008209360          1456.42                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008961867          1146.82                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008938778          1368.75                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008862858          1557.41                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007033248          1178.08                0.5              0.5          0.015         9/1/2006          3/21/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007935791          1603.31                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008085047          1467.55                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008152189          1360.92                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1009078106          1354.54                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008959889          1619.81                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008950316          1627.45                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008905777          1123.16                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008986207           1425.7                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008946117          1492.26                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008591124          1081.18                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008940453          1332.59                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006          11/1/2006         8/1/2036           1                 359
      1008136670          1326.31                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008480921          1334.13                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008778218          1392.05                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008685096          1338.41                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008127243          1258.71                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008813509          1330.94                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008176984          1460.66                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2026           2                 238
      1008038125          1423.17                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008727942          1337.76                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008847867           1083.1                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008908676          1314.18                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008759319          1556.41                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970438          1400.49                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008683668          1372.61                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008302703          1341.06                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008992441          1574.32                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008835077          1503.48                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008662841          1155.87                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008230498          1312.57                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008967665          1609.96                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008471977          1515.72                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009093642          1461.88                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008945706           1184.5                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008826899           1353.2                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009123218          1395.16                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008992584          1292.02                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008938714          1537.56                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008875700          1539.83                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008920377          1353.36                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009051722             1363                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009059350          1240.65                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008838895          1226.56                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008613093          1367.56                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007057597          1324.75                0.5              0.5          0.015         9/1/2006           4/6/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008795182          1470.03                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008669577          1292.92                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008917256          1470.02                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008991353          1655.49                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008918512           1336.4                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008722260          1451.57                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008564920          1397.22                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008877218          1243.32                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008985798          1198.01                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008213131          1440.05                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008949132          1357.48                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008818194           1396.7                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008736175          1180.01                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008508723          1586.54                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008710406          1590.27                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008555093          1479.07                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008796957          1692.02                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008857114          1428.75                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008196711          1378.83                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009028928          1525.51                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008883666             1260                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042458          1333.56                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008608170          1726.42                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008034414          1274.91                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007718062          1764.48                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008944486          1197.22                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008996312          1340.51                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008803379          1385.94                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008772713          1498.15                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008555681           1356.3                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009007941          1383.64                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008669746          1457.71                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970223          1418.78                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008872277          1276.66                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008884013          1162.15                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008949445          1498.03                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008963231          1748.51                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007373433          1704.07                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008691784          1470.46                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008860556          1243.41                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008925595          1262.61                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008622699          1498.99                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008955909          1494.97                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009061034          1477.41                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008854947          1403.42                0.5              0.5          0.015         9/1/2006           7/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008826498          1474.26                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008721485          1278.97                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008975120          1573.54                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008316850          1765.45                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008747056          1298.75                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008502550          1559.83                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008443829          1391.29                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
        10449707          1735.24                0.5              0.5          0.015         9/1/2006           4/3/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008566072          1542.37                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008746930          1438.66                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009039587          1692.27                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009001475          1505.97                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009093517          1685.68                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008813144          1038.12                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008835709          1270.18                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009062462             1229                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008928182          1159.21                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008997286          1398.03                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009020392           1672.3                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957676          1543.49                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008971268          1452.54                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008738431           1812.9                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009153435          1428.47                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008761084          1353.58                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008724614          1487.19                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008157638          1364.35                0.5              0.5          0.015         9/1/2006          5/26/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008709089          1294.03                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008325528           1345.8                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008041264          1264.14                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008533205          1245.84                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008723777          1389.13                0.5              0.5          0.015         9/1/2006           7/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008150056          1264.14                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007804147          1308.76                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008591838          1264.72                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008928510          1208.34                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008766132          1412.15                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009005355          1379.38                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008752469          1275.69                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008993592          1386.88                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014363          1454.79                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009142359          1447.21                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009022176          1417.38                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008993002          1305.07                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009050386           1473.8                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008895369          1720.64                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008799712          1281.53                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1009007978          1342.13                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008943085           1289.4                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008953992          1276.78                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008216682          1449.67                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007878629          1572.94                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008874890          1560.45                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007343421          1736.08                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008571994          1362.62                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008947535          1343.76                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009009057          1584.63                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008728193          1537.71                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008178704          1384.11                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008179927          1389.75                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008924195          1489.78                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008868870          1333.33                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008899258          1395.53                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008732357          1372.71                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008452630          1478.26                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007809865          1785.86                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009139112          1382.62                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008636201          1575.75                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008882364          1229.52                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008795119           1540.1                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009005863          1761.27                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009079267          1341.48                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008879010          1574.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008380432          1695.89                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008668177           1298.9                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008924060          1646.92                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008783195          1132.01                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008769665          1313.96                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008953082          1107.25                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008525358          1878.94                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008729502          1485.81                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008638520          1989.99                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008213961          1481.55                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008267378          1699.19                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007301635          1658.33                0.5              0.5          0.015         9/1/2006          4/14/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008806312          1427.66                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008846715          1555.13                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008713920          1652.71                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970937          1635.87                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008676854          1302.38                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009009609          1687.96                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007181596          1328.41                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008064890          1512.98                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008795413          1617.81                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008767541          1296.36                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008480413          1126.67                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008982014          1511.76                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008819772          1735.91                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008974416          1662.69                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1006976819          1208.75                0.5              0.5          0.015         9/1/2006          3/27/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1009047257          1401.14                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008170365          1418.67                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008899739           1400.6                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008892095           1344.6                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008931917          1390.95                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008971525          1607.94                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008639832          1579.18                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008059101          1603.72                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008336268          1432.58                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008353872           1378.3                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008140102          1623.91                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008896439             1454                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008845422          1577.66                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009054444          1424.82                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009002580          1452.29                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009122308          1684.81                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008826880          1493.33                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008978868          1235.17                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008457369          1235.32                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008850727          1295.93                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957033          1672.38                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970321          1799.99                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007926328          1692.74                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008652558          1635.51                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008034600          1690.57                0.5              0.5          0.015         9/1/2006          5/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008064499          1492.84                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008857383          1633.66                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008910896          1493.99                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008273539          1603.96                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008453158             2098                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008693835          1483.58                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008652503           1352.8                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008508251          1640.57                0.5              0.5          0.015         9/1/2006          6/15/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008900996          1645.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008598154          1693.59                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008352873          1425.63                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008985084          1800.39                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008592481          1596.37                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008048711          1567.99                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008740874          1470.33                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008805019           1375.3                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863447          2067.83                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009011044          1334.52                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008820314          1410.89                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008706536          1534.38                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008913991           1417.5                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008675917          1433.42                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877423          1855.78                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008882783          1489.73                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009004908           1554.8                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009104220          1550.71                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009136124             1413                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008964114          1283.88                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008928164           1587.6                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008585168          1558.88                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008856044          1979.32                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008961108          1821.03                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008779752          1424.73                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009090725          1600.26                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008249228          1556.22                0.5              0.5          0.015         9/1/2006          6/12/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008922053          1628.38                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008686371          1755.81                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008710004          1378.56                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750853          1399.27                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008947269          1461.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008453103          1389.75                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878725          1850.67                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2026           1                 239
      1008904064          1607.44                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008549813          1580.54                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           7/1/2006         7/1/2036           2                 358
      1009070961          1799.63                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008851922           1328.9                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008931196          1532.68                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008917121          1653.89                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007349050          1679.47                0.5              0.5          0.015         9/1/2006          4/25/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008170169          1833.64                0.5              0.5          0.015         9/1/2006          5/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008868344          1695.31                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008760414          1730.95                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008939991          1347.23                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008876111          1575.27                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008915873          1621.96                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008715642          1359.17                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008768906          1500.79                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008832203          1379.59                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008986154          1707.23                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009083751          1327.39                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008646469          1671.63                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009039373          1612.81                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007852264          1935.05                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008780027          1784.13                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009057940          1658.54                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008855081          1591.37                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008990899          1328.25                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008540778          1545.26                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008389077          1495.33                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009116958          1409.89                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008175351          1666.07                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009065183          1878.74                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008977486           1564.4                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008923007          1544.86                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008934736          1278.23                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042920          1508.24                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008967807          1437.46                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008891782          1918.07                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008976986          1749.99                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008776844          1411.89                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009040922          1283.29                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008812760          1498.97                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877922          1479.34                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009082912          1866.98                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008847689          1684.27                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009120532          1601.14                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007421408           2008.2                0.5              0.5          0.015         9/1/2006          4/19/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008228376          1786.17                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008121837          1838.81                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008601943          1317.28                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007656217          1694.31                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008805661          1820.89                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008964105          1690.35                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009004196          1770.29                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009049558           1418.7                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008647869          1422.16                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008834684          1802.32                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008979643          1892.93                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008940257          1693.52                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008913223           1721.7                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008842602          1640.75                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008339764           1558.7                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008870162          1570.41                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872865          1623.22                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008952975          1864.26                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008294927          1468.01                0.5              0.5          0.015         9/1/2006          6/11/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008970884          1525.95                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008888135          1251.74                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008730493          1513.95                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008357832          1741.88                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008807598          1557.08                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009138444          1753.71                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008050495          1769.31                0.5              0.5          0.015         9/1/2006          5/31/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008507724           1408.6                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008482983          1967.43                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008841596          1521.51                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008415440          1756.95                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009010946          2034.97                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008950557          1410.75                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008792158          1723.68                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008951896          1741.18                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008960118          1585.31                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008489012          1521.51                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008908505          1931.58                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007823607          1479.08                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008673303          1807.85                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008918246           1340.7                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008628103          1552.85                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008970474          2048.36                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008835996          1732.91                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008865524          1503.93                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008938297          1476.52                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009120257          1643.31                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008848143          1674.09                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007407406          1545.82                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008830045          1628.04                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007978824           1638.1                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008867425           1845.9                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008961938          1643.67                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008587914          1462.84                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008650211          1979.13                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008741098          1701.33                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009140976          1541.84                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009083109          1529.97                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008342135          1627.08                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008762314           1592.2                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008992860          1805.48                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009180584          1686.31                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008774098          1615.84                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008967512          1695.85                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008732703          1517.72                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008913713          1496.84                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009106638           1583.9                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006824216          1413.67                0.5              0.5          0.015         9/1/2006           3/9/2006          5/1/2006           9/1/2006         4/1/2036           5                 355
      1008525018          1535.98                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008155426          1873.98                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1007722459           1935.7                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009080380           1866.9                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008629371           1737.7                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009040272           1816.7                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008131210          1638.05                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008727292          1609.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008806697          1377.48                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008285722          1904.96                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009046472          1768.85                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009163665          1592.43                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008983656          1743.98                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009076395           1559.3                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008091824          1407.42                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008885478          1732.08                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008784817          1823.62                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008447996          1690.66                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008924391          2133.66                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008960010          1541.05                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008758613           1579.4                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008246793           1775.7                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008987965          2006.51                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008865533          1413.34                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008690455          1774.57                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008913090          1663.19                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008289586          2065.62                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008984343          1842.04                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009096710          1784.63                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009048498          1645.73                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008785102          1637.04                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009080889          1920.52                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008702978           1866.7                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872972          1962.84                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008900086          1906.88                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008579433          1623.89                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008822624             1355                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042751          1803.04                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008432886           2104.4                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008833792             1600                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008497325          1745.75                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008789037          1552.84                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008812449             1425                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008814884          1860.52                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008721074          2127.06                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009074486          1606.93                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008756526          2083.46                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008059986          1728.22                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008854386          1880.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008539799          1845.56                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008595497          1584.72                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008629647          1666.24                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008240003             1850                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008074344          1593.06                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009121078          1802.78                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008487531          1762.96                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008745762          1563.32                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008858961          1528.88                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009064914          1782.89                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006816305          1428.52                0.5              0.5          0.015         9/1/2006           3/7/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008678727          1686.86                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009104239          1821.31                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008938723          1738.03                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008277401          1548.57                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008584588          1853.54                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008838975          2122.95                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009055176          1460.63                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009011712          1531.41                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008972230          1473.82                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008268885          1735.53                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008984147          1883.06                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008827344           1731.1                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008536845          2268.56                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007778023          1903.44                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008919290          1870.13                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008244740          1608.53                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008916970          1710.44                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008721109          1912.98                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008890925          1641.19                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009019554           1691.8                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009020294          1771.07                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008877673          2040.09                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008978047           1508.3                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008830170          1787.63                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009092607          2007.38                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008807687          1653.75                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008983754          1642.55                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008880400          1813.02                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008324324          1809.01                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008153614          1592.53                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008213970          1580.18                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008243723          1526.42                0.5              0.5          0.015         9/1/2006          6/26/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008188034          2009.76                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008777889          2177.77                0.5              0.5          0.015         9/1/2006          6/26/2006          9/1/2006           8/1/2006         8/1/2021           1                 179
      1008845636          2355.66                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008964686          1899.59                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009012098          1481.49                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008896830          1539.98                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008747109          1715.17                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863946          1907.18                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008698670           1879.1                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007110716          1971.03                0.5              0.5          0.015         9/1/2006          3/29/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008994494          1708.09                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008831981          1500.87                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008987055          1718.64                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008905768           1942.5                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009093009          1951.08                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008840659          1475.36                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008928618          1938.98                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008366840          1831.88                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008890890          2209.17                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008539101           1738.8                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008507975          1601.07                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008864151          1803.79                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008744781          1739.57                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008280326          1650.04                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008880632          1884.46                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008715143          1697.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008988599          2019.45                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008440742          1659.27                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008625927          2162.81                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008912457          1566.17                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008809578          2265.85                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008951878          1779.23                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009098095          1759.82                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009078099          1679.94                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008903476          1799.24                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863713          1979.62                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008508304          1576.94                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008622733          1746.46                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008600212          1725.99                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008770252          2263.97                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008508199          1975.15                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008829075          1627.69                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008784657          1893.36                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008942013          1860.07                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008661021           1684.8                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008932113          2282.67                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008986163          2105.13                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008566456          1630.42                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008751291          1731.01                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008844361          1800.19                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008536300          1625.18                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825408          1879.59                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008903261          1749.54                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008918264          1728.05                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008831188          1864.63                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008965113          1511.25                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008922936          1896.17                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009171344          1725.42                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008678022          1955.65                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007855715          2108.19                0.5              0.5          0.015         9/1/2006          5/22/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008602167          1716.69                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008760708          1945.35                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007989741          1884.54                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008768700          1574.38                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008926683          1768.52                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008707722          1885.84                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008169563          1838.93                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008963428          1634.94                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008694923          2410.34                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008818498          1866.46                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008987750          2022.41                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009027803          1961.83                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008481172          1880.35                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008639100          2190.04                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008769889          2126.68                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008864455           1754.5                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009027028           1537.8                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008938251          1950.45                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009065771           1683.9                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008928217          1543.21                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008919254          1577.49                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008924328          1672.66                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008598733           1598.9                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008978216          1474.07                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008988296          1793.05                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008650630          1750.47                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878878          1887.31                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008942362          1701.53                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008934380          2016.46                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008195348             1962                0.5              0.5          0.015         9/1/2006          5/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008440038          2295.66                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008910468          1564.35                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008362675          1849.19                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008754038          1797.84                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008792345           1964.7                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008856348          1853.39                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009107860           1959.6                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008851566           1846.8                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008751709          1874.93                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008736291          1866.66                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008527150          1660.71                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008873766          1794.51                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008947526          2698.52                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2021           1                 179
      1008817881          1773.71                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008758828          1915.69                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008349888          2124.34                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008804519          2028.42                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008992110          1706.59                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009128623          1787.26                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008799197          1782.38                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008641197          1889.38                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008346328          1687.08                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008341421          2161.13                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008841890          2203.37                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008916667          1677.34                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008780241          2416.91                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008683597          1688.32                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008918754           1464.2                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008021883          1877.74                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008974292          2037.03                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009104275          2031.81                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008782025          2263.94                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008792498          1639.49                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008883924          1580.72                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008683720          1853.84                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008201974          1571.83                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008876610           2054.9                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008691007             1801                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863027          1877.76                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008630010          1620.78                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009022318          1755.19                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009014693          1797.54                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007258601          1581.85                0.5              0.5          0.015         9/1/2006          4/14/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008980294          2255.47                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008749054          2158.37                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008971106          2035.07                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008835451             1566                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008865800          2583.47                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008480912          1929.46                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008853421          2077.23                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008994877          1802.87                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1006866171          1589.68                0.5              0.5          0.015         9/1/2006           3/9/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007717456          2053.57                0.5              0.5          0.015         9/1/2006           5/8/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008621100          1868.52                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872632          1978.46                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008955428          2252.95                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008757035          1649.26                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008846699          1996.29                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009094231           2116.8                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007741517          1873.57                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008586880          1918.84                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008197195           1864.3                0.5              0.5          0.015         9/1/2006           6/2/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008774089          2373.97                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009072255          2620.65                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008998668          2231.79                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008819996          2399.64                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008975488          1810.35                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008920652          1971.79                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008951645          1957.33                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007378447           1908.7                0.5              0.5          0.015         9/1/2006          4/25/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008925559          1827.46                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008446666          2175.91                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008936663          2407.33                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008317074          2249.46                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009060053           2092.8                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009178454          1975.34                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008754109          2541.48                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008835683          1785.94                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008861323          1928.37                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014425          1875.51                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008752245          2397.71                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008177803          1974.67                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009086552          2091.22                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009001108          2105.26                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008883185          2034.99                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008944636          1722.15                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008843549          2417.31                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008964864          2153.54                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008979108          2001.42                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008817328          1682.26                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877343          1989.18                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008927780          1921.85                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007096448          1791.63                0.5              0.5          0.015         9/1/2006          4/14/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1009019849          2529.27                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009103285           2394.4                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008802520          1855.05                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957382          1883.53                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014318           2111.2                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008409448          1851.82                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008955614           1825.2                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008920064          2151.75                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007313356          2075.33                0.5              0.5          0.015         9/1/2006          4/11/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008622181          2697.78                0.5              0.5          0.015         9/1/2006          6/26/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008847297          2122.08                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008871946          2110.99                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008591918          2311.56                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1006139653          1666.32                0.5              0.5          0.015         9/1/2006           3/2/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008724632          1822.35                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008263899          1742.83                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008863214          1970.75                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008937154          2215.15                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009063041          2605.19                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009119018          2045.49                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008434946           1907.4                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008903564          1831.08                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008869012          2238.51                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008319438          1964.32                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008808178          2130.65                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008605823          2410.04                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008248737          2584.73                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008677032          2192.28                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008588860          2761.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008966443          2012.95                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009014602          1957.77                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042243          2295.58                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008906240          2344.65                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008717267          2007.93                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008008210          2205.18                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008908471          2400.86                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008738743          1611.51                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008698153          1862.12                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008418820          2291.02                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008041184          1908.04                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008860002          1896.21                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008760628          2977.17                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008806045          2014.24                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008826103           2112.5                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008210955          2547.44                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008490091          2052.24                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008826176          1892.69                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008960653          1831.25                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009002642          1756.38                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008676998          2108.49                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008022668          2649.15                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008951538          2323.34                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008809505          2134.71                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008927478          2258.14                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008839055          2246.61                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008028911          1838.15                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008603068          2109.65                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008897161          2251.62                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008757222          2665.06                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007539194          2020.48                0.5              0.5          0.015         9/1/2006          4/24/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008629175          2290.54                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008943441          2461.82                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008323717          1983.71                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008833863           2713.3                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008833523          1972.52                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877085          2240.18                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009082921          2113.75                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008916159          2407.56                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009013195          2465.54                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008332690          2118.42                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009004720          1785.65                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008269349          2048.01                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008619355          2014.61                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008143458          1934.13                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008643827          2093.29                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008179892          2032.82                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008808374          2487.99                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008352141           1991.2                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008923506          2170.51                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008516625          1584.92                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008913401          2162.42                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008575491          2319.49                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008880115          2573.34                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007120689          1982.99                0.5              0.5          0.015         9/1/2006           4/7/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008959843          2561.59                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008835031          2453.03                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009122754          2139.77                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008956034          2457.76                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008417162          2139.61                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008899828           1917.5                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008921376          2436.72                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008776407          2243.17                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009035395          2382.08                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008956481          2553.77                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008943664          2277.01                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008228606          2237.64                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008556127          1858.31                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008697029          2043.88                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008912858           2381.4                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008937298          2455.65                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009056291          2637.76                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007687023          2553.18                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008873445          1875.59                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008916140          2080.93                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008835727          2842.71                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008123425          2086.17                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008990862          2635.19                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008871704          2183.09                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008501659          2117.67                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008914348          2615.19                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009157459          2366.67                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008984931          2475.92                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009087374          1957.78                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008135671          2386.69                0.5              0.5          0.015         9/1/2006          5/30/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008825765          2372.82                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008825159          1998.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009137702          2314.58                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008067619           2591.4                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008913884          2454.26                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008639324          2467.21                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008668453          2731.76                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008781847          2437.04                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008791676          2210.37                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008836478          2222.48                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008890088          2482.51                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008834611          2051.57                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008996116          2047.97                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008538219          2631.81                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009093447          2320.96                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009077143          2123.87                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008824034          2747.08                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008880311          2626.36                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008478505          2789.55                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008784345          2492.26                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008979055           2026.4                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009143134          2220.84                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007687390          2308.44                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008761921          1932.01                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008616036          2672.47                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008741203          2621.04                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008770546          2906.71                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008779039          2258.76                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008940658          2377.22                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042190          2370.95                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008871349          2505.89                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008406888          2564.78                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008929216           1958.5                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008839484          2853.83                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008961723          2091.95                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008935986          2330.13                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009121880          2651.76                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007906625          2230.55                0.5              0.5          0.015         9/1/2006          5/19/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008665740          1961.29                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009008272          2664.47                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008318493          2824.67                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008980089          2837.84                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008852805          2585.31                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008465010          2273.45                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008868727          2412.22                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009029053          2367.83                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008408911          2280.21                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008919030          2384.75                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009061007          2859.25                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009010633           2499.9                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008641035          2135.13                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008586620          2187.36                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008896386          3102.07                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009018216          2353.86                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008410445          2690.83                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008917657          2807.18                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008315744          2249.87                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008634301          2885.67                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009029044           2202.2                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008759649          2502.24                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008611102          2232.06                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008209155          2219.76                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008565812          2502.24                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008946395          2892.54                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008984708          2241.64                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008858532          2727.89                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008699571          2805.48                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872302          2569.33                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009102240          2345.06                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008840720             2398                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008958336          2368.07                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008429998          2565.83                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008820172          2270.98                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008816597          2552.53                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008940667          2361.66                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008651773          2124.36                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008911555          2079.61                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008154356          2294.78                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008598564          2133.52                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008342858          2342.47                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008787315          2316.41                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008273478          2415.96                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008608447          2313.23                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008921269          2250.45                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008725926           2465.7                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008583222          1962.13                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009202677          2885.85                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009033823          3276.79                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           9/1/2006         8/1/2021           1                 179
      1008985609          2712.61                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008985404          2415.54                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008625375          2430.89                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008955240          2157.01                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009084180          2580.83                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008888055          2085.35                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008745851          2408.98                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008713350          2604.96                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008831927          2986.42                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009058191          2776.91                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006835918          3094.93                0.5              0.5          0.015         9/1/2006          3/22/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008891354           2924.2                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008612593          2531.68                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008849909          3259.57                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008092404          2545.15                0.5              0.5          0.015         9/1/2006           6/9/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008815696          2354.86                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008802726          2661.55                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008989268          2730.94                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008907926          2262.47                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008040540          2254.99                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008940373          2717.52                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007910889          2401.33                0.5              0.5          0.015         9/1/2006          5/13/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008834924          2260.19                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008742079          2573.11                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009005051          2621.09                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008904634          2303.75                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007961146          2928.97                0.5              0.5          0.015         9/1/2006          5/16/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1009035279          2709.52                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008694362          2277.63                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008665429          2296.61                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008861966           2437.5                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009031852          2410.82                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008864516          2631.89                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008930810           2451.1                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008185064          2727.11                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008868442          2898.14                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009118153          2677.71                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008910672          3139.14                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008844897          3238.97                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008816203          2379.46                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009007200          2302.53                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008854359           2858.5                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008142501          2386.06                0.5              0.5          0.015         9/1/2006          5/23/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008831286          3011.33                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008806624          2452.67                0.5              0.5          0.015         9/1/2006          6/28/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008945911          2213.03                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008664867          2213.03                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008900594          2557.63                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008951681          2841.61                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008695851          2715.19                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008577550          2935.35                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008852618          2935.35                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863107           2697.9                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2031           1                 299
      1008693210          2059.12                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008956150          2224.74                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007703005          2514.73                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007952860          2305.65                0.5              0.5          0.015         9/1/2006          5/17/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008339292          2584.69                0.5              0.5          0.015         9/1/2006          6/14/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008234270           2674.5                0.5              0.5          0.015         9/1/2006          6/19/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008694380          2623.75                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008990835          2947.52                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008781188          2533.25                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008938983          2430.26                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008964123             2295                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008155284          2993.55                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008778414          2433.47                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008817630          2696.65                0.5              0.5          0.015         9/1/2006           7/3/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008708375          2259.87                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008870037          2602.24                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008181031          3314.47                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008984334           2644.5                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008364487          2977.96                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1009177473          2726.97                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008843969          2661.48                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008192074          2870.23                0.5              0.5          0.015         9/1/2006          5/31/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008011288          3005.68                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008791881          2416.51                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008880071           2193.6                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008761262          2854.58                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008819852          2373.21                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008911859          2833.84                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009092714          3374.89                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878477          2560.48                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007747655          2343.37                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008393204          2264.73                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009030318          2777.24                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008733481          2880.71                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009009299          2897.56                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008858603          3261.11                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008804056          2827.99                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008869904           2783.2                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008885995          3024.15                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008652772          3142.91                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008679067          2819.79                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008777102          2398.34                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007676623          3051.64                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008606500          2502.26                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008898749          3116.06                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008641482          2743.13                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007320115          2918.92                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008179464          2996.83                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008868424          2766.25                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008860887          2567.86                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008802780          2466.67                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008625758          2456.73                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009088408          2833.91                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008810664          3209.16                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008916694          2970.48                0.5              0.5          0.015         9/1/2006          7/24/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008318251          2539.91                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006          10/1/2006         7/1/2036           2                 358
      1008988438          2781.72                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008916827          2489.03                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009087052          3094.37                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008874391          2214.56                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009084340          2392.82                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007150717          2769.43                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008079214          3137.71                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008818746          3286.34                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008869619           2481.3                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007890570          3375.55                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008808043          3092.87                0.5              0.5          0.015         9/1/2006          6/30/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008122300          3186.51                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008969814          2775.07                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008661263          2327.96                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008961590          2981.49                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008952270          3393.47                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008473966          2532.48                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008703539          2760.61                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008929662          3009.54                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008808533          3474.04                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007558154          2459.03                0.5              0.5          0.015         9/1/2006          4/21/2006          6/1/2006           9/1/2006         5/1/2036           4                 356
      1008080131          2894.91                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008869753          2959.62                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009010330           2944.4                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008897937          2388.58                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008602050          3474.88                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009042715          3041.77                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008650202          2558.07                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008813769           2673.8                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008926816          3152.08                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008937010          2766.19                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008908596          2567.28                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008816711          3049.18                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008517688             2495                0.5              0.5          0.015         9/1/2006          6/17/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008993182          2972.87                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008276055          2773.15                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008532304           2763.9                0.5              0.5          0.015         9/1/2006          6/24/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008838804          2709.74                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009131192          2756.15                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008653557          3244.34                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008979206          2464.78                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008974746          2941.17                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007051021          2588.81                0.5              0.5          0.015         9/1/2006          3/23/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1009068643          3100.26                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008798713          2735.55                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008342420          3188.59                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008914160          2951.89                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008960458          2844.03                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007322792          2841.07                0.5              0.5          0.015         9/1/2006          5/24/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008738217          3547.96                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008966684          3546.37                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008341065          2505.76                0.5              0.5          0.015         9/1/2006           6/7/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008923025          3326.16                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009078419          3625.95                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008868102          3710.33                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008988063           3407.3                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008875229          2874.85                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008870199          2871.21                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008957042          3249.38                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008880785          3446.69                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008857267          2703.23                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008924319          3557.33                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008796528           3233.2                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008818121          3363.64                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008738128          3137.31                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008930188          3035.24                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008944805          2768.46                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008395514           2806.5                0.5              0.5          0.015         9/1/2006          6/10/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008490420          2726.32                0.5              0.5          0.015         9/1/2006          6/21/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008638450          2802.84                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008938395          2905.84                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009096612          2839.23                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008098550          2913.59                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008875158          3221.66                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008651309          3709.89                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008622494          2930.05                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008837832          2821.25                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008863802          3203.92                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008770430          2723.13                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008626374           3106.9                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008852379          3914.51                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008877450          3326.93                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008909425          3767.44                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009070015          4060.99                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009111203          3697.87                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008570307          3699.35                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008595317          3059.68                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008899052          3245.05                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009013006          2663.83                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008924257          3061.69                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008543043          2891.37                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007909016          2933.78                0.5              0.5          0.015         9/1/2006           6/8/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008990755          3545.52                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009128570          2852.37                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009062925          3383.34                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008873640          3216.39                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008999159          3241.67                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009054596           2942.5                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008539361          3364.78                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008969119          2991.79                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008987251          3449.02                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008918585          3313.61                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008952341          3139.52                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008723447          3401.56                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008852235          3303.19                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006236263          3787.04                0.5              0.5          0.015         9/1/2006           3/2/2006          4/1/2006           8/1/2006         3/1/2036           6                 354
      1009153088          3245.29                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008882300          2933.83                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009079490          2980.99                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008939508          3163.65                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008837066          3290.73                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008909915           2805.5                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008950138          2976.96                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008978715           3111.1                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009151696          2812.25                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009034421           3097.3                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008601596          3569.61                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008937591          3274.08                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008987279          2939.39                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009015059           3333.9                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009038445          3567.54                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009012784          3453.19                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008096918          3704.85                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008882890          2936.67                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008960047          2874.09                0.5              0.5          0.015         9/1/2006           6/6/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008985342          3155.86                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008338355          3525.92                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008751718          3776.08                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008916373          3734.24                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1007299309          3588.71                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008836487           3166.4                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008806349          3256.56                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009023273          2868.74                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008485169           2698.8                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008969887          3643.25                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008986911          4117.34                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009075564          4428.68                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008618043          4099.18                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008872810          3497.64                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008517054           3441.8                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009055023          3213.12                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008906062          4018.37                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008568472          3473.08                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1007619384          4060.04                0.5              0.5          0.015         9/1/2006           5/1/2006          7/1/2006           9/1/2006         6/1/2036           3                 357
      1008044831           3924.3                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008843692          4124.36                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008791113          3627.49                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008637503          2803.53                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008992851          4235.92                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009039756          3713.09                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008885566          3447.77                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008691329           3277.5                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008904153          3922.38                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008599144          3679.52                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008876576          3677.82                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008704495          3327.93                0.5              0.5          0.015         9/1/2006          6/28/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008798900          3123.75                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008196677          4029.17                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1007971714          3714.54                0.5              0.5          0.015         9/1/2006           6/1/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008905027          4418.56                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008129063          3922.22                0.5              0.5          0.015         9/1/2006          5/25/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008464039          3511.15                0.5              0.5          0.015         9/1/2006          6/13/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008561969          3345.37                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008976003          3615.63                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008930044           3256.3                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008492856          4267.18                0.5              0.5          0.015         9/1/2006          6/29/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009046329          3624.53                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008416243          4001.55                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009098326          3560.06                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008993761          3403.06                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008833845          3696.74                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008777683          3415.08                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008344874          3306.82                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008959567          3938.19                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1007729443          3484.27                0.5              0.5          0.015         9/1/2006           5/1/2006          7/1/2006           8/1/2006         6/1/2036           3                 357
      1008991923          3967.36                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008878994             3060                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008943281          3250.87                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008652040          3658.93                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008879813          4364.66                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008754261          4843.64                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008807357          3855.21                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008775872          4594.84                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008613280          3807.09                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008735853          4155.75                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008871447          3234.65                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1009058510          4257.52                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008993306           4354.9                0.5              0.5          0.015         9/1/2006          7/15/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008706750          4578.88                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008621869          4130.72                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008903911          4167.43                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008612192          3827.73                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008843665          4280.54                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008774105          3520.36                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008966345          4469.44                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008273959          3798.67                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008277296          3959.62                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006          10/1/2006         8/1/2036           1                 359
      1008985262          4392.68                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008863928          3752.81                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008891425          4011.42                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1009084670          4836.77                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008283840          3741.85                0.5              0.5          0.015         9/1/2006          6/25/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1008881098          4585.03                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008964258          3911.13                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008879564          4790.09                0.5              0.5          0.015         9/1/2006           7/1/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008582768          4005.06                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008448343          4171.87                0.5              0.5          0.015         9/1/2006          6/16/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008882462          3728.59                0.5              0.5          0.015         9/1/2006          7/10/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008495826          4407.69                0.5              0.5          0.015         9/1/2006          6/30/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008939036          4504.83                0.5              0.5          0.015         9/1/2006           7/8/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008966620          4643.13                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008712645          4716.03                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008234298           4257.4                0.5              0.5          0.015         9/1/2006          6/22/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008876077          4112.38                0.5              0.5          0.015         9/1/2006           7/6/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008942291          4467.86                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008699517          5288.34                0.5              0.5          0.015         9/1/2006          6/27/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008913447          4655.33                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008654039          4026.19                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008968414          4302.71                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008989561          3864.02                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008848722          4435.42                0.5              0.5          0.015         9/1/2006          7/21/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008898801          4416.61                0.5              0.5          0.015         9/1/2006          7/18/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008522315          4611.89                0.5              0.5          0.015         9/1/2006          6/20/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008687183           4012.4                0.5              0.5          0.015         9/1/2006          7/19/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008750176          4675.35                0.5              0.5          0.015         9/1/2006           7/5/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008311481           4220.8                0.5              0.5          0.015         9/1/2006           6/5/2006          8/1/2006           9/1/2006         7/1/2036           2                 358
      1006910239          4258.54                0.5              0.5          0.015         9/1/2006          3/27/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1007401171          5834.98                0.5              0.5          0.015         9/1/2006          4/10/2006          6/1/2006           8/1/2006         5/1/2036           4                 356
      1008740473          5394.62                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008899766           4631.7                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008419963          4503.38                0.5              0.5          0.015         9/1/2006          6/23/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008942656          5588.87                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006999395          5885.89                0.5              0.5          0.015         9/1/2006          3/24/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1009050126          4347.85                0.5              0.5          0.015         9/1/2006          7/17/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1006852845          4978.41                0.5              0.5          0.015         9/1/2006          3/17/2006          5/1/2006           8/1/2006         4/1/2036           5                 355
      1008136082          5081.55                0.5              0.5          0.015         9/1/2006           6/3/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008839643          4696.38                0.5              0.5          0.015         9/1/2006           7/7/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008820136          5544.15                0.5              0.5          0.015         9/1/2006          7/14/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008661129          6000.27                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008782631          6198.93                0.5              0.5          0.015         9/1/2006          6/29/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008873196          6080.24                0.5              0.5          0.015         9/1/2006          7/20/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008768336          4311.03                0.5              0.5          0.015         9/1/2006          7/12/2006          9/1/2006           9/1/2006         8/1/2036           1                 359
      1008924453          5483.95                0.5              0.5          0.015         9/1/2006          7/11/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008045206          5056.96                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1009171102           5287.8                0.5              0.5          0.015         9/1/2006          7/25/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008589583          6109.29                0.5              0.5          0.015         9/1/2006          6/27/2006          9/1/2006           8/1/2006         8/1/2036           1                 359
      1008758052          7126.24                0.5              0.5          0.015         9/1/2006          6/26/2006          8/1/2006           8/1/2006         7/1/2036           2                 358
      1008601319          5959.93                0.5              0.5          0.015         9/1/2006          7/13/2006          9/1/2006           8/1/2006         8/1/2036           1                 359


     LOANID              APPVAL          APPRFORM          SALESPRICE            LTVAMT            LTVORIG        EFFLTV         CLTV           FCLTV         MITYPE         PMIFEE          PMICO         PMIPCT           DOCTYPE
     ------              ------          --------          ----------            ------            -------        ------         ----           -----         ------         ------          -----         ------           -------
      1008835941            85000       URAR                          0               85000             90             90            90             90       NONE                  0                             0       FULL
      1008686932            85000       URAR                      85000               85000             80             80            80            100       NONE                  0                             0       FULL
      1008747136            85000       URAR                      85000               85000             90             90            90             90       NONE                  0                             0       FULL
      1008848241            85000       URAR                      85000               85000             85             85            85             95       NONE                  0                             0       FULL
      1008730689            85500       URAR                      85500               85500             80             80            80            100       NONE                  0                             0       FULL
      1008359313            86000       URAR                          0               86000             80             80            80             80       NONE                  0                             0       STATED
      1008612325            86000       URAR                          0               86000             80             80            80             80       NONE                  0                             0       LIMITED-BS
      1008610782            86750       URAR                      86750               86750             80             80            80            100       NONE                  0                             0       FULL-BS
      1008698073            86000       URAR                          0               86000          63.95          63.95         63.95          63.95       NONE                  0                             0       FULL
      1008948035            87000       URAR                      87000               87000             90             90            90             90       NONE                  0                             0       LIMITED-BS
      1008388862           129058       URAR                     129058              129058             80             80            80            100       NONE                  0                             0       STATED
      1007323737           155000       URAR                          0              155000             90             90            90             90       NONE                  0                             0       FULL
      1008859559            87000       URAR                      87000               87000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008032504           130000       URAR                          0              130000             80             80            80            100       NONE                  0                             0       FULL
      1008069877           155000       URAR                     155000              155000             80             80            80            100       NONE                  0                             0       LIMITED-BS
      1008893290           140000       URAR                     140000              140000             80             80            80            100       NONE                  0                             0       STATED
      1008775907           150000       URAR                     150000              150000             90             90            90             90       NONE                  0                             0       STATED
      1008402472           161595       URAR                     161595              161595             20             20           100            100       NONE                  0                             0       FULL
      1008606822           165000       URAR                          0              165000             80             80            80             80       NONE                  0                             0       FULL-BS
      1008547236           169500       URAR                     169500              169500             20             20           100            100       NONE                  0                             0       FULL
      1009021006           173000       URAR                     173000              173000             80             80            80            100       NONE                  0                             0       STATED
      1008687147           173000       URAR                     173000              173000             20             20           100            100       NONE                  0                             0       STATED
      1007156114           174000       URAR                     174000              174000             20             20           100            100       NONE                  0                             0       FULL
      1008537522           170000       URAR                     170000              170000             20             20           100            100       NONE                  0                             0       FULL
      1008640893           170000       URAR                          0              170000             80             80            80             80       NONE                  0                             0       FULL
      1008429042           170000       URAR                     170000              170000             20             20           100            100       NONE                  0                             0       FULL
      1008210250           171000       URAR                     171000              171000          19.84          19.84         99.18          99.18       NONE                  0                             0       FULL
      1008008844           171000       URAR                     171000              171000             20             20           100            100       NONE                  0                             0       FULL
      1008238418           172000       URAR                     172000              172000             90             90            90             90       NONE                  0                             0       STATED
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      1008146124           172000       URAR                          0              172000             80             80            80            100       NONE                  0                             0       STATED
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      1008852690           172000       URAR                     172000              172000             80             80            80            100       NONE                  0                             0       FULL
      1007208540           172000       URAR                     172000              172000             20             20           100            100       NONE                  0                             0       FULL
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      1007595033           165000       URAR                     165000              165000             20             20           100            100       NONE                  0                             0       FULL
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      1008382653            89000       URAR                          0               89000             90             90            90             90       NONE                  0                             0       STATED
      1008757945            89000       URAR                      89000               89000             80             80            80            100       NONE                  0                             0       STATED
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      1008845379            90000       URAR                      90000               90000             85             85            85            100       NONE                  0                             0       FULL
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      1008644559            91000       URAR                          0               91000             95             95            95             95       NONE                  0                             0       STATED
      1009000421            91000       URAR                      91000               91000             80             80            80            100       NONE                  0                             0       STATED
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      1006579464            92000       URAR                          0               92000          89.02          89.02         89.02          89.02       NONE                  0                             0       FULL
      1008706723            92000       URAR                      90000               90000             80             80            80            100       NONE                  0                             0       FULL
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      1008881472           156000       URAR                          0              156000             80             80            80             80       NONE                  0                             0       FULL
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      1008779093           157000       URAR                          0              157000             80             80            80            100       NONE                  0                             0       STATED
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      1008691748           180000       URAR                     180000              180000             20             20           100            100       NONE                  0                             0       FULL
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      1008279052           181000       URAR                     181000              181000             80             80            80            100       NONE                  0                             0       STATED
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      1008301312           184500       URAR                     184500              184500             85             85            85             85       NONE                  0                             0       FULL
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      1008661888           131000       URAR                          0              131000             90             90            90             90       NONE                  0                             0       FULL-BS
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      1008557643           132000       URAR                          0              132000             90             90            90             90       NONE                  0                             0       FULL
      1009017789           132000       URAR                     132400              132000             80             80            80            100       NONE                  0                             0       FULL
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      1008713038           132900       URAR                     132900              132900             80             80            80          99.86       NONE                  0                             0       FULL
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      1008863964           133000       URAR                          0              133000             85             85            85             85       NONE                  0                             0       FULL
      1008833051           133000       URAR                          0              133000             85             85            85             85       NONE                  0                             0       STATED
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      1008523127           157000       URAR                     157000              157000             80             80            80            100       NONE                  0                             0       STATED
      1008543490           135000       URAR                          0              135000             80             80            80             80       NONE                  0                             0       FULL
      1008853350           135000       URAR                          0              135000             95             95            95             95       NONE                  0                             0       FULL
      1008970624           135000       URAR                          0              135000             80             80            80             80       NONE                  0                             0       STATED
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      1008690375           135000       URAR                          0              135000             95             95            95             95       NONE                  0                             0       FULL
      1008482956           135500       URAR                     135500              135500             80             80            80            100       NONE                  0                             0       FULL
      1008987741           135500       URAR                     135500              135500             80             80            80            100       NONE                  0                             0       FULL
      1008503899           135860       URAR                     135860              135860             80             80            80            100       NONE                  0                             0       STATED
      1008643033            92500       URAR                      92500               92500             80             80            80            100       NONE                  0                             0       STATED
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      1008819718            94000       URAR                          0               94000             80             80            80            100       NONE                  0                             0       FULL
      1009025066           136782       URAR                     136782              136782             80             80            80            100       NONE                  0                             0       STATED
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      1008142084           157135       URAR                     157135              157135             20             20           100            100       NONE                  0                             0       FULL
      1008176083           157200       URAR                     157200              157200             20             20           100            100       NONE                  0                             0       STATED
      1008073808           157232       URAR                     157232              157232             20             20           100            100       NONE                  0                             0       FULL
      1008803930           158000       URAR                          0              158000             85             85            85             85       NONE                  0                             0       FULL
      1008373351           137500       URAR                     137500              137500             80             80            80            100       NONE                  0                             0       FULL
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      1008521897           139000       URAR                          0              139000             85             85            85             85       NONE                  0                             0       STATED
      1008581563           139000       URAR                     139000              139000             80             80            80            100       NONE                  0                             0       STATED
      1008747314           139500       URAR                     139500              139500             80             80            80            100       NONE                  0                             0       FULL
      1008311533           140000       URAR                          0              140000             80             80            80             80       NONE                  0                             0       FULL
      1008593854           140000       URAR                          0              140000          35.71          35.71         35.71          35.71       NONE                  0                             0       FULL
      1008657018           162000       URAR                          0              162000             75             75            75             75       NONE                  0                             0       STATED
      1008580591           165000       URAR                          0              165000             80             80            80             80       NONE                  0                             0       FULL
      1008656581           170000       URAR                          0              170000          62.94          62.94         62.94          62.94       NONE                  0                             0       FULL
      1007785337           174000       URAR                          0              174000             90             90            90             90       NONE                  0                             0       FULL
      1009036553           175000       URAR                          0              175000             80             80            80             80       NONE                  0                             0       FULL
      1008853724           158000       URAR                          0              158000             80             80            80             80       NONE                  0                             0       FULL
      1008578942           162000       URAR                     162000              162000             20             20           100            100       NONE                  0                             0       FULL
      1008373468           163000       URAR                          0              163000             20             20           100            100       NONE                  0                             0       FULL
      1008387630           163000       URAR                     163000              163000             20             20           100            100       NONE                  0                             0       STATED
      1008616312           163000       URAR                     163000              163000             80             80            80            100       NONE                  0                             0       FULL
      1008571440           163000       URAR                     163000              163000             80             80            80             95       NONE                  0                             0       STATED
      1008809550           140000       URAR                     140000              140000             80             80            80            100       NONE                  0                             0       FULL
      1008527061            95000       URAR                          0               95000             90             90            90             90       NONE                  0                             0       FULL
      1008350919           140000       URAR                          0              140000             80             80            80             80       NONE                  0                             0       FULL
      1008791024           158000       URAR                          0              158000          54.81          54.81         54.81          54.81       NONE                  0                             0       FULL
      1008757133           158990       URAR                     158990              158990             80             80            80            100       NONE                  0                             0       STATED
      1008349343           159200       URAR                     159200              159200             20             20           100            100       NONE                  0                             0       FULL-BS
      1008610363           159340       URAR                     159340              159340             20             20           100            100       NONE                  0                             0       STATED
      1008541269           160000       URAR                          0              160000             75             75            75             75       NONE                  0                             0       STATED
      1008630118           160000       URAR                     160000              160000             80             80            80            100       NONE                  0                             0       FULL
      1008532910           160000       URAR                          0              160000          70.63          70.63         70.63          70.63       NONE                  0                             0       FULL
      1008510872           160000       URAR                     140000              140000             95             95            95             95       NONE                  0                             0       FULL
      1008751184           160000       URAR                          0              160000             70             70            70             70       NONE                  0                             0       FULL
      1008608081           140000       URAR                          0              140000             85             85            85             85       NONE                  0                             0       FULL
      1008607778           140000       URAR                          0              140000             85             85            85             85       NONE                  0                             0       FULL
      1008361220           140000       URAR                     140000              140000             80             80            80            100       NONE                  0                             0       FULL
      1008772982           140000       URAR                          0              140000          72.86          72.86         72.86          72.86       NONE                  0                             0       STATED
      1008856561           140000       URAR                          0              140000             75             75            75             75       NONE                  0                             0       FULL
      1008665125           140000       URAR                          0              140000             85             85            85             85       NONE                  0                             0       FULL-BS
      1008620049           140000       URAR                          0              140000             75             75            75             75       NONE                  0                             0       STATED
      1008537032           141000       URAR                          0              141000          78.01          78.01         78.01          78.01       NONE                  0                             0       FULL
      1008891808           141000       URAR                     141000              141000             90             90            90             90       NONE                  0                             0       STATED
      1008790212           141100       URAR                     141100              141100             90             90            90             90       NONE                  0                             0       STATED
      1008548823           142000       URAR                     142000              142000             80             80            80            100       NONE                  0                             0       FULL
      1008748180           142000       URAR                          0              142000             80             80            80             80       NONE                  0                             0       FULL
      1008945323           142000       URAR                     142000              142000             80             80            80            100       NONE                  0                             0       FULL
      1008408403           142500       URAR                     142500              142500             80             80            80            100       NONE                  0                             0       STATED
      1007548549           160000       URAR                          0              160000             90             90            90             90       NONE                  0                             0       STATED
      1008463655           160000       URAR                     160000              160000             20             20           100            100       NONE                  0                             0       FULL
      1008855152           160833       URAR                     160833              160833             80             80            80            100       NONE                  0                             0       FULL
      1008253515           161000       URAR                     161000              161000             20             20           100            100       NONE                  0                             0       FULL
      1008723189           161000       URAR                          0              161000          74.53          74.53         74.53          74.53       NONE                  0                             0       FULL
      1008849721           163000       URAR                          0              163000          84.97          84.97         84.97          84.97       NONE                  0                             0       STATED
      1007864545           164000       URAR                     164000              164000             20             20           100            100       NONE                  0                             0       FULL
      1008148630           164000       URAR                          0              164000             70             70            70             70       NONE                  0                             0       STATED
      1008803100           164000       URAR                          0              164000          72.56          72.56         72.56          72.56       NONE                  0                             0       FULL
      1008308912           165000       URAR                          0              165000             90             90            90             90       NONE                  0                             0       FULL
      1008569195           165000       URAR                          0              165000             85             85            85             85       NONE                  0                             0       FULL
      1008499118           165000       URAR                     165000              165000             90             90            90             90       NONE                  0                             0       FULL
      1008523957           165000       URAR                     165000              165000             80             80            80            100       NONE                  0                             0       STATED
      1008643060           165000       URAR                          0              165000          72.12          72.12         72.12          72.12       NONE                  0                             0       STATED
      1008243180           165000       URAR                          0              165000          60.61          60.61         60.61          60.61       NONE                  0                             0       FULL
      1008831339           169000       URAR                     169000              169000             80             80            80            100       NONE                  0                             0       STATED
      1008708017           169360       URAR                     169360              169360             80             80            80            100       NONE                  0                             0       FULL
      1008391242           169500       URAR                          0              169500             20             20           100            100       NONE                  0                             0       FULL
      1008390760           169500       URAR                          0              169500             80             80            80            100       NONE                  0                             0       FULL
      1008529568           170000       URAR                          0              170000             80             80            80             80       NONE                  0                             0       FULL
      1008686594           170000       URAR                     170000              170000             20             20           100            100       NONE                  0                             0       FULL
      1008160928           170000       URAR                          0              170000          48.82          48.82         48.82          48.82       NONE                  0                             0       FULL
      1008909023           170000       URAR                          0              170000             85             85            85             85       NONE                  0                             0       FULL
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      1008849687            95000       URAR                      95000               95000             90             90            90             90       NONE                  0                             0       FULL
      1008955669            95000       URAR                      95000               95000             90             90            90             90       NONE                  0                             0       STATED
      1008540055            95000       URAR                      95000               95000             95             95            95             95       NONE                  0                             0       FULL-BS
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      1008642855            96000       URAR                          0               96000             80             80            80             80       NONE                  0                             0       STATED
      1008848223            96000       URAR                      96000               96000             85             85            85             85       NONE                  0                             0       FULL
      1008934362            97000       URAR                          0               97000             80             80            80             80       NONE                  0                             0       FULL
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      1008779903           143000       URAR                     143000              143000             80             80            80            100       NONE                  0                             0       FULL
      1008718195           143900       URAR                     143900              143900             80             80            80            100       NONE                  0                             0       FULL
      1008501864           144000       URAR                          0              144000             90             90            90             90       NONE                  0                             0       FULL
      1008337123           145000       URAR                          0              145000          66.66          66.66         66.66          66.66       NONE                  0                             0       FULL
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      1008660754           145000       URAR                          0              145000             85             85            85             85       NONE                  0                             0       STATED
      1008462406           145000       URAR                          0              145000             85             85            85             85       NONE                  0                             0       FULL
      1008557206           145000       URAR                     145000              145000             90             90            90             90       NONE                  0                             0       STATED
      1008827120           145000       URAR                     145000              145000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008825550           165000       URAR                          0              165000             80             80            80            100       NONE                  0                             0       FULL
      1008856954           170000       URAR                     170000              170000             85             85            85             85       NONE                  0                             0       FULL
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      1008771723           175000       URAR                          0              175000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008337025           177000       URAR                     177000              177000             80             80            80            100       NONE                  0                             0       STATED
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      1008244223           178000       URAR                          0              178000             80             80            80            100       NONE                  0                             0       FULL
      1008632688           178500       URAR                     178500              178500             90             90            90             90       NONE                  0                             0       STATED
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      1008535141           179000       URAR                          0              179000             85             85            85             85       NONE                  0                             0       FULL
      1008626882           179000       URAR                          0              179000          86.26          86.26         86.26          86.26       NONE                  0                             0       FULL
      1008769576           179000       URAR                     179000              179000             80             80            80            100       NONE                  0                             0       FULL
      1007933141           180000       URAR                          0              180000             80             80            80            100       NONE                  0                             0       FULL
      1007854627           173000       URAR                     173000              173000             20             20           100            100       NONE                  0                             0       FULL
      1008932729           174900       URAR                     174900              174900             80             80            80            100       NONE                  0                             0       FULL
        10476228           175000       URAR                     173500              173500             80             80            80            100       NONE                  0                             0       FULL
      1008693452           175000       URAR                          0              175000             72             72            72             72       NONE                  0                             0       FULL
      1008553932           175000       URAR                          0              175000             95             95            95             95       NONE                  0                             0       FULL
      1009002483           175000       URAR                     175000              175000             80             80            80            100       NONE                  0                             0       STATED
      1008840695           175000       URAR                     175000              175000             80             80            80            100       NONE                  0                             0       STATED
      1009061230           176000       URAR                     175000              175000             80             80            80            100       NONE                  0                             0       FULL
      1008896714           176000       URAR                     176000              176000             80             80            80            100       NONE                  0                             0       FULL
      1008411863           176200       URAR                     176200              176200             20             20           100            100       NONE                  0                             0       STATED
        10443299           177000       URAR                     177000              177000             80             80            80            100       NONE                  0                             0       FULL
      1007996760           177000       URAR                     177000              177000             20             20           100            100       NONE                  0                             0       FULL
      1008231870           177000       URAR                          0              177000          48.02          48.02         48.02          48.02       NONE                  0                             0       FULL
      1008771457           125000       URAR                          0              125000             95             95            95             95       NONE                  0                             0       FULL
      1008882934           125000       URAR                     125000              125000             85             85            85            100       NONE                  0                             0       FULL
      1008444061           125000       URAR                          0              125000             85             85            85             85       NONE                  0                             0       FULL
      1008386141           125000       URAR                     125000              125000             80             80            80            100       NONE                  0                             0       STATED
      1008933103           125900       URAR                     125900              125900             80             80            80            100       NONE                  0                             0       FULL
      1008030258           126000       URAR                     126000              126000             90             90            90             95       NONE                  0                             0       STATED
      1009009155           126000       URAR                     124310              124310             90             90            90             90       NONE                  0                             0       FULL
      1008254701           126000       URAR                          0              126000             80             80            80             80       NONE                  0                             0       STATED
      1008664180           126500       URAR                     126500              126500             80             80            80            100       NONE                  0                             0       FULL
      1008767248           127000       URAR                          0              127000             80             80            80            100       NONE                  0                             0       FULL
      1007171918           127500       URAR                     127500              127500             80             80            80            100       NONE                  0                             0       STATED
      1008535347           184850       URAR                     184850              184850             20             20           100            100       NONE                  0                             0       FULL
      1008526865           184900       URAR                     184900              184900             90             90            90             90       NONE                  0                             0       FULL
      1007857232           185000       URAR                     185000              185000             20             20           100            100       NONE                  0                             0       FULL
      1008417304           185000       URAR                          0              185000          78.92          78.92         78.92          78.92       NONE                  0                             0       FULL
      1008318395           185000       URAR                          0              185000             90             90            90             90       NONE                  0                             0       FULL
      1008874569           185000       URAR                          0              185000             80             80            80             80       NONE                  0                             0       STATED
      1008426349           185000       URAR                     185000              185000             20             20           100            100       NONE                  0                             0       FULL
      1008216156           185000       URAR                     185000              185000             90             90            90             90       NONE                  0                             0       STATED
      1008731214           185600       URAR                     185500              185500             80             80            80             80       NONE                  0                             0       LIMITED-BS
      1008863697           186000       URAR                          0              186000             85             85            85             85       NONE                  0                             0       FULL
      1008865454           186000       URAR                     186000              186000             80             80            80            100       NONE                  0                             0       FULL
      1008648001           160000       URAR                     160000              160000          79.69          79.69         79.69          99.69       NONE                  0                             0       STATED
      1008884665            97950       URAR                      97950               97950             80             80            80            100       NONE                  0                             0       FULL
      1008154695            98000       URAR                          0               98000             70             70            70             70       NONE                  0                             0       FULL-BS
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      1008893058            99000       URAR                      99000               99000             90             90            90             90       NONE                  0                             0       FULL
      1008769512            99500       URAR                      99500               99500             80             80            80             80       NONE                  0                             0       FULL
      1008564797            99900       URAR                      99900               99900             90             90            90             90       NONE                  0                             0       STATED
      1008622458            99900       URAR                      99900               99900             80             80            80            100       NONE                  0                             0       FULL
      1008298718           100000       URAR                     100000              100000             90             90            90             90       NONE                  0                             0       STATED
      1008404997           101000       URAR                          0              101000          78.22          78.22         78.22          78.22       NONE                  0                             0       FULL
      1008933737           102000       URAR                          0              102000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008750470           103000       URAR                          0              103000             90             90            90             90       NONE                  0                             0       FULL
      1008997874           104000       URAR                          0              104000             85             85            85             85       NONE                  0                             0       STATED
      1008633945           104000       URAR                     104000              104000             80             80            80            100       NONE                  0                             0       FULL
      1008693826           104000       URAR                     104000              104000             95             95            95             95       NONE                  0                             0       STATED
      1008887868           104300       URAR                     104300              104300             80             80            80            100       NONE                  0                             0       FULL
      1008405335           105000       URAR                          0              105000           78.1           78.1          78.1           78.1       NONE                  0                             0       FULL
      1008580902           105000       URAR                     105000              105000             95             95            95             95       NONE                  0                             0       FULL
      1008846911           105000       URAR                          0              105000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008640937           105000       URAR                          0              105000             75             75            75             75       NONE                  0                             0       FULL
      1008897866           105000       URAR                     105000              105000             80             80            80            100       NONE                  0                             0       FULL
      1008857748           105500       URAR                     105500              105500             90             90            90            100       NONE                  0                             0       FULL
      1008187491           106000       URAR                     106000              106000             80             80            80            100       NONE                  0                             0       FULL
      1008660834           106000       URAR                          0              106000             85             85            85             85       NONE                  0                             0       FULL
      1009007120           106900       URAR                     106900              106900             80             80            80            100       NONE                  0                             0       FULL
      1008149158           107000       URAR                          0              107000             85             85            85             85       NONE                  0                             0       FULL
      1008656108           107000       URAR                          0              107000             80             80            80             80       NONE                  0                             0       FULL
      1008981453           107000       URAR                          0              107000             85             85            85             85       NONE                  0                             0       FULL
      1008922909           108000       URAR                     108000              108000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008659221           108000       URAR                     108000              108000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008819549           108000       URAR                     108000              108000             95             95            95             95       NONE                  0                             0       FULL-BS
      1009024441           108400       URAR                     108400              108400             95             95            95             95       NONE                  0                             0       FULL-BS
      1008747387           109000       URAR                     109000              109000             80             80            80            100       NONE                  0                             0       STATED
      1008908202           109000       URAR                          0              109000             95             95            95             95       NONE                  0                             0       FULL
      1008559366           109900       URAR                     109900              109900             80             80            80            100       NONE                  0                             0       FULL
      1008338792           110000       URAR                          0              110000             90             90            90             90       NONE                  0                             0       STATED
      1008440396           110000       URAR                          0              110000             75             75            75             75       NONE                  0                             0       FULL
      1008554575           145000       URAR                     145000              145000             80             80            80            100       NONE                  0                             0       FULL
      1008556644           145600       URAR                     145545              145545             80             80            80            100       NONE                  0                             0       FULL
      1008479559           146500       URAR                     145500              145500          61.51          61.51         61.51          61.51       NONE                  0                             0       FULL
      1008912304           147000       URAR                     147000              147000             80             80            80            100       NONE                  0                             0       STATED
      1007915768           148000       URAR                          0              148000             75             75            75             75       NONE                  0                             0       FULL
      1008494417           148000       URAR                          0              148000             75             75            75             75       NONE                  0                             0       STATED
      1008605869           148500       URAR                     148500              148500             90             90            90             90       NONE                  0                             0       STATED
      1008832837           149000       URAR                     149000              149000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008848839           149500       URAR                     149500              149500             80             80            80             80       NONE                  0                             0       STATED
      1008677666           149900       URAR                     149900              149900             80             80            80            100       NONE                  0                             0       LIMITED-BS
      1008172504           150000       URAR                          0              150000             75             75            75             75       NONE                  0                             0       FULL
      1008825195           150000       URAR                          0              150000             90             90            90             90       NONE                  0                             0       FULL
      1008500339           150000       URAR                          0              150000          53.33          53.33         53.33          53.33       NONE                  0                             0       FULL
      1008540858           150000       URAR                          0              150000             85             85            85             85       NONE                  0                             0       FULL
      1008439111           150000       URAR                          0              150000          86.65          86.65         86.65          86.65       NONE                  0                             0       FULL
      1008965337           150000       URAR                     150000              150000             80             80            80            100       NONE                  0                             0       FULL
      1008437970           110000       URAR                     110000              110000             90             90            90             90       NONE                  0                             0       STATED
      1008802192           110000       URAR                          0              110000             75             75            75             75       NONE                  0                             0       STATED
      1008850549           110000       URAR                     110000              110000             90             90            90             90       NONE                  0                             0       STATED
      1008578737           111500       URAR                     111500              111500             80             80            80            100       NONE                  0                             0       STATED
      1008221630           112000       URAR                     112000              112000             70             70            70             70       NONE                  0                             0       STATED
      1006792198           113000       URAR                          0              113000             90             90            90             90       NONE                  0                             0       FULL
      1008789206           113000       URAR                          0              113000          77.88          77.88         77.88          77.88       NONE                  0                             0       FULL
      1008731811           113000       URAR                          0              113000             85             85            85             85       NONE                  0                             0       FULL
      1007926373           113420       URAR                     113420              113420             90             90            90             90       NONE                  0                             0       FULL
      1008482812           113500       URAR                          0              113500             90             90            90             90       NONE                  0                             0       FULL
      1008887617           114000       URAR                          0              114000             75             75            75             75       NONE                  0                             0       FULL
      1008559767           114900       URAR                     114900              114900             80             80            80            100       NONE                  0                             0       STATED
      1008806946           115000       URAR                          0              115000             80             80            80             80       NONE                  0                             0       FULL
      1008737218           115000       URAR                     115000              115000             90             90            90             90       NONE                  0                             0       STATED
      1008592515           150000       URAR                     150000              150000             20             20           100            100       NONE                  0                             0       FULL
      1008563100           160000       URAR                          0              160000             95             95            95             95       NONE                  0                             0       STATED
      1008239122           163420       URAR                     163420              163420             20             20           100            100       NONE                  0                             0       STATED
      1008280095           165000       URAR                     165000              165000             80             80            80            100       NONE                  0                             0       STATED
      1008134397           171000       URAR                     171000              171000             20             20           100            100       NONE                  0                             0       FULL
      1008145893           174800       URAR                     174800              174800             20             20           100            100       NONE                  0                             0       FULL
      1008570325           175000       URAR                     175000              175000             20             20           100            100       NONE                  0                             0       FULL
      1008782891           115000       URAR                          0              115000             80             80            80             80       NONE                  0                             0       FULL
      1009014522           115000       URAR                     114900              114900             80             80            80            100       NONE                  0                             0       FULL-BS
      1008228562           115000       URAR                          0              115000          54.78          54.78         54.78          54.78       NONE                  0                             0       FULL
      1008482297           115000       URAR                     115000              115000             70             70            70             70       NONE                  0                             0       FULL
      1008259145           150500       URAR                          0              150500          94.81          94.81         94.81          94.81       NONE                  0                             0       FULL-BS
      1008467394           151000       URAR                          0              151000             75             75            75             75       NONE                  0                             0       FULL
      1008644906           115000       URAR                     115000              115000             80             80            80            100       NONE                  0                             0       FULL
      1008526598           115000       URAR                     115000              115000             90             90            90             90       NONE                  0                             0       STATED
      1008127528           151200       URAR                     151200              151200             20             20           100            100       NONE                  0                             0       FULL
      1008621752           160000       URAR                          0              160000             50             50            50             50       NONE                  0                             0       STATED
      1008581411           115800       URAR                     115800              115800             90             90            90             90       NONE                  0                             0       FULL
      1008223978           115950       URAR                     115950              115950             85             85            85             85       NONE                  0                             0       FULL
      1008521254           116000       URAR                     116000              116000             80             80            80            100       NONE                  0                             0       STATED
      1008540215           116000       URAR                          0              116000          89.22          89.22         89.22          89.22       NONE                  0                             0       STATED
      1008930589           116000       URAR                     116000              116000             80             80            80             80       NONE                  0                             0       STATED
      1007683848           116500       URAR                     116500              116500          81.55          81.55         81.55            100       NONE                  0                             0       FULL
      1008503826           117000       URAR                     117000              117000             90             90            90             90       NONE                  0                             0       STATED
      1008780688           117000       URAR                          0              117000             80             80            80             80       NONE                  0                             0       FULL
      1008787510           118900       URAR                     118900              118900             80             80            80            100       NONE                  0                             0       FULL
      1008905884           119000       URAR                     119000              119000             80             80            80            100       NONE                  0                             0       FULL
      1007760719           164000       URAR                          0              164000             85             85            85             94       NONE                  0                             0       FULL-BS
      1008948008           165360       URAR                     165360              165360             90             90            90             90       NONE                  0                             0       STATED
      1008847821           171500       URAR                     171500              171500             90             90            90             90       NONE                  0                             0       STATED
      1008167084           174900       URAR                     174900              174900             20             20           100            100       NONE                  0                             0       STATED
      1008280291           127800       URAR                     127800              127800             80             80            80            100       NONE                  0                             0       FULL
      1008653799           128000       URAR                          0              128000             85             85            85             85       NONE                  0                             0       FULL
      1008718177           128000       URAR                          0              128000          78.13          78.13         78.13          78.13       NONE                  0                             0       STATED
      1008312970           128500       URAR                          0              128500             80             80            80            100       NONE                  0                             0       FULL
      1008751610           129000       URAR                          0              129000             80             80            80            100       NONE                  0                             0       FULL
      1008852039           129000       URAR                     129000              129000             80             80            80            100       NONE                  0                             0       FULL
      1008862439           152000       URAR                          0              152000             80             80            80             80       NONE                  0                             0       FULL
      1008616973           152400       URAR                     152400              152400             20             20           100            100       NONE                  0                             0       STATED
      1008847616           152475       URAR                     152475              152475             80             80            80            100       NONE                  0                             0       STATED
      1008645656           175000       URAR                          0              175000          42.86          42.86         42.86          42.86       NONE                  0                             0       FULL
      1007919452           151800       URAR                     151800              151800             20             20           100            100       NONE                  0                             0       FULL
      1008647146           152000       URAR                     152000              152000             90             90            90             90       NONE                  0                             0       STATED
      1008626935           152000       URAR                     152000              152000             20             20           100            100       NONE                  0                             0       FULL
      1008390911           120000       URAR                          0              120000             75             75            75             75       NONE                  0                             0       FULL
      1008344516           120000       URAR                          0              120000             75             75            75             75       NONE                  0                             0       FULL
      1008724053           120000       URAR                          0              120000             85             85            85             85       NONE                  0                             0       FULL
      1008957104           120000       URAR                     120000              120000             90             90            90             95       NONE                  0                             0       FULL
      1008522128           120000       URAR                          0              120000             85             85            85             85       NONE                  0                             0       STATED
      1008903975           120000       URAR                          0              120000             75             75            75             75       NONE                  0                             0       FULL
      1008833159           120000       URAR                     120000              120000             80             80            80            100       NONE                  0                             0       FULL
      1008733472           120750       URAR                     120750              120750             80             80            80            100       NONE                  0                             0       FULL-BS
      1008514440           121000       URAR                          0              121000          83.31          83.31         83.31          83.31       NONE                  0                             0       FULL
      1008875826           121000       URAR                          0              121000             80             80            80             80       NONE                  0                             0       STATED
      1008748554           121000       URAR                          0              121000             90             90            90             90       NONE                  0                             0       STATED
      1008376928           121900       URAR                     121900              121900             80             80            80            100       NONE                  0                             0       FULL
      1008659150           122500       URAR                     122500              122500             90             90            90             90       NONE                  0                             0       STATED
      1008173479           122570       URAR                     122570              122570             80             80            80            100       NONE                  0                             0       FULL
      1008679487           123000       URAR                     123000              123000             90             90            90             90       NONE                  0                             0       FULL
      1008265511           123800       URAR                          0              123800          71.49          71.49         71.49          71.49       NONE                  0                             0       STATED
      1008662388           124000       URAR                     124000              124000             80             80            80            100       NONE                  0                             0       FULL
      1008332306           124500       URAR                          0              124500          79.52          79.52         79.52          79.52       NONE                  0                             0       FULL
      1008620236           124500       URAR                     124500              124500           75.3           75.3          75.3           75.3       NONE                  0                             0       FULL-BS
      1008689804           125000       URAR                          0              125000             56             56            56             56       NONE                  0                             0       FULL
      1008763395           125000       URAR                          0              125000             75             75            75             75       NONE                  0                             0       FULL
      1008934166            53000       URAR                          0               53000             95             95            95             95       NONE                  0                             0       FULL
      1008962385            56600       URAR                      56600               56600             90             90            90             90       NONE                  0                             0       STATED
      1008521192            57700       URAR                      57700               57700             90             90            90             90       NONE                  0                             0       STATED
      1008646904            58000       URAR                      58000               58000             90             90            90             90       NONE                  0                             0       STATED
      1008940382            58000       URAR                      58000               58000             90             90            90             90       NONE                  0                             0       STATED
      1008847901            59000       URAR                          0               59000             85             85            85             85       NONE                  0                             0       FULL
      1008798697            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       STATED
      1008323290            60000       URAR                      60000               60000          84.17          84.17         84.17          84.17       NONE                  0                             0       STATED
      1008807311            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       FULL
      1008806116            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       FULL
      1008804797            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       FULL
      1008375643            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       FULL
      1008960476            61500       URAR                      61500               61500             90             90            90             90       NONE                  0                             0       FULL-BS
        10437309            62000       URAR                      62000               62000             90             90            90             90       NONE                  0                             0       SIVA
      1008512184            62000       URAR                      62500               62000          80.65          80.65         80.65          80.65       NONE                  0                             0       STATED
      1008573395            63000       URAR                          0               63000          79.37          79.37         79.37          79.37       NONE                  0                             0       FULL
      1008293508            63000       URAR                          0               63000             80             80            80             80       NONE                  0                             0       FULL
      1008419641            64900       URAR                      64900               64900             90             90            90             90       NONE                  0                             0       STATED
      1008446862            65000       URAR                          0               65000             80             80            80             80       NONE                  0                             0       STATED
      1008439521            65000       URAR                      65000               65000             80             80            80            100       NONE                  0                             0       STATED
      1008624786            65000       URAR                          0               65000             80             80            80             80       NONE                  0                             0       FULL
      1008555921            65000       URAR                      65000               65000             95             95            95             95       NONE                  0                             0       FULL
      1008799375            65000       URAR                      65000               65000             95             95            95             95       NONE                  0                             0       FULL
      1008572742            65000       URAR                          0               65000             90             90            90             90       NONE                  0                             0       STATED
      1008897321            66000       URAR                      66000               66000             95             95            95             95       NONE                  0                             0       STATED
      1008395569            70000       URAR                          0               70000             80             80            80             80       NONE                  0                             0       FULL
      1008217066            70000       URAR                          0               70000          76.71          76.71         76.71          76.71       NONE                  0                             0       STATED
      1008086910            70000       URAR                      70000               70000             90             90            90             90       NONE                  0                             0       FULL
      1008353177            70000       URAR                      70000               70000             80             80            80             80       NONE                  0                             0       FULL
      1009043037            70000       URAR                      70000               70000             90             90            90             90       NONE                  0                             0       FULL
      1008689421            70000       URAR                      70000               70000             95             95            95             95       NONE                  0                             0       STATED
      1008704903            72000       URAR                          0               72000             85             85            85             85       NONE                  0                             0       FULL
      1008696734            72500       URAR                      72500               72500             90             90            90             95       NONE                  0                             0       STATED
      1008650088            72500       URAR                      72500               72500             90             90            90             90       NONE                  0                             0       STATED
      1008752833            73000       URAR                          0               73000             80             80            80             80       NONE                  0                             0       STATED
      1008518936            74000       URAR                          0               74000             75             75            75             75       NONE                  0                             0       FULL
      1008748331            74500       URAR                      74500               74500             90             90            90             90       NONE                  0                             0       STATED
      1008865043            74900       URAR                      74900               74900          89.99          89.99         89.99          89.99       NONE                  0                             0       STATED
      1007626054            75000       URAR                          0               75000             80             80            80             80       NONE                  0                             0       FULL
      1008640802            75000       URAR                      75000               75000             90             90            90             90       NONE                  0                             0       FULL
      1008898712            75000       URAR                      75000               75000             80             80            80            100       NONE                  0                             0       FULL
      1008717230            75000       URAR                          0               75000             90             90            90             90       NONE                  0                             0       STATED
      1008439068            75000       URAR                      75000               75000             80             80            80            100       NONE                  0                             0       FULL
      1008901575            75000       URAR                      75000               75000             80             80            80            100       NONE                  0                             0       FULL
      1007872947            75500       URAR                      75500               75500             80             80            80             80       NONE                  0                             0       FULL
      1009007736            75500       URAR                      75500               75500             80             80            80            100       NONE                  0                             0       FULL
      1008551435            77500       URAR                      77500               77500             90             90            90             90       NONE                  0                             0       FULL
      1009007674            78000       URAR                      78000               78000             90             90            90             90       NONE                  0                             0       FULL
      1008718925            78000       URAR                      78000               78000             80             80            80            100       NONE                  0                             0       FULL
      1008885156            78600       URAR                      78600               78600          74.43          74.43         74.43          74.43       NONE                  0                             0       FULL
      1008973220            79000       URAR                          0               79000             85             85            85             85       NONE                  0                             0       FULL
      1008664420            79800       URAR                      79800               79800             95             95            95             95       NONE                  0                             0       STATED
        10438112            80000       URAR                          0               80000             80             80            80             80       NONE                  0                             0       FULL
      1008582125            80000       URAR                      80000               80000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008670100            80000       URAR                      80000               80000             90             90            90             95       NONE                  0                             0       FULL
      1008824944            80000       URAR                          0               80000             75             75            75             75       NONE                  0                             0       STATED
      1008870000            80000       URAR                          0               80000             80             80            80             80       NONE                  0                             0       STATED
      1008664359            80000       URAR                          0               80000             80             80            80             80       NONE                  0                             0       STATED
      1008496709            80000       URAR                          0               80000           62.5           62.5          62.5           62.5       NONE                  0                             0       FULL
      1008418465            80000       URAR                      80000               80000             95             95            95             95       NONE                  0                             0       FULL
      1008650970            81000       URAR                      81000               81000             90             90            90             90       NONE                  0                             0       FULL
      1008770047            82000       URAR                      82000               82000             90             90            90             90       NONE                  0                             0       FULL
      1008543178            82000       URAR                      82000               82000             90             90            90             95       NONE                  0                             0       FULL
      1008825792            82000       URAR                          0               82000          73.78          73.78         73.78          73.78       NONE                  0                             0       FULL
      1008798928            82000       URAR                      82000               82000             80             80            80            100       NONE                  0                             0       FULL
      1009035741            82000       URAR                          0               82000             80             80            80             80       NONE                  0                             0       FULL-BS
      1008592748            83500       URAR                      83500               83500             90             90            90             95       NONE                  0                             0       STATED
      1008701390            83900       URAR                      83900               83900             80             80            80             95       NONE                  0                             0       STATED
      1008270541            84000       URAR                      84000               84000             90             90            90             90       NONE                  0                             0       FULL
      1008235028            84043       URAR                      84043               84043             80             80            80            100       NONE                  0                             0       STATED
      1009029473            84500       URAR                      84500               84500             95             95            95             95       NONE                  0                             0       FULL-BS
      1008579095            85000       URAR                          0               85000             65             65            65             65       NONE                  0                             0       FULL
      1008670912            85000       URAR                          0               85000             80             80            80             80       NONE                  0                             0       STATED
      1008821956            85000       URAR                          0               85000           89.9           89.9          89.9           89.9       NONE                  0                             0       FULL
      1009011758           186675       URAR                     186675              186675             85             85            85             85       NONE                  0                             0       STATED
      1008132068           187000       URAR                     187000              187000             20             20           100            100       NONE                  0                             0       STATED
      1007996494           187000       URAR                          0              187000          84.09          84.09         84.09          84.09       NONE                  0                             0       STATED
      1008379710           187669       URAR                     187669              187669             20             20           100            100       NONE                  0                             0       STATED
      1008555949           188000       URAR                          0              188000             95             95            95             95       NONE                  0                             0       STATED
      1008973792           188000       URAR                     183091              183091             80             80            80            100       NONE                  0                             0       FULL
      1008372824           189320       URAR                     189320              189320             20             20           100            100       NONE                  0                             0       FULL
      1008340191           189450       URAR                     189450              189450             20             20           100            100       NONE                  0                             0       FULL
      1008068244           189900       URAR                     189900              189900             20             20           100            100       NONE                  0                             0       FULL
      1008403097           189900       URAR                     189900              189900             20             20           100            100       NONE                  0                             0       STATED
      1008458554           189900       URAR                     189900              189900             90             90            90             90       NONE                  0                             0       FULL
      1008071828           189900       URAR                     189900              189900             20             20           100            100       NONE                  0                             0       STATED
      1007846405           190000       URAR                     190000              190000             20             20           100            100       NONE                  0                             0       FULL
      1008389442           190000       URAR                     190000              190000             20             20           100            100       NONE                  0                             0       FULL
      1008528319           190000       URAR                          0              190000             80             80            80             80       NONE                  0                             0       FULL
      1008723394           190000       URAR                          0              190000          69.47          69.47         69.47          69.47       NONE                  0                             0       STATED
      1008187945           190000       URAR                          0              190000             70             70            70             70       NONE                  0                             0       FULL-BS
      1008947009           190000       URAR                          0              190000          54.21          54.21         54.21          54.21       NONE                  0                             0       FULL
      1007918006           190000       URAR                     190000              190000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008660424           190000       URAR                     190000              190000             20             20           100            100       NONE                  0                             0       FULL
      1008659837           190000       URAR                     190000              190000             80             80            80            100       NONE                  0                             0       FULL
      1008436034           190000       URAR                     190000              190000             20             20           100            100       NONE                  0                             0       STATED
      1008508484           190000       URAR                     190000              190000             20             20           100            100       NONE                  0                             0       FULL
      1008719620           190500       URAR                     190500              190500             80             80            80            100       NONE                  0                             0       FULL
      1008611399           191900       URAR                     191900              191900             95             95            95             95       NONE                  0                             0       STATED
      1008606430           191900       URAR                     191900              191900             20             20           100            100       NONE                  0                             0       FULL
      1008456495           192000       URAR                          0              192000             20             20           100            100       NONE                  0                             0       FULL
      1008620815           192000       URAR                          0              192000             75             75            75             75       NONE                  0                             0       STATED
      1007841758           192000       URAR                     169900              169900          79.99          79.99         79.99          79.99       NONE                  0                             0       STATED
      1008760673           192000       URAR                          0              192000             80             80            80             80       NONE                  0                             0       FULL
      1008822599           192000       URAR                     192000              192000             95             95            95             95       NONE                  0                             0       FULL
      1008253542           192000       URAR                     192000              192000             80             80            80            100       NONE                  0                             0       FULL
      1008612824           192900       URAR                     192900              192900             20             20           100            100       NONE                  0                             0       STATED
      1008331101           193000       URAR                          0              193000           82.9           82.9          82.9           82.9       NONE                  0                             0       FULL
      1008805858           193000       URAR                     193000              193000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008358485           193300       URAR                     193300              193300             20             20           100            100       NONE                  0                             0       FULL
      1008169723           193913       URAR                     193913              193913             20             20           100            100       NONE                  0                             0       FULL
      1008652585           194400       URAR                          0              194400          89.81          89.81         89.81          89.81       NONE                  0                             0       FULL-BS
      1008583375           194900       URAR                     194900              194900             20             20           100            100       NONE                  0                             0       FULL
      1006355954           195000       URAR                     195000              195000             70             70            70             70       NONE                  0                             0       FULL
      1008263826           195000       URAR                          0              195000          66.67          66.67         66.67          66.67       NONE                  0                             0       STATED
      1008532983           195000       URAR                          0              195000             80             80            80             80       NONE                  0                             0       FULL
      1008664448           195000       URAR                     195000              195000             80             80            80            100       NONE                  0                             0       FULL
      1008541090           195000       URAR                     195000              195000             20             20           100            100       NONE                  0                             0       FULL
      1007800828           195490       URAR                     195490              195490             20             20           100            100       NONE                  0                             0       FULL
      1007892783           195500       URAR                          0              195500             85             85            85             85       NONE                  0                             0       FULL-BS
      1008161525           195700       URAR                     195700              195700             20             20           100            100       NONE                  0                             0       FULL
      1008484758           195885       URAR                     195885              195885             20             20           100            100       NONE                  0                             0       FULL
      1008936173           195940       URAR                     195940              195940             80             80            80            100       NONE                  0                             0       STATED
      1008387168           196000       URAR                          0              196000             20             20           100            100       NONE                  0                             0       FULL
      1008528836           196000       URAR                          0              196000          79.08          79.08         79.08          79.08       NONE                  0                             0       FULL
      1008706073           196000       URAR                          0              196000             90             90            90             90       NONE                  0                             0       FULL
      1008762010           196800       URAR                     196800              196800             80             80            80            100       NONE                  0                             0       FULL
      1008328259           197000       URAR                     197000              197000             80             80            80            100       NONE                  0                             0       FULL
      1008643514           197000       URAR                          0              197000          79.95          79.95         79.95          79.95       NONE                  0                             0       STATED
      1007598815           197971       URAR                     197971              197971             20             20           100            100       NONE                  0                             0       FULL
      1008531911           197980       URAR                     197980              197980             85             85            85             85       NONE                  0                             0       FULL
      1008828593           198000       URAR                          0              198000          63.64          63.64         63.64          63.64       NONE                  0                             0       FULL
      1008720253           198000       URAR                          0              198000             90             90            90             90       NONE                  0                             0       FULL
      1008828780           198000       URAR                          0              198000             80             80            80            100       NONE                  0                             0       FULL
      1008540224           198000       URAR                     198000              198000             85             85            85             85       NONE                  0                             0       FULL
      1008363228           199000       URAR                          0              199000             20             20           100            100       NONE                  0                             0       FULL
      1008620986           199000       URAR                          0              199000          89.95          89.95         89.95          89.95       NONE                  0                             0       STATED
      1009006942           199000       URAR                     199000              199000             80             80            80            100       NONE                  0                             0       FULL
      1008587576           199000       URAR                     199000              199000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008472075           199533       URAR                     199533              199533             20             20           100            100       NONE                  0                             0       FULL
      1008578684           199900       URAR                     199900              199900             20             20           100            100       NONE                  0                             0       FULL
      1007414595           200000       URAR                     200000              200000             20             20           100            100       NONE                  0                             0       FULL
      1007593357           200000       URAR                     200000              200000             20             20           100            100       NONE                  0                             0       STATED
      1008280442           200000       URAR                     200000              200000             95             95            95             95       NONE                  0                             0       FULL
      1008049854           200000       URAR                          0              200000             52             52            52             52       NONE                  0                             0       STATED
      1008363932           200000       URAR                     200000              200000             80             80            80            100       NONE                  0                             0       FULL
      1008584686           200000       URAR                          0              200000          56.25          56.25         56.25          56.25       NONE                  0                             0       FULL
      1008684809           200000       URAR                          0              200000             95             95            95             95       NONE                  0                             0       FULL
      1008735185           200000       URAR                          0              200000             70             70            70             70       NONE                  0                             0       FULL
      1008780152           200000       URAR                          0              200000             80             80            80             80       NONE                  0                             0       STATED
      1008119555           200000       URAR                     200000              200000             20             20           100            100       NONE                  0                             0       FULL
      1008850157           200000       URAR                     200000              200000             80             80            80            100       NONE                  0                             0       STATED
      1009015692           200000       URAR                          0              200000             65             65            65             65       NONE                  0                             0       FULL
      1008504503           200000       URAR                          0              200000             65             65            65             65       NONE                  0                             0       FULL
      1008692097           200000       URAR                     200000              200000             20             20           100            100       NONE                  0                             0       FULL
      1008675132           200000       URAR                     200000              200000             20             20           100            100       NONE                  0                             0       FULL
      1008650569           200000       URAR                     200000              200000             20             20           100            100       NONE                  0                             0       FULL
      1008007523           201450       URAR                     201450              201450             20             20           100            100       NONE                  0                             0       STATED
      1008007159           201450       URAR                     201450              201450             80             80            80            100       NONE                  0                             0       STATED
      1008349584           202000       URAR                          0              202000          79.21          79.21         79.21          99.01       NONE                  0                             0       FULL-BS
      1008480690           202000       URAR                     202000              202000             20             20           100            100       NONE                  0                             0       FULL
      1008547575           202950       URAR                     202950              202950             95             95            95             95       NONE                  0                             0       FULL
      1008589841           203000       URAR                          0              203000             80             80            80            100       NONE                  0                             0       FULL
      1008102448           203500       URAR                     203500              203500             20             20           100            100       NONE                  0                             0       FULL
      1008791104           204000       URAR                          0              204000          58.82          58.82         58.82          58.82       NONE                  0                             0       FULL
      1008396684           204500       URAR                     204500              204500             20             20           100            100       NONE                  0                             0       FULL
      1007746120           204900       URAR                     204900              204900             20             20           100            100       NONE                  0                             0       FULL-BS
      1008620968           205000       URAR                          0              205000             85             85            85          85.49       NONE                  0                             0       FULL
      1008771778           205000       URAR                          0              205000          59.51          59.51         59.51          59.51       NONE                  0                             0       FULL
      1008649812           205000       URAR                          0              205000          60.98          60.98         60.98          60.98       NONE                  0                             0       STATED
      1007878503           206400       URAR                     206400              206400             20             20           100            100       NONE                  0                             0       STATED
      1008871964           207000       URAR                     207000              207000             80             80            80            100       NONE                  0                             0       FULL
      1008209182           208000       URAR                     208000              208000             20             20           100            100       NONE                  0                             0       STATED
      1008469908           208500       URAR                     208500              208500             20             20           100            100       NONE                  0                             0       FULL
      1008450918           209000       URAR                     209000              209000             20             20           100            100       NONE                  0                             0       FULL
      1008467875           209900       URAR                     209900              209900             20             20           100            100       NONE                  0                             0       FULL
        10446809           210000       URAR                     190000              190000             90             90            90             90       NONE                  0                             0       SISA
      1006234997           210000       URAR                          0              210000             85             85            85             85       NONE                  0                             0       FULL
      1008424966           210000       URAR                     210000              210000             20             20           100            100       NONE                  0                             0       STATED
      1007902781           210000       URAR                     210000              210000             20             20           100            100       NONE                  0                             0       FULL
      1008340093           210000       URAR                          0              210000             95             95            95             95       NONE                  0                             0       FULL
      1008429462           210000       URAR                          0              210000             95             95            95             95       NONE                  0                             0       FULL
      1008861608           210000       URAR                          0              210000             90             90            90             90       NONE                  0                             0       FULL
      1008906749           210000       URAR                          0              210000             80             80            80             80       NONE                  0                             0       STATED
      1008112419           210000       URAR                     210000              210000             20             20           100            100       NONE                  0                             0       STATED
      1008085163           210000       URAR                     210000              210000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1009021471           210000       URAR                          0              210000          59.52          59.52         59.52          59.52       NONE                  0                             0       FULL
      1008573082           210500       URAR                     210500              210500             20             20           100            100       NONE                  0                             0       FULL
      1008522002           211000       URAR                     211000              211000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008612566           211000       URAR                          0              211000          79.15          79.15         79.15          79.15       NONE                  0                             0       FULL
      1008804939           212000       URAR                     211000              211000             95             95            95             95       NONE                  0                             0       FULL
      1008666473           212000       URAR                          0              212000             95             95            95             95       NONE                  0                             0       FULL
      1008575124           212500       URAR                     212500              212500             20             20           100            100       NONE                  0                             0       STATED
      1008855615           213500       URAR                     213500              213500             80             80            80            100       NONE                  0                             0       STATED
      1007881045           213900       URAR                     213900              213900             20             20           100            100       NONE                  0                             0       STATED
      1008802959           214000       URAR                          0              214000             95             95            95             95       NONE                  0                             0       FULL
      1007975934           214000       URAR                     214000              214000             20             20           100            100       NONE                  0                             0       FULL
      1008493481           214217       URAR                     214217              214217             20             20           100            100       NONE                  0                             0       FULL
      1008800149           214900       URAR                     214900              214900             80             80            80             80       NONE                  0                             0       STATED
      1006893515           215000       URAR                          0              215000             95             95            95             95       NONE                  0                             0       FULL
      1008183422           215000       URAR                          0              215000             80             80            80            100       NONE                  0                             0       STATED
      1008189514           215000       URAR                          0              215000             80             80            80             80       NONE                  0                             0       FULL
      1008646450           215000       URAR                     215000              215000             20             20           100            100       NONE                  0                             0       FULL
      1008447889           215000       URAR                          0              215000             90             90            90             90       NONE                  0                             0       FULL
      1008659052           215000       URAR                          0              215000          74.42          74.42         74.42          74.42       NONE                  0                             0       FULL
      1008717873           215000       URAR                          0              215000          79.07          79.07         79.07          79.07       NONE                  0                             0       STATED
      1008842755           215000       URAR                          0              215000             80             80            80             80       NONE                  0                             0       FULL
      1008125389           215000       URAR                     215000              215000             20             20           100            100       NONE                  0                             0       FULL
      1008349209           215000       URAR                     215000              215000             20             20           100            100       NONE                  0                             0       FULL
      1008765543           215000       URAR                          0              215000             80             80            80            100       NONE                  0                             0       FULL
      1009020588           215000       URAR                     215000              215000             80             80            80            100       NONE                  0                             0       FULL
      1009030265           215000       URAR                          0              215000             95             95            95             95       NONE                  0                             0       FULL
      1008348601           215000       URAR                     215000              215000             80             80            80            100       NONE                  0                             0       FULL
      1008529381           215000       URAR                     215000              215000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008546585           215900       URAR                     215900              215900             20             20           100            100       NONE                  0                             0       STATED
      1008357654           216000       URAR                     216000              216000             20             20           100            100       NONE                  0                             0       STATED
      1008485409           216000       URAR                          0              216000             65             65            65             65       NONE                  0                             0       FULL
      1008283948           216500       URAR                          0              216500             72             72            72             72       NONE                  0                             0       FULL
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      1008700747           249000       URAR                     249000              249000             80             80            80            100       NONE                  0                             0       STATED
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      1008568720           250000       URAR                          0              250000             20             20           100            100       NONE                  0                             0       FULL
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      1008832267           250000       URAR                          0              250000             88             88            88             88       NONE                  0                             0       FULL
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      1008886262           250000       URAR                          0              250000           79.4           79.4          79.4           79.4       NONE                  0                             0       STATED
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      1008773375           250000       URAR                          0              250000             90             90            90             90       NONE                  0                             0       STATED
      1008843567           250000       URAR                          0              250000             90             90            90             90       NONE                  0                             0       STATED
      1008732160           250000       URAR                          0              250000             72             72            72             72       NONE                  0                             0       FULL
      1008666687           250000       URAR                          0              250000             70             70            70             70       NONE                  0                             0       STATED
      1008893343           250000       URAR                          0              250000             95             95            95             95       NONE                  0                             0       FULL
      1008066317           250000       URAR                     250000              250000             90             90            90             90       NONE                  0                             0       FULL
      1008135412           250000       URAR                     250000              250000             20             20           100            100       NONE                  0                             0       STATED
      1008859791           250000       URAR                     249900              249900             80             80            80            100       NONE                  0                             0       FULL
      1008338943           250000       URAR                     250000              250000             90             90            90             90       NONE                  0                             0       STATED
      1008122836           250000       URAR                     250000              250000             20             20           100            100       NONE                  0                             0       STATED
      1008534794           250495       URAR                     250495              250495             20             20           100            100       NONE                  0                             0       FULL
      1008534918           250495       URAR                     250495              250495             80             80            80            100       NONE                  0                             0       FULL
      1009014078           251900       URAR                     251900              251900             80             80            80            100       NONE                  0                             0       FULL
      1008599288           252000       URAR                          0              252000          72.62          72.62         72.62          72.62       NONE                  0                             0       FULL
      1008227199           252000       URAR                     252000              252000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008567286           253000       URAR                     253000              253000             20             20           100            100       NONE                  0                             0       FULL
      1008393525           253340       URAR                     253340              253340             20             20           100            100       NONE                  0                             0       FULL
      1008117049           253901       URAR                     239581              239581             20             20           100            100       NONE                  0                             0       FULL
      1008622779           254000       URAR                          0              254000          79.92          79.92         79.92          79.92       NONE                  0                             0       FULL
      1007408815           254000       URAR                          0              254000             90             90            90             90       NONE                  0                             0       STATED
      1008859817           254367       URAR                     254367              254367             90             90            90             90       NONE                  0                             0       STATED
      1008179749           255000       URAR                     255000              255000             20             20           100            100       NONE                  0                             0       STATED
      1008468320           255000       URAR                     255000              255000             20             20           100            100       NONE                  0                             0       STATED
      1008496068           255000       URAR                     255000              255000             20             20           100            100       NONE                  0                             0       FULL
      1008231111           255000       URAR                          0              255000             70             70            70             70       NONE                  0                             0       FULL
      1008577701           255000       URAR                          0              255000          67.84          67.84         67.84          67.84       NONE                  0                             0       STATED
      1008784871           255000       URAR                     255000              255000             90             90            90             90       NONE                  0                             0       STATED
      1008891130           255000       URAR                          0              255000             85             85            85             85       NONE                  0                             0       FULL
      1008503648           255000       URAR                          0              255000             70             70            70             70       NONE                  0                             0       FULL
      1008857454           255000       URAR                          0              255000          78.43          78.43         78.43          78.43       NONE                  0                             0       FULL
      1008863973           256000       URAR                          0              256000             80             80            80             80       NONE                  0                             0       FULL
      1008635131           257000       URAR                          0              257000          79.38          79.38         79.38          94.26       NONE                  0                             0       STATED
      1008883871           257000       URAR                     257000              257000             80             80            80            100       NONE                  0                             0       STATED
      1008048356           257300       URAR                     257300              257300             20             20           100            100       NONE                  0                             0       FULL
      1008091389           257500       URAR                     257500              257500             20             20           100            100       NONE                  0                             0       FULL
      1008426410           258000       URAR                     258000              258000             90             90            90             90       NONE                  0                             0       STATED
      1008610149           258000       URAR                          0              258000             80             80            80             80       NONE                  0                             0       FULL
      1008434278           258000       URAR                     258000              258000             20             20           100            100       NONE                  0                             0       STATED
      1008575954           259000       URAR                          0              259000             90             90            90             90       NONE                  0                             0       STATED
      1008451551           259400       URAR                          0              259400             20             20           100            100       NONE                  0                             0       FULL
      1009020935           259900       URAR                     259900              259900             80             80            80             80       NONE                  0                             0       FULL
      1008565439           260000       URAR                     260000              260000             20             20           100            100       NONE                  0                             0       FULL
      1008535855           260000       URAR                          0              260000          65.77          65.77         65.77          65.77       NONE                  0                             0       STATED
      1008825015           260000       URAR                          0              260000             75             75            75             75       NONE                  0                             0       FULL
      1008872543           260000       URAR                          0              260000          82.69          82.69         82.69          82.69       NONE                  0                             0       FULL-BS
      1008859121           260000       URAR                          0              260000             85             85            85             85       NONE                  0                             0       FULL
      1008774463           260000       URAR                          0              260000             85             85            85             85       NONE                  0                             0       STATED
      1008633428           260000       URAR                     260000              260000             80             80            80            100       NONE                  0                             0       STATED
      1008447219           260000       URAR                     260000              260000             20             20           100            100       NONE                  0                             0       FULL
      1008790702           261500       URAR                     261500              261500             80             80            80            100       NONE                  0                             0       STATED
      1008529390           262000       URAR                          0              262000             90             90            90             90       NONE                  0                             0       FULL
      1008376811           262000       URAR                     262000              262000             80             80            80            100       NONE                  0                             0       FULL
      1008539110           262000       URAR                     262000              262000             20             20           100            100       NONE                  0                             0       STATED
      1008615830           262500       URAR                          0              262500             72             72            72             72       NONE                  0                             0       STATED
      1007979084           263000       URAR                          0              263000             80             80            80            100       NONE                  0                             0       FULL
      1008912625           263000       URAR                          0              263000             85             85            85             85       NONE                  0                             0       FULL
      1008531010           263000       URAR                          0              263000             70             70            70             70       NONE                  0                             0       FULL-BS
      1007447596           264000       URAR                     260000              260000             80             80            80            100       NONE                  0                             0       FULL
      1008498431           264900       URAR                     264900              264900             20             20           100            100       NONE                  0                             0       FULL
      1008065238           265000       URAR                          0              265000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008260393           265000       URAR                          0              265000             80             80            80            100       NONE                  0                             0       FULL
      1008660022           265000       URAR                          0              265000          84.91          84.91         84.91          84.91       NONE                  0                             0       FULL
      1008933666           265000       URAR                     265000              265000             80             80            80            100       NONE                  0                             0       STATED
      1008900013           265000       URAR                          0              265000           48.3           48.3          48.3           48.3       NONE                  0                             0       FULL
      1008730527           265000       URAR                     265000              265000             80             80            80            100       NONE                  0                             0       STATED
      1008803609           265000       URAR                          0              265000          76.42          76.42         76.42          76.42       NONE                  0                             0       STATED
      1008044626           265000       URAR                     265000              265000             20             20           100            100       NONE                  0                             0       FULL
      1008196061           265000       URAR                     265000              265000             90             90            90             90       NONE                  0                             0       FULL
      1008447656           265000       URAR                     270000              265000             20             20           100            100       NONE                  0                             0       FULL
      1008797956           265000       URAR                     265000              265000             80             80            80            100       NONE                  0                             0       STATED
      1008956392           265000       URAR                     265000              265000             80             80            80            100       NONE                  0                             0       FULL
      1008609687           265000       URAR                     265000              265000             90             90            90             90       NONE                  0                             0       FULL
      1008392045           265000       URAR                          0              265000          62.26          62.26         62.26          62.26       NONE                  0                             0       FULL-BS
      1007755075           266000       URAR                          0              266000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008042977           266135       URAR                     266135              266135             20             20           100            100       NONE                  0                             0       FULL
      1008205293           267000       URAR                     267000              267000             90             90            90             90       NONE                  0                             0       FULL
      1008595273           267000       URAR                     267000              267000             20             20           100            100       NONE                  0                             0       STATED
      1008466830           268500       URAR                     268500              268500             20             20           100            100       NONE                  0                             0       STATED
      1008621226           269900       URAR                     269900              269900             80             80            80            100       NONE                  0                             0       FULL
      1007577124           270000       URAR                          0              270000             85             85            85             85       NONE                  0                             0       STATED
      1008456538           270000       URAR                     270000              270000             90             90            90            100       NONE                  0                             0       FULL
      1008545498           270000       URAR                          0              270000          69.81          69.81         69.81          69.81       NONE                  0                             0       FULL-BS
      1008260302           270000       URAR                     270000              270000             20             20           100            100       NONE                  0                             0       FULL
      1008629638           270000       URAR                          0              270000             90             90            90             90       NONE                  0                             0       STATED
      1008280497           270000       URAR                          0              270000             80             80            80             80       NONE                  0                             0       FULL
      1008075343           270000       URAR                          0              270000          77.41          77.41         77.41          77.41       NONE                  0                             0       FULL
      1008854518           270000       URAR                     270000              270000             80             80            80            100       NONE                  0                             0       FULL
      1008849623           270000       URAR                          0              270000             80             80            80            100       NONE                  0                             0       FULL
      1008835567           270000       URAR                          0              270000             80             80            80          99.99       NONE                  0                             0       FULL
      1008256308           270000       URAR                          0              270000             85             85            85             85       NONE                  0                             0       FULL
      1008935281           270000       URAR                          0              270000             90             90            90             90       NONE                  0                             0       STATED
      1008468678           270000       URAR                     270000              270000             20             20           100            100       NONE                  0                             0       STATED
      1007994851           270000       URAR                     270000              270000             20             20           100            100       NONE                  0                             0       STATED
      1008344641           270400       URAR                     270400              270400             20             20           100            100       NONE                  0                             0       STATED
      1008585809           271000       URAR                     271000              271000             80             80            80            100       NONE                  0                             0       FULL
      1008262024           272000       URAR                     272000              272000             20             20           100            100       NONE                  0                             0       STATED
      1008301624           272000       URAR                     272000              272000             20             20           100            100       NONE                  0                             0       STATED
      1008458466           272900       URAR                     272900              272900             80             80            80             95       NONE                  0                             0       STATED
      1008033139           272900       URAR                     272900              272900             20             20           100            100       NONE                  0                             0       STATED
      1007482477           273000       URAR                          0              273000             85             85            85             85       NONE                  0                             0       FULL
      1008708810           273000       URAR                          0              273000             90             90            90             90       NONE                  0                             0       FULL
      1008476357           274000       URAR                     274000              274000             20             20           100            100       NONE                  0                             0       STATED
      1007856340           275000       URAR                     275000              275000             20             20           100            100       NONE                  0                             0       STATED
      1007866721           275000       URAR                          0              275000             80             80            80            100       NONE                  0                             0       STATED
        10484563           275000       URAR                     275000              275000             80             80            80            100       NONE                  0                             0       SIVA
      1008004973           275000       URAR                          0              275000             20             20           100            100       NONE                  0                             0       FULL
      1008579763           275000       URAR                     274900              274900             20             20           100            100       NONE                  0                             0       STATED
      1008545899           275000       URAR                          0              275000             75             75            75             75       NONE                  0                             0       LIMITED-BS
      1008660095           275000       URAR                          0              275000          67.64          67.64         67.64          67.64       NONE                  0                             0       FULL
      1008895010           275000       URAR                     275000              275000          72.73          72.73         72.73          72.73       NONE                  0                             0       STATED
      1008326420           275000       URAR                     275000              275000             90             90            90             95       NONE                  0                             0       STATED
      1008312328           275000       URAR                     275000              275000             20             20           100            100       NONE                  0                             0       FULL
      1008667105           275000       URAR                          0              275000          78.18          78.18         78.18          78.18       NONE                  0                             0       STATED
      1008803743           275000       URAR                     275000              275000             80             80            80             80       NONE                  0                             0       STATED
      1007968103           275000       URAR                     275000              275000             20             20           100            100       NONE                  0                             0       FULL
      1008796216           275000       URAR                     275000              275000             80             80            80            100       NONE                  0                             0       STATED
      1009088612           275200       URAR                     275200              275200             80             80            80            100       NONE                  0                             0       STATED
      1008461960           276000       URAR                     275000              275000             20             20           100            100       NONE                  0                             0       STATED
      1008849222           276000       URAR                          0              276000             85             85            85             85       NONE                  0                             0       FULL
      1008872491           276000       URAR                          0              276000          75.09          75.09         75.09          75.09       NONE                  0                             0       FULL
      1008943487           276500       URAR                          0              276500          84.63          84.63         84.63          84.63       NONE                  0                             0       FULL
      1008191440           277000       URAR                     273490              273490             20             20           100            100       NONE                  0                             0       STATED
      1008250466           277000       URAR                          0              277000             90             90            90             90       NONE                  0                             0       STATED
      1008382378           277000       URAR                     277000              277000             20             20           100            100       NONE                  0                             0       STATED
      1008651345           278500       URAR                     278500              278500             80             80            80            100       NONE                  0                             0       FULL
      1008453700           279000       URAR                          0              279000             20             20           100            100       NONE                  0                             0       FULL
      1008002920           279900       URAR                     279900              279900             20             20           100            100       NONE                  0                             0       STATED
      1007771789           280000       URAR                     280000              280000             80             80            80            100       NONE                  0                             0       STATED
      1008085653           280000       URAR                          0              280000             20             20           100            100       NONE                  0                             0       FULL
      1007944861           280000       URAR                          0              280000             20             20           100            100       NONE                  0                             0       FULL
      1008236553           280000       URAR                     280000              280000             20             20           100            100       NONE                  0                             0       STATED
      1008565643           280000       URAR                          0              280000          66.43          66.43         66.43          66.43       NONE                  0                             0       STATED
      1008528809           280000       URAR                     280000              280000           86.5           86.5          86.5           86.5       NONE                  0                             0       STATED
      1008574508           280000       URAR                     280000              280000             20             20           100            100       NONE                  0                             0       STATED
      1008661682           280000       URAR                          0              280000          78.93          78.93         78.93          78.93       NONE                  0                             0       STATED
      1008574090           280000       URAR                     280000              280000             80             80            80            100       NONE                  0                             0       STATED
      1008567366           280000       URAR                          0              280000          17.86          17.86         17.86          17.86       NONE                  0                             0       STATED
      1008544827           280000       URAR                          0              280000          87.86          87.86         87.86          87.86       NONE                  0                             0       FULL
      1008845565           280000       URAR                     280000              280000             80             80            80            100       NONE                  0                             0       STATED
      1009077447           280000       URAR                     280000              280000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008601426           280000       URAR                          0              280000             20             20           100            100       NONE                  0                             0       FULL
      1008700783           280000       URAR                          0              280000             90             90            90             90       NONE                  0                             0       STATED
      1009076554           280000       URAR                     280000              280000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008600819           280000       URAR                          0              280000             80             80            80            100       NONE                  0                             0       FULL
      1008925416           280000       URAR                     280000              280000             80             80            80            100       NONE                  0                             0       STATED
      1008435892           280000       URAR                     280000              280000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008456814           280000       URAR                          0              280000             20             20           100            100       NONE                  0                             0       FULL
      1008983683           280663       URAR                     280663              280663             80             80            80             95       NONE                  0                             0       STATED
      1008558250           281000       URAR                     281000              281000             80             80            80            100       NONE                  0                             0       FULL
      1008534311           281500       URAR                     281500              281500             80             80            80            100       NONE                  0                             0       FULL
      1008315192           281900       URAR                     281900              281900             20             20           100            100       NONE                  0                             0       FULL-BS
      1008150181           282000       URAR                          0              282000          68.79          68.79         68.79          68.79       NONE                  0                             0       STATED
      1008315076           282000       URAR                          0              282000          63.12          63.12         63.12          63.12       NONE                  0                             0       STATED
      1008360668           282000       URAR                          0              282000             85             85            85             85       NONE                  0                             0       FULL
      1006418450           283000       URAR                          0              283000             20             20           100            100       NONE                  0                             0       FULL
      1008121472           283000       URAR                          0              283000             90             90            90             90       NONE                  0                             0       FULL
      1008358092           284400       URAR                     284400              284400             20             20           100            100       NONE                  0                             0       STATED
      1008130701           285000       URAR                     285000              285000             20             20           100            100       NONE                  0                             0       STATED
      1008537498           285000       URAR                          0              285000             50             50            50             50       NONE                  0                             0       STATED
      1008726541           285000       URAR                          0              285000          73.68          73.68         73.68          73.68       NONE                  0                             0       FULL
      1008651817           285000       URAR                          0              285000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008929001           285000       URAR                     285000              285000             80             80            80            100       NONE                  0                             0       STATED
      1008881294           285000       URAR                     285000              285000             80             80            80            100       NONE                  0                             0       STATED
      1008454139           285000       URAR                          0              285000             20             20           100            100       NONE                  0                             0       FULL
      1008900399           286000       URAR                     286000              286000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008044369           287000       URAR                     287000              287000             20             20           100            100       NONE                  0                             0       FULL
      1008460131           287000       URAR                     287000              287000             20             20           100            100       NONE                  0                             0       FULL
      1008165843           287000       URAR                          0              287000          81.88          81.88         81.88          81.88       NONE                  0                             0       FULL
      1008837761           287000       URAR                          0              287000             80             80            80          99.86       NONE                  0                             0       STATED
      1007876140           288000       URAR                          0              288000          83.33          83.33         83.33          83.33       NONE                  0                             0       FULL
      1008601630           288000       URAR                     288000              288000             20             20           100            100       NONE                  0                             0       FULL
      1008600506           288000       URAR                     288000              288000             80             80            80            100       NONE                  0                             0       FULL
      1007945726           288175       URAR                     288175              288175             80             80            80            100       NONE                  0                             0       FULL
      1008576150           289000       URAR                     289000              289000             20             20           100            100       NONE                  0                             0       STATED
      1008256317           289000       URAR                     289000              289000             20             20           100            100       NONE                  0                             0       FULL
      1008794771           289000       URAR                     289000              289000             80             80            80            100       NONE                  0                             0       STATED
      1008553077           289900       URAR                     289900              289900             20             20           100            100       NONE                  0                             0       FULL
      1007462676           290000       URAR                          0              290000          19.31          19.31         96.55          96.55       NONE                  0                             0       FULL
      1008037974           290000       URAR                          0              290000             20             20           100            100       NONE                  0                             0       FULL
      1008549109           290000       URAR                          0              290000          74.14          74.14         74.14          74.14       NONE                  0                             0       FULL
      1008272825           290000       URAR                          0              290000             80             80            80             80       NONE                  0                             0       FULL
      1008588307           290000       URAR                     290000              290000             20             20           100            100       NONE                  0                             0       FULL
      1007067425           290000       URAR                     291415              290000             20             20           100            100       NONE                  0                             0       FULL
      1008628817           290000       URAR                          0              290000             90             90            90             90       NONE                  0                             0       FULL
      1008872419           290000       URAR                          0              290000             80             80            80            100       NONE                  0                             0       FULL
      1008254587           290000       URAR                          0              290000          63.79          63.79         63.79          63.79       NONE                  0                             0       FULL-BS
      1008453381           290000       URAR                     290000              290000             80             80            80          99.39       NONE                  0                             0       STATED
      1008529899           290000       URAR                     290000              290000             20             20           100            100       NONE                  0                             0       STATED
      1008736745           290000       URAR                     290000              290000             80             80            80             90       NONE                  0                             0       STATED
      1008733356           291000       URAR                     291000              291000             80             80            80            100       NONE                  0                             0       STATED
      1008396862           292000       URAR                     292000              292000             20             20           100            100       NONE                  0                             0       STATED
      1008592034           292000       URAR                          0              292000             90             90            90             90       NONE                  0                             0       LIMITED-BS
      1008412238           292000       URAR                     292000              292000             20             20           100            100       NONE                  0                             0       STATED
      1008873882           292000       URAR                          0              292000           89.9           89.9          89.9           89.9       NONE                  0                             0       FULL
      1008697859           293000       URAR                          0              293000             85             85            85             85       NONE                  0                             0       FULL
      1008821518           294000       URAR                     297181              294000          42.52          42.52         42.52          42.52       NONE                  0                             0       STATED
      1008471673           294400       URAR                     294400              294400             20             20           100            100       NONE                  0                             0       FULL
      1008471405           294400       URAR                     294400              294400             80             80            80            100       NONE                  0                             0       FULL
      1008441518           294737       URAR                     294737              294737             80             80            80            100       NONE                  0                             0       STATED
      1008094055           295000       URAR                     295000              295000             20             20           100            100       NONE                  0                             0       FULL
      1008560764           295000       URAR                     295000              295000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008451953           295000       URAR                          0              295000             20             20           100            100       NONE                  0                             0       FULL
      1008775596           295000       URAR                          0              295000          47.46          47.46         47.46          47.46       NONE                  0                             0       FULL-BS
      1008820840           295000       URAR                     295000              295000             80             80            80            100       NONE                  0                             0       FULL
      1007076923           295000       URAR                     295000              295000             20             20           100            100       NONE                  0                             0       FULL
      1008512077           295000       URAR                     295000              295000             80             80            80            100       NONE                  0                             0       FULL
      1008501873           295900       URAR                     295900              295900             20             20           100            100       NONE                  0                             0       FULL
      1008706992           296000       URAR                          0              296000             90             90            90             90       NONE                  0                             0       FULL
      1008775783           296000       URAR                          0              296000          42.23          42.23         42.23          42.23       NONE                  0                             0       FULL
      1007886816           296900       URAR                     296900              296900             20             20           100            100       NONE                  0                             0       STATED
      1008982988           298000       URAR                     298000              298000             80             80            80            100       NONE                  0                             0       STATED
      1008137483           298000       URAR                     298000              298000             20             20           100            100       NONE                  0                             0       STATED
      1008356511           298750       URAR                     298750              298750             20             20           100            100       NONE                  0                             0       FULL-BS
      1008356502           298750       URAR                     298750              298750             80             80            80            100       NONE                  0                             0       FULL-BS
      1008668408           299000       URAR                          0              299000             95             95            95             95       NONE                  0                             0       FULL
      1008731526           299000       URAR                          0              299000             75             75            75             75       NONE                  0                             0       STATED
      1008750906           299000       URAR                     299000              299000          73.24          73.24         73.24          73.24       NONE                  0                             0       FULL
      1008359698           299000       URAR                     299000              299000             20             20           100            100       NONE                  0                             0       STATED
      1007420846           299950       URAR                     299950              299950             20             20           100            100       NONE                  0                             0       FULL-BS
      1007776926           300000       URAR                     300000              300000             70             70            70             70       NONE                  0                             0       STATED
      1008565634           300000       URAR                     300000              300000             20             20           100            100       NONE                  0                             0       FULL
      1008655617           300000       URAR                          0              300000          89.33          89.33         89.33          89.33       NONE                  0                             0       FULL
      1008940596           300000       URAR                     300000              300000             80             80            80            100       NONE                  0                             0       STATED
      1008898794           300000       URAR                          0              300000             95             95            95             95       NONE                  0                             0       FULL
      1008340048           300000       URAR                          0              300000          83.33          83.33         83.33          83.33       NONE                  0                             0       FULL
      1008880810           300000       URAR                          0              300000          72.33          72.33         72.33          72.33       NONE                  0                             0       STATED
      1008538120           300000       URAR                          0              300000             60             60            60             60       NONE                  0                             0       FULL
      1008559339           300000       URAR                     300000              300000             80             80            80            100       NONE                  0                             0       FULL
      1008719764           300000       URAR                     300000              300000             80             80            80            100       NONE                  0                             0       STATED
      1008711520           300000       URAR                     300000              300000             80             80            80            100       NONE                  0                             0       STATED
      1008926512           300000       URAR                     300000              300000             85             85            85             85       NONE                  0                             0       STATED
      1007665467           301000       URAR                          0              301000          85.25          85.25         85.25          85.25       NONE                  0                             0       FULL
      1008908809           302000       URAR                          0              302000             70             70            70             70       NONE                  0                             0       STATED
      1008200476           303000       URAR                     303000              303000             20             20           100            100       NONE                  0                             0       STATED
      1008410640           303000       URAR                          0              303000             95             95            95             95       NONE                  0                             0       FULL
      1008995368           303000       URAR                     312000              303000             80             80            80            100       NONE                  0                             0       STATED
      1008036430           289990       URAR                     289990              289990             20             20           100            100       NONE                  0                             0       FULL
      1007893700           305000       URAR                          0              305000             20             20           100            100       NONE                  0                             0       FULL
      1008498020           305000       URAR                          0              305000             20             20           100            100       NONE                  0                             0       FULL
      1008547799           305000       URAR                          0              305000             90             90            90             90       NONE                  0                             0       STATED
      1007950489           305000       URAR                     305000              305000             95             95            95             95       NONE                  0                             0       STATED
      1008657241           305000       URAR                          0              305000             80             80            80             80       NONE                  0                             0       STATED
      1008439870           305000       URAR                     305000              305000             20             20           100            100       NONE                  0                             0       FULL
      1008346569           306000       URAR                     306000              306000          89.54          89.54         89.54          89.54       NONE                  0                             0       STATED
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      1008785200           307500       URAR                     307500              307500             85             85            85            100       NONE                  0                             0       STATED
      1008536738           307789       URAR                     307789              307789             80             80            80            100       NONE                  0                             0       FULL-BS
      1008699875           308000       URAR                     308000              308000             80             80            80            100       NONE                  0                             0       STATED
      1008665205           308000       URAR                          0              308000          81.17          81.17         81.17          81.17       NONE                  0                             0       FULL
      1008586737           309000       URAR                     309000              309000             80             80            80            100       NONE                  0                             0       FULL
      1008701309           309322       URAR                     309322              309322             80             80            80            100       NONE                  0                             0       FULL
      1008048695           310000       URAR                     310000              310000             20             20           100            100       NONE                  0                             0       STATED
      1007748547           310000       URAR                          0              310000          89.11          89.11         89.11          89.11       NONE                  0                             0       STATED
      1008623331           310000       URAR                          0              310000          78.06          78.06         78.06          78.06       NONE                  0                             0       FULL
      1008640296           310000       URAR                     310000              310000             80             80            80            100       NONE                  0                             0       FULL
      1008267127           310000       URAR                     310000              310000             90             90            90             90       NONE                  0                             0       STATED
      1008613440           310000       URAR                          0              310000             90             90            90             90       NONE                  0                             0       FULL
      1008164292           310000       URAR                     310000              310000             20             20           100            100       NONE                  0                             0       FULL
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      1008626944           311000       URAR                          0              311000             95             95            95             95       NONE                  0                             0       FULL
      1008141717           311325       URAR                     311325              311325             20             20           100            100       NONE                  0                             0       FULL-BS
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      1007897118           314000       URAR                          0              314000             20             20           100            100       NONE                  0                             0       FULL
      1008691819           314000       URAR                     310000              310000             20             20           100            100       NONE                  0                             0       STATED
      1008083334           314000       URAR                     314000              314000             20             20           100            100       NONE                  0                             0       FULL
      1008639397           315000       URAR                     315000              315000             80             80            80            100       NONE                  0                             0       FULL
      1008508377           315000       URAR                          0              315000             95             95            95             95       NONE                  0                             0       STATED
      1008565117           315000       URAR                     315000              315000             20             20           100            100       NONE                  0                             0       FULL
      1008623206           315000       URAR                          0              315000             80             80            80             80       NONE                  0                             0       FULL-BS
      1008920894           315000       URAR                     315000              315000             80             80            80            100       NONE                  0                             0       STATED
      1008430619           315000       URAR                          0              315000             90             90            90             90       NONE                  0                             0       STATED
      1008821625           315000       URAR                     315000              315000             95             95            95             95       NONE                  0                             0       FULL
      1008958229           315000       URAR                          0              315000          80.63          80.63         80.63          80.63       NONE                  0                             0       FULL
      1008865150           315000       URAR                          0              315000             80             80            80             80       NONE                  0                             0       FULL
      1008982498           315000       URAR                          0              315000             80             80            80             80       NONE                  0                             0       FULL
      1008767122           315000       URAR                     315000              315000             80             80            80            100       NONE                  0                             0       STATED
      1008558474           315000       URAR                     315000              315000             80             80            80            100       NONE                  0                             0       STATED
      1008450053           315000       URAR                     315000              315000             20             20           100            100       NONE                  0                             0       STATED
      1009044571           315000       URAR                     315000              315000          52.38          52.38         52.38          52.38       NONE                  0                             0       STATED
      1008887261           316000       URAR                          0              316000             90             90            90             90       NONE                  0                             0       FULL
      1008242500           316000       URAR                     316000              316000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008524279           318000       URAR                     318000              318000             80             80            80            100       NONE                  0                             0       STATED
      1008914794           318000       URAR                     318000              318000             80             80            80            100       NONE                  0                             0       STATED
      1008398575           318000       URAR                     318000              318000             20             20           100            100       NONE                  0                             0       FULL
      1008425242           318900       URAR                     318900              318900             20             20           100            100       NONE                  0                             0       STATED
      1008050814           319000       URAR                     319000              319000             20             20           100            100       NONE                  0                             0       FULL
      1008827549           319000       URAR                          0              319000             80             80            80             80       NONE                  0                             0       STATED
      1008361621           320000       URAR                     320000              320000             20             20           100            100       NONE                  0                             0       STATED
      1008456084           320000       URAR                     320000              320000             20             20           100            100       NONE                  0                             0       STATED
      1008445783           320000       URAR                     320000              320000             20             20           100            100       NONE                  0                             0       STATED
      1008624893           320000       URAR                          0              320000             85             85            85             85       NONE                  0                             0       FULL
      1008438657           320000       URAR                          0              320000             70             70            70             70       NONE                  0                             0       STATED
      1008867791           320000       URAR                          0              320000             90             90            90             90       NONE                  0                             0       STATED
      1009078008           320000       URAR                     320000              320000             20             20           100            100       NONE                  0                             0       STATED
      1008435829           320000       URAR                          0              320000             95             95            95             95       NONE                  0                             0       FULL
      1007044824           322000       URAR                          0              322000          86.34          86.34         86.34          86.34       NONE                  0                             0       STATED
      1008636247           322500       URAR                          0              322500             95             95            95             95       NONE                  0                             0       STATED
      1008141780           323000       URAR                     323000              323000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008930650           323400       URAR                     323400              323400             80             80            80             80       NONE                  0                             0       FULL
      1008647495           324500       URAR                     324500              324500             80             80            80            100       NONE                  0                             0       STATED
      1007804370           325000       URAR                          0              325000             20             20           100            100       NONE                  0                             0       FULL
        10484424           325000       URAR                     309320              309320          79.98          79.98         79.98           99.7       NONE                  0                             0       FULL
      1008134048           325000       URAR                     325000              325000             20             20           100            100       NONE                  0                             0       STATED
      1007994110           325000       URAR                          0              325000          83.08          83.08         83.08          83.08       NONE                  0                             0       FULL
      1008561193           325000       URAR                          0              325000          86.46          86.46         86.46          86.46       NONE                  0                             0       FULL
      1008622537           325000       URAR                          0              325000             80             80            80             80       NONE                  0                             0       FULL
      1008601961           325000       URAR                          0              325000          47.69          47.69         47.69          47.69       NONE                  0                             0       FULL
      1008567106           325000       URAR                     325000              325000             80             80            80            100       NONE                  0                             0       STATED
      1008827941           325000       URAR                          0              325000          84.89          84.89         84.89          84.89       NONE                  0                             0       FULL
      1008589486           325000       URAR                     325000              325000             80             80            80            100       NONE                  0                             0       STATED
      1008846966           325000       URAR                          0              325000          76.92          76.92         76.92          76.92       NONE                  0                             0       FULL
      1008961288           325000       URAR                     325000              325000             80             80            80            100       NONE                  0                             0       STATED
      1008923908           325000       URAR                     325000              325000             90             90            90             90       NONE                  0                             0       STATED
      1009013845           325000       URAR                     325000              325000             80             80            80            100       NONE                  0                             0       FULL
      1008019495           325000       URAR                     325000              325000             20             20           100            100       NONE                  0                             0       STATED
      1008675891           325000       URAR                     325000              325000             20             20           100            100       NONE                  0                             0       STATED
      1008875586           325000       URAR                     325000              325000             80             80            80            100       NONE                  0                             0       STATED
      1008314852           327000       URAR                     327000              327000             20             20           100            100       NONE                  0                             0       FULL
      1008490509           327981       URAR                     327981              327981             20             20           100            100       NONE                  0                             0       FULL
      1008217280           328000       URAR                     328000              328000             20             20           100            100       NONE                  0                             0       STATED
      1008549056           328000       URAR                          0              328000             20             20           100            100       NONE                  0                             0       STATED
      1008424047           328200       URAR                     328200              328200             20             20           100            100       NONE                  0                             0       STATED
      1008657811           329900       URAR                     329900              329900             80             80            80            100       NONE                  0                             0       STATED
      1008521076           329900       URAR                     329900              329900             80             80            80            100       NONE                  0                             0       FULL
      1008411382           330000       URAR                     330000              330000             20             20           100            100       NONE                  0                             0       STATED
      1008119430           330000       URAR                     330000              330000             20             20           100            100       NONE                  0                             0       STATED
      1008237990           330000       URAR                          0              330000          51.52          51.52         51.52          51.52       NONE                  0                             0       FULL
      1007895539           330000       URAR                     330000              330000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008501784           330000       URAR                          0              330000             20             20           100            100       NONE                  0                             0       FULL
      1008446050           330000       URAR                     330000              330000             20             20           100            100       NONE                  0                             0       STATED
      1008565830           330000       URAR                          0              330000             75             75            75             75       NONE                  0                             0       STATED
      1008054829           330000       URAR                     315000              315000             20             20           100            100       NONE                  0                             0       FULL
      1008481831           330000       URAR                          0              330000             90             90            90             90       NONE                  0                             0       FULL
      1008805992           330000       URAR                          0              330000             85             85            85             85       NONE                  0                             0       STATED
      1008841630           330000       URAR                          0              330000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008053802           330000       URAR                     330000              330000             20             20           100            100       NONE                  0                             0       FULL
      1007979048           330000       URAR                          0              330000           67.5           67.5          67.5          82.65       NONE                  0                             0       FULL-BS
      1008618383           330000       URAR                     330000              330000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008617945           330000       URAR                     330000              330000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008637521           331000       URAR                          0              331000          84.74          84.74         84.74          84.74       NONE                  0                             0       STATED
      1008573340           332900       URAR                     332900              332900             80             80            80             80       NONE                  0                             0       FULL
      1008143939           333000       URAR                          0              333000             20             20           100            100       NONE                  0                             0       FULL
      1008143378           333000       URAR                          0              333000             80             80            80            100       NONE                  0                             0       FULL
      1008540812           333000       URAR                          0              333000          72.07          72.07         72.07          72.07       NONE                  0                             0       FULL
      1008385464           334000       URAR                     333900              333900             20             20           100            100       NONE                  0                             0       STATED
      1008488861           334900       URAR                     334900              334900             20             20           100            100       NONE                  0                             0       FULL
      1008675668           334900       URAR                     334900              334900             80             80            80            100       NONE                  0                             0       FULL
      1007590387           335000       URAR                          0              335000           19.4           19.4         97.01          97.01       NONE                  0                             0       FULL
      1008623395           335000       URAR                     335000              335000             20             20           100            100       NONE                  0                             0       STATED
      1008473332           335000       URAR                          0              335000             20             20           100            100       NONE                  0                             0       FULL
      1008866550           335000       URAR                     335000              335000             80             80            80            100       NONE                  0                             0       STATED
      1008808766           335000       URAR                          0              335000             85             85            85             85       NONE                  0                             0       FULL
      1008750103           335000       URAR                          0              335000             80             80            80             80       NONE                  0                             0       STATED
      1008434250           335000       URAR                     335000              335000             20             20           100            100       NONE                  0                             0       STATED
      1008243572           335000       URAR                     335000              335000             20             20           100            100       NONE                  0                             0       STATED
      1008655350           336000       URAR                          0              336000             90             90            90             90       NONE                  0                             0       FULL
      1008526053           336000       URAR                     336000              336000             80             80            80            100       NONE                  0                             0       STATED
      1008681580           336500       URAR                          0              336500             85             85            85             85       NONE                  0                             0       FULL
      1008482000           337000       URAR                          0              337000             85             85            85             85       NONE                  0                             0       STATED
      1008608973           337465       URAR                     337465              337465          94.82          94.82         94.82          94.82       NONE                  0                             0       FULL
      1008259742           337500       URAR                     337500              337500             20             20           100            100       NONE                  0                             0       FULL
      1008337560           338000       URAR                     338000              338000             20             20           100            100       NONE                  0                             0       STATED
      1008260473           338500       URAR                     338500              338500             20             20           100            100       NONE                  0                             0       STATED
      1007625885           339000       URAR                     339000              339000             95             95            95             95       NONE                  0                             0       STATED
      1008043501           339900       URAR                     339900              339900             20             20           100            100       NONE                  0                             0       STATED
      1008516509           339900       URAR                     339900              339900             80             80            80            100       NONE                  0                             0       FULL
      1008100752           340000       URAR                          0              340000             20             20           100            100       NONE                  0                             0       FULL
      1007965525           340000       URAR                          0              340000             20             20           100            100       NONE                  0                             0       FULL
      1008131675           340000       URAR                          0              340000             20             20           100            100       NONE                  0                             0       FULL
      1008449994           340000       URAR                          0              340000          59.12          59.12         59.12          59.12       NONE                  0                             0       FULL
      1008623563           340000       URAR                          0              340000             85             85            85             85       NONE                  0                             0       FULL
      1008543775           340000       URAR                          0              340000             80             80            80             80       NONE                  0                             0       FULL
      1007964241           340000       URAR                     340000              340000             80             80            80             80       NONE                  0                             0       STATED
      1007826052           340000       URAR                     290000              290000             20             20           100            100       NONE                  0                             0       FULL
      1008445532           340000       URAR                     335000              335000             80             80            80            100       NONE                  0                             0       STATED
      1008608107           340000       URAR                     340000              340000             95             95            95             95       NONE                  0                             0       FULL
      1007967113           340000       URAR                     340000              340000             20             20           100            100       NONE                  0                             0       FULL
      1008567204           341000       URAR                          0              341000             85             85            85             85       NONE                  0                             0       FULL
      1008088259           342000       URAR                     342000              342000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008871367           343000       URAR                          0              343000          64.87          64.87         64.87          64.87       NONE                  0                             0       FULL
      1008616955           343000       URAR                          0              343000             90             90            90             90       NONE                  0                             0       FULL
      1008014668           345000       URAR                          0              345000             20             20           100            100       NONE                  0                             0       FULL
      1008255318           345000       URAR                     345000              345000             20             20           100            100       NONE                  0                             0       STATED
      1008060475           345000       URAR                     345000              345000             20             20           100            100       NONE                  0                             0       STATED
      1008534446           345000       URAR                          0              345000          84.06          84.06         84.06          84.06       NONE                  0                             0       STATED
      1008559543           345000       URAR                     345000              345000             20             20           100            100       NONE                  0                             0       STATED
      1008558704           345000       URAR                     345000              345000             80             80            80            100       NONE                  0                             0       STATED
      1008510346           345000       URAR                          0              345000           82.9           82.9          82.9           82.9       NONE                  0                             0       FULL
      1008828094           345000       URAR                          0              345000             80             80            80            100       NONE                  0                             0       FULL
      1008569480           345000       URAR                     345000              345000             20             20           100            100       NONE                  0                             0       FULL
      1008838608           345000       URAR                          0              345000             80             80            80             80       NONE                  0                             0       FULL
      1008568962           345000       URAR                     345000              345000             80             80            80            100       NONE                  0                             0       FULL
      1008692382           345000       URAR                          0              345000          79.36          79.36         79.36          79.36       NONE                  0                             0       FULL
      1008199861           345000       URAR                     345000              345000             20             20           100            100       NONE                  0                             0       STATED
      1008999881           347671       URAR                     347671              347671          79.99          79.99         79.99          79.99       NONE                  0                             0       STATED
      1008247578           349000       URAR                          0              349000          19.89          19.89         99.43          99.43       NONE                  0                             0       FULL
      1008682543           349900       URAR                     349900              349900             80             80            80            100       NONE                  0                             0       FULL
      1008358305           350000       URAR                     350000              350000             90             90            90             90       NONE                  0                             0       STATED
      1008502881           350000       URAR                     350000              350000             20             20           100            100       NONE                  0                             0       FULL
      1008588316           350000       URAR                          0              350000          72.86          72.86         72.86          72.86       NONE                  0                             0       FULL
      1008315520           350000       URAR                          0              350000             68             68            68             68       NONE                  0                             0       FULL
      1008849990           350000       URAR                     350000              350000             90             90            90             90       NONE                  0                             0       STATED
      1008170695           350000       URAR                          0              350000             80             80            80             80       NONE                  0                             0       STATED
      1008771359           350000       URAR                          0              350000             70             70            70             70       NONE                  0                             0       FULL-BS
      1008464725           350000       URAR                     350000              350000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008823678           350000       URAR                     350000              350000             80             80            80            100       NONE                  0                             0       STATED
      1008826924           350000       URAR                          0              350000             80             80            80             80       NONE                  0                             0       FULL
      1008621299           350000       URAR                     350000              350000             20             20           100            100       NONE                  0                             0       FULL
      1008518703           350000       URAR                     350000              350000             20             20           100            100       NONE                  0                             0       FULL
      1008518730           350000       URAR                     350000              350000             80             80            80            100       NONE                  0                             0       FULL
      1008492605           350000       URAR                     350000              350000             20             20           100            100       NONE                  0                             0       FULL
      1008492561           350000       URAR                     350000              350000             80             80            80            100       NONE                  0                             0       FULL
      1008504816           350000       URAR                     350000              350000             20             20           100            100       NONE                  0                             0       STATED
      1007913485           351500       URAR                          0              351500          54.91          54.91         54.91          54.91       NONE                  0                             0       FULL
      1008429355           352000       URAR                     352000              352000             20             20           100            100       NONE                  0                             0       STATED
      1008764571           352500       URAR                     352500              352500             80             80            80            100       NONE                  0                             0       FULL
      1008664625           352700       URAR                          0              352700          39.69          39.69         39.69          39.69       NONE                  0                             0       FULL
      1008740240           353000       URAR                          0              353000          62.32          62.32         62.32          62.32       NONE                  0                             0       FULL
      1008242083           354000       URAR                          0              354000             20             20           100            100       NONE                  0                             0       FULL
      1008656439           354000       URAR                          0              354000             90             90            90             90       NONE                  0                             0       FULL
      1008576267           354000       URAR                          0              354000          84.46          84.46         84.46          84.46       NONE                  0                             0       FULL
      1008607625           354900       URAR                     354900              354900             20             20           100            100       NONE                  0                             0       STATED
        10481581           355000       URAR                     354950              354950             80             80            80            100       NONE                  0                             0       FULL
      1008753299           355000       URAR                     355000              355000             80             80            80            100       NONE                  0                             0       STATED
      1008388425           355000       URAR                     355000              355000             80             80            80             80       NONE                  0                             0       STATED
      1008948801           355000       URAR                          0              355000             95             95            95             95       NONE                  0                             0       FULL
      1008566848           355000       URAR                          0              355000           83.8           83.8          83.8           83.8       NONE                  0                             0       FULL
      1008507323           355000       URAR                     355000              355000             20             20           100            100       NONE                  0                             0       STATED
      1008059913           355950       URAR                     355950              355950             20             20           100            100       NONE                  0                             0       FULL
      1007678685           356000       URAR                     356000              356000           82.3           82.3          82.3           82.3       NONE                  0                             0       FULL
      1008858453           356000       URAR                     356000              356000             80             80            80            100       NONE                  0                             0       STATED
      1008486587           357000       URAR                     357000              357000             20             20           100            100       NONE                  0                             0       STATED
      1008750531           357000       URAR                          0              357000             80             80            80             80       NONE                  0                             0       STATED
      1007648771           358000       URAR                          0              358000             20             20           100            100       NONE                  0                             0       STATED
      1008056293           358000       URAR                          0              358000             20             20           100            100       NONE                  0                             0       STATED
      1008304809           358000       URAR                     358000              358000             95             95            95             95       NONE                  0                             0       STATED
      1008396005           358990       URAR                     358990              358990             20             20           100            100       NONE                  0                             0       STATED
      1008434429           359000       URAR                          0              359000             20             20           100            100       NONE                  0                             0       FULL
      1008492311           359000       URAR                          0              359000          74.93          74.93         74.93          74.93       NONE                  0                             0       STATED
      1008250732           359000       URAR                     359000              359000             80             80            80            100       NONE                  0                             0       STATED
      1008654048           359000       URAR                     359000              359000             80             80            80            100       NONE                  0                             0       STATED
      1007614968           360000       URAR                          0              360000             80             80            80             80       NONE                  0                             0       STATED
      1007961002           360000       URAR                          0              360000             20             20           100            100       NONE                  0                             0       FULL
      1008414414           360000       URAR                     360000              360000             20             20           100            100       NONE                  0                             0       FULL
      1008556564           360000       URAR                          0              360000             80             80            80             80       NONE                  0                             0       STATED
      1008633393           360000       URAR                          0              360000          54.17          54.17         54.17          54.17       NONE                  0                             0       FULL
      1008125174           360000       URAR                          0              360000          57.08          57.08         57.08          57.08       NONE                  0                             0       STATED
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        10451329           384000       URAR                     384000              384000             80             80            80            100       NONE                  0                             0       SIVA
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      1008185947           389000       URAR                     389000              389000             80             80            80            100       NONE                  0                             0       FULL
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      1008584301           390000       URAR                     390000              390000             80             80            80            100       NONE                  0                             0       STATED
      1008133389           390000       URAR                     390000              390000             20             20           100            100       NONE                  0                             0       FULL-BS
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      1008594620           400000       URAR                          0              400000             20             20           100            100       NONE                  0                             0       FULL-BS
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      1008850709           414000       URAR                          0              414000             80             80            80          99.08       NONE                  0                             0       STATED
      1008118413           414000       URAR                     414000              414000             20             20           100            100       NONE                  0                             0       FULL
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      1008515626           415000       URAR                          0              415000             95             95            95             95       NONE                  0                             0       LIMITED-BS
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      1006944097           420000       URAR                     420000              420000             80             80            80            100       NONE                  0                             0       FULL
      1008174655           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       STATED
      1008487924           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008122845           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       STATED
      1008577257           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008634908           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       STATED
      1008504077           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       STATED
      1008634695           420000       URAR                     420000              420000             80             80            80            100       NONE                  0                             0       STATED
      1008696690           420000       URAR                          0              420000             90             90            90             90       NONE                  0                             0       FULL
      1008657777           420000       URAR                     410000              410000             90             90            90             90       NONE                  0                             0       FULL
      1008825346           420000       URAR                          0              420000             85             85            85             85       NONE                  0                             0       STATED
      1008938091           420000       URAR                          0              420000          47.62          47.62         47.62          47.62       NONE                  0                             0       FULL
      1008955972           420000       URAR                          0              420000          77.38          77.38         77.38          77.38       NONE                  0                             0       FULL
      1008020054           420000       URAR                     420000              420000             20             20           100            100       NONE                  0                             0       LIMITED-BS
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      1008549733           424350       URAR                     424350              424350             80             80            80            100       NONE                  0                             0       FULL
      1008111081           425000       URAR                     425000              425000             20             20           100            100       NONE                  0                             0       STATED
      1008664082           425000       URAR                          0              425000             60             60            60             60       NONE                  0                             0       FULL
      1008365798           425900       URAR                     425900              425900             20             20           100            100       NONE                  0                             0       STATED
      1008909327           426700       URAR                     426700              426700          89.99          89.99         89.99          89.99       NONE                  0                             0       STATED
      1008783952           427000       URAR                          0              427000          48.36          48.36         48.36          48.36       NONE                  0                             0       FULL
      1008819807           428000       URAR                          0              428000             80             80            80            100       NONE                  0                             0       FULL
      1005094836           430000       URAR                          0              430000          60.47          60.47         60.47          60.47       NONE                  0                             0       FULL
      1008438719           430000       URAR                     430000              430000             80             80            80            100       NONE                  0                             0       FULL
      1008458821           430000       URAR                     430000              430000             20             20           100            100       NONE                  0                             0       STATED
      1008529559           430000       URAR                          0              430000             75             75            75             75       NONE                  0                             0       FULL
      1008783845           430000       URAR                          0              430000          84.88          84.88         84.88          84.88       NONE                  0                             0       FULL
      1008983898           430000       URAR                          0              430000          88.37          88.37         88.37          88.37       NONE                  0                             0       FULL
      1008432537           430000       URAR                     430000              430000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008764474           430000       URAR                     430000              430000             80             80            80            100       NONE                  0                             0       STATED
      1008207255           434000       URAR                          0              434000             90             90            90             90       NONE                  0                             0       STATED
        10442876           435000       URAR                     429500              429500             90             90            90             90       NONE                  0                             0       FULL
      1008111651           435000       URAR                     435000              435000             20             20           100            100       NONE                  0                             0       STATED
      1008121622           435000       URAR                     425250              425250             20             20           100            100       NONE                  0                             0       STATED
      1008682008           435000       URAR                     435000              435000             20             20           100            100       NONE                  0                             0       STATED
      1008424207           435000       URAR                     422290              422290             20             20         99.99          99.99       NONE                  0                             0       STATED
      1008489539           435000       URAR                     435000              435000             80             80            80            100       NONE                  0                             0       STATED
        10443081           437990       URAR                     437990              437990             85             85            85             85       NONE                  0                             0       SIVA
      1008599251           439900       URAR                     439900              439900             20             20           100            100       NONE                  0                             0       FULL
      1008047295           440000       URAR                          0              440000             20             20           100            100       NONE                  0                             0       FULL
      1007278778           440000       URAR                          0              440000          78.41          78.41         78.41          78.41       NONE                  0                             0       STATED
      1008473699           440000       URAR                          0              440000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008474073           440000       URAR                          0              440000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008174361           440000       URAR                          0              440000             75             75            75             75       NONE                  0                             0       STATED
      1008215932           440000       URAR                     440000              440000             90             90            90             90       NONE                  0                             0       STATED
      1008114747           440000       URAR                          0              440000             80             80            80             95       NONE                  0                             0       STATED
      1008491296           440000       URAR                          0              440000             90             90            90             90       NONE                  0                             0       FULL
      1008361239           440500       URAR                     440500              440500             20             20           100            100       NONE                  0                             0       FULL-BS
      1008369632           442000       URAR                     442000              442000             20             20           100            100       NONE                  0                             0       STATED
      1008958880           444000       URAR                     444000              444000           51.8           51.8          51.8           51.8       NONE                  0                             0       STATED
      1008660638           445000       URAR                          0              445000             75             75            75             75       NONE                  0                             0       STATED
      1008637601           445000       URAR                          0              445000             90             90            90             90       NONE                  0                             0       STATED
      1008457564           445200       URAR                     445200              445200             15             15           100            100       NONE                  0                             0       FULL
      1008456805           445200       URAR                     445200              445200             85             85            85            100       NONE                  0                             0       FULL
      1008134985           445774       URAR                     445774              445774             20             20           100            100       NONE                  0                             0       FULL-BS
      1008135145           445774       URAR                     445774              445774             80             80            80            100       NONE                  0                             0       FULL-BS
      1008933069           448000       URAR                          0              448000          33.48          33.48         33.48          33.48       NONE                  0                             0       FULL
      1008542749           449990       URAR                     449990              449990             80             80            80            100       NONE                  0                             0       FULL
      1008209896           450000       URAR                          0              450000             80             80            80             80       NONE                  0                             0       STATED
      1008578069           450000       URAR                          0              450000             15             15           100            100       NONE                  0                             0       LIMITED-BS
      1008626016           450000       URAR                          0              450000          58.89          58.89         58.89          58.89       NONE                  0                             0       STATED
      1008626588           450000       URAR                          0              450000          58.89          58.89         58.89          58.89       NONE                  0                             0       STATED
      1008528603           450000       URAR                     450000              450000             80             80            80            100       NONE                  0                             0       STATED
      1008644522           450000       URAR                     450000              450000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008447086           450000       URAR                          0              450000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008517170           450000       URAR                     450000              450000             80             80            80            100       NONE                  0                             0       FULL
      1008274903           450000       URAR                          0              450000             90             90            90             90       NONE                  0                             0       STATED
      1008955348           450000       URAR                          0              450000          84.44          84.44         84.44          84.44       NONE                  0                             0       FULL
      1008640198           450000       URAR                     450000              450000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008300732           452000       URAR                          0              452000             20             20           100            100       NONE                  0                             0       STATED
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      1008603950           455000       URAR                          0              455000          49.89          49.89         49.89          49.89       NONE                  0                             0       FULL
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      1008544435           456966       URAR                     456966              456966             80             80            80            100       NONE                  0                             0       FULL
      1007771663           457000       URAR                          0              457000             50             50            50             50       NONE                  0                             0       FULL
      1008442018           457000       URAR                     457000              457000             15             15           100            100       NONE                  0                             0       STATED
      1007941668           459000       URAR                     459000              459000             85             85            85             85       NONE                  0                             0       FULL
      1008203071           460000       URAR                     459000              459000             20             20           100            100       NONE                  0                             0       STATED
      1008612888           460000       URAR                          0              460000             85             85            85             85       NONE                  0                             0       FULL-BS
      1008750247           460000       URAR                          0              460000          56.52          56.52         56.52          56.52       NONE                  0                             0       STATED
      1008850200           460000       URAR                     450000              450000             90             90            90             90       NONE                  0                             0       STATED
      1008766427           460000       URAR                     460000              460000             80             80            80            100       NONE                  0                             0       STATED
      1008621360           460000       URAR                     460000              460000             20             20           100            100       NONE                  0                             0       FULL-BS
      1007967658           460000       URAR                     460000              460000          87.17          87.17         87.17          87.17       NONE                  0                             0       STATED
      1008878850           460000       URAR                          0              460000          77.17          77.17         77.17          77.17       NONE                  0                             0       FULL
      1008461274           464000       URAR                     464000              464000             20             20           100            100       NONE                  0                             0       STATED
      1008185475           465000       URAR                     465000              465000             20             20           100            100       NONE                  0                             0       STATED
      1008314184           465000       URAR                     465000              465000             20             20           100            100       NONE                  0                             0       STATED
      1008243821           465000       URAR                     465000              465000             20             20           100            100       NONE                  0                             0       STATED
      1008017022           465000       URAR                          0              465000           92.9           92.9          92.9           92.9       NONE                  0                             0       FULL
      1008418296           465000       URAR                          0              465000             20             20           100            100       NONE                  0                             0       FULL
      1008425830           465000       URAR                     465000              465000             20             20           100            100       NONE                  0                             0       STATED
      1008422842           465000       URAR                          0              465000             85             85            85             85       NONE                  0                             0       FULL
      1008443927           465000       URAR                     465000              465000             80             80            80            100       NONE                  0                             0       STATED
      1008496193           465000       URAR                          0              465000           84.3           84.3          84.3           84.3       NONE                  0                             0       FULL
      1008562600           465000       URAR                     465000              465000             20             20           100            100       NONE                  0                             0       FULL-BS
      1007789565           466000       URAR                          0              466000          17.17          17.17         89.89          89.89       NONE                  0                             0       FULL
      1007104448           469782       URAR                     469782              469782             80             80            80            100       NONE                  0                             0       STATED
      1008132282           470000       URAR                          0              470000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008355120           470000       URAR                          0              470000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008587772           470000       URAR                     470000              470000             20             20           100            100       NONE                  0                             0       STATED
      1008306068           474000       URAR                     474000              474000             90             90            90             90       NONE                  0                             0       STATED
      1008133236           475000       URAR                          0              475000             20             20           100            100       NONE                  0                             0       STATED
      1008239989           475000       URAR                          0              475000             20             20           100            100       NONE                  0                             0       FULL
      1007822163           475000       URAR                     475000              475000             20             20           100            100       NONE                  0                             0       STATED
      1008504692           475000       URAR                     475000              475000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008793255           475000       URAR                     475000              475000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008484507           475000       URAR                          0              475000          84.21          84.21         84.21          84.21       NONE                  0                             0       STATED
      1008577532           475000       URAR                     475000              475000             20             20           100            100       NONE                  0                             0       STATED
      1008834504           475000       URAR                          0              475000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008958069           475000       URAR                     465000              465000             80             80            80            100       NONE                  0                             0       FULL
      1008658124           475000       URAR                     475000              475000             80             80            80            100       NONE                  0                             0       STATED
        10474577           476000       URAR                     475972              475972             80             80            80            100       NONE                  0                             0       SIVA
      1008261766           476000       URAR                          0              476000             20             20           100            100       NONE                  0                             0       STATED
      1008486346           478000       URAR                     475000              475000             20             20           100            100       NONE                  0                             0       STATED
      1008355264           478359       URAR                     478389              478359             20             20           100            100       NONE                  0                             0       STATED
      1008315771           479000       URAR                     479000              479000             20             20           100            100       NONE                  0                             0       STATED
      1008315290           479000       URAR                     479000              479000             80             80            80            100       NONE                  0                             0       STATED
      1008232744           480000       URAR                          0              480000          78.75          78.75         78.75          78.75       NONE                  0                             0       STATED
      1008697706           480000       URAR                          0              480000             80             80            80             80       NONE                  0                             0       STATED
      1008595816           480000       URAR                          0              480000             80             80            80             80       NONE                  0                             0       FULL
      1008280317           480000       URAR                          0              480000          72.92          72.92         72.92          72.92       NONE                  0                             0       FULL
      1008267029           480000       URAR                          0              480000             25             25            25             25       NONE                  0                             0       FULL
      1008787057           480000       URAR                     480000              480000             95             95            95             95       NONE                  0                             0       FULL
      1008239872           480000       URAR                     480000              480000             20             20           100            100       NONE                  0                             0       STATED
      1007954065           480000       URAR                     480000              480000             20             20           100            100       NONE                  0                             0       FULL
      1008508625           480000       URAR                          0              480000          41.67          41.67         41.67          41.67       NONE                  0                             0       STATED
      1008196105           480700       URAR                     480700              480700             20             20           100            100       NONE                  0                             0       STATED
      1008858667           481030       URAR                     481030              481030             90             90            90             90       NONE                  0                             0       FULL-BS
      1008406316           482260       URAR                     482260              482260             20             20           100            100       NONE                  0                             0       STATED
      1008228704           483000       URAR                          0              483000             20             20           100            100       NONE                  0                             0       STATED
      1008219901           485000       URAR                     485000              485000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008337739           485000       URAR                     485000              485000             75             75            75             75       NONE                  0                             0       FULL
      1008451506           485000       URAR                     485000              485000             20             20           100            100       NONE                  0                             0       FULL
      1008357351           485000       URAR                          0              485000          72.16          72.16         72.16          72.16       NONE                  0                             0       FULL-BS
      1008052634           485000       URAR                          0              485000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008424939           485000       URAR                     485000              485000             90             90            90             90       NONE                  0                             0       STATED
      1008436971           485000       URAR                          0              485000             95             95            95             95       NONE                  0                             0       STATED
      1008805046           485000       URAR                          0              485000          74.23          74.23         74.23          74.23       NONE                  0                             0       STATED
      1008886912           485000       URAR                     485000              485000             80             80            80            100       NONE                  0                             0       STATED
      1008205471           486000       URAR                     486000              486000             80             80            80            100       NONE                  0                             0       STATED
      1008523984           487000       URAR                     487000              487000             80             80            80            100       NONE                  0                             0       STATED
      1008734658           487000       URAR                          0              487000          91.01          91.01         91.01          91.01       NONE                  0                             0       FULL
      1008077957           489000       URAR                     489000              489000             20             20           100            100       NONE                  0                             0       STATED
      1008440582           489500       URAR                     489500              489500             90             90            90             90       NONE                  0                             0       STATED
      1008386837           490000       URAR                     490000              490000             20             20           100            100       NONE                  0                             0       STATED
      1008889955           490000       URAR                          0              490000          36.44          36.44         36.44          36.44       NONE                  0                             0       FULL
      1008559669           490000       URAR                     490000              490000             20             20           100            100       NONE                  0                             0       STATED
      1008559017           490000       URAR                     490000              490000             80             80            80            100       NONE                  0                             0       STATED
      1007819355           490000       URAR                     490000              490000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008718603           490000       URAR                     490000              490000             80             80            80            100       NONE                  0                             0       FULL
      1008562094           490000       URAR                     490000              490000             80             80            80            100       NONE                  0                             0       STATED
      1008353319           492214       URAR                     492214              492214             20             20           100            100       NONE                  0                             0       STATED
      1008136162           494000       URAR                     494000              494000             15             15           100            100       NONE                  0                             0       STATED
      1008591730           494000       URAR                          0              494000             85             85            85             85       NONE                  0                             0       STATED
      1008346792           495000       URAR                     491840              491840             20             20           100            100       NONE                  0                             0       STATED
      1008346355           495000       URAR                          0              495000          66.67          66.67         66.67          66.67       NONE                  0                             0       STATED
      1008512594           495000       URAR                  507353.25              495000             90             90            90             90       NONE                  0                             0       STATED
      1008491367           495000       URAR                     495000              495000             20             20           100            100       NONE                  0                             0       STATED
      1008040443           495500       URAR                     495500              495500             80             80            80            100       NONE                  0                             0       STATED
      1008368081           498000       URAR                     498000              498000             80             80            80            100       NONE                  0                             0       STATED
      1008378828           499000       URAR                     495000              495000             20             20           100            100       NONE                  0                             0       STATED
      1007927256           499000       URAR                     499000              499000             20             20           100            100       NONE                  0                             0       FULL
      1007858400           500000       URAR                          0              500000             20             20           100            100       NONE                  0                             0       FULL
      1008057693           500000       URAR                     500000              500000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008606957           500000       URAR                          0              500000             80             80            80             80       NONE                  0                             0       FULL-BS
      1008744246           500000       URAR                     500000              500000             80             80            80            100       NONE                  0                             0       STATED
      1008597690           500000       URAR                          0              500000             80             80            80            100       NONE                  0                             0       STATED
      1008440920           500000       URAR                     500000              500000             20             20           100            100       NONE                  0                             0       STATED
      1008898598           500000       URAR                          0              500000             60             60            60             60       NONE                  0                             0       FULL-BS
      1008866275           500000       URAR                     500000              500000             80             80            80            100       NONE                  0                             0       STATED
      1008179990           500000       URAR                     500000              500000          19.97          19.97         99.86          99.86       NONE                  0                             0       STATED
      1007331201           500000       URAR                     500000              500000             80             80            80            100       NONE                  0                             0       LIMITED-BS
      1008424430           504000       URAR                          0              504000          73.02          73.02         73.02          73.02       NONE                  0                             0       FULL-BS
      1008364931           505000       URAR                          0              505000             80             80            80            100       NONE                  0                             0       FULL
      1008632027           505000       URAR                          0              505000          72.67          72.67         72.67          72.67       NONE                  0                             0       FULL
      1008593578           505000       URAR                          0              505000          89.11          89.11         89.11          89.11       NONE                  0                             0       STATED
      1007345900           505000       URAR                     505000              505000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008648555           505000       URAR                     505000              505000             95             95            95             95       NONE                  0                             0       STATED
      1008566651           506000       URAR                          0              506000             15             15           100            100       NONE                  0                             0       FULL
      1008465216           508000       URAR                     508000              508000             20             20           100            100       NONE                  0                             0       FULL
      1007900104           510000       URAR                          0              510000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008164372           510000       URAR                     510000              510000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008236278           510000       URAR                          0              510000             20             20           100            100       NONE                  0                             0       FULL
      1008371175           510000       URAR                          0              510000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008650907           510000       URAR                     510000              510000             80             80            80            100       NONE                  0                             0       FULL
      1008645077           510000       URAR                          0              510000             80             80            80             80       NONE                  0                             0       STATED
      1008960797           510000       URAR                          0              510000          88.24          88.24         88.24          88.24       NONE                  0                             0       FULL
      1008433019           510000       URAR                          0              510000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008847439           512000       URAR                          0              512000          52.73          52.73         52.73          52.73       NONE                  0                             0       STATED
      1007773340           515000       URAR                          0              515000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008144536           515000       URAR                     515000              515000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008144313           515000       URAR                     515000              515000             80             80            80            100       NONE                  0                             0       LIMITED-BS
      1008259412           515000       URAR                          0              515000           89.9           89.9          89.9           89.9       NONE                  0                             0       STATED
      1008749385           515000       URAR                          0              515000          51.46          51.46         51.46          51.46       NONE                  0                             0       STATED
      1008590278           515000       URAR                          0              515000             80             80            80             80       NONE                  0                             0       STATED
      1008296685           515000       URAR                     515000              515000             20             20           100            100       NONE                  0                             0       STATED
      1007625563           520000       URAR                     520000              520000             95             95            95             95       NONE                  0                             0       FULL
      1008312925           520000       URAR                          0              520000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008316501           520000       URAR                          0              520000             80             80            80             80       NONE                  0                             0       FULL
      1008547192           520000       URAR                     520000              520000             75             75            75             75       NONE                  0                             0       STATED
      1008280362           520650       URAR                     520650              520650             20             20           100            100       NONE                  0                             0       STATED
      1008451999           521180       URAR                     521180              521180             80             80            80            100       NONE                  0                             0       FULL-BS
      1007253349           522000       URAR                     522000              522000             80             80            80            100       NONE                  0                             0       FULL
      1008361587           522000       URAR                          0              522000          44.44          44.44         44.44          44.44       NONE                  0                             0       FULL
      1008492623           522970       URAR                     515200              515200             20             20           100            100       NONE                  0                             0       STATED
      1008240619           524500       URAR                          0              524500             80             80            80            100       NONE                  0                             0       FULL
      1008444935           524572       URAR                     524512              524512             20             20           100            100       NONE                  0                             0       STATED
      1006746630           525000       URAR                     525000              525000             80             80            80            100       NONE                  0                             0       FULL
      1007669454           525000       URAR                     525000              525000             20             20           100            100       NONE                  0                             0       FULL
      1006814110           525000       URAR                     525000              525000             20             20           100            100       NONE                  0                             0       STATED
      1007876505           525000       URAR                     525000              525000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008400152           525000       URAR                          0              525000             85             85            85             85       NONE                  0                             0       STATED
      1008637978           525000       URAR                     525000              525000             80             80            80            100       NONE                  0                             0       FULL
      1008605468           525000       URAR                     525000              525000             90             90            90             90       NONE                  0                             0       STATED
      1008694013           525000       URAR                          0              525000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008693265           525000       URAR                          0              525000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008621681           525500       URAR                     525500              525500             80             80            80            100       NONE                  0                             0       FULL-BS
      1006665904           530000       URAR                     530000              530000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008367867           530000       URAR                          0              530000             20             20           100            100       NONE                  0                             0       STATED
      1008347657           530000       URAR                          0              530000             80             80            80            100       NONE                  0                             0       STATED
      1008544248           530000       URAR                          0              530000             90             90            90             90       NONE                  0                             0       STATED
      1007603417           530000       URAR                     530000              530000             20             20           100            100       NONE                  0                             0       STATED
      1008181308           532000       URAR                          0              532000             20             20           100            100       NONE                  0                             0       FULL
      1008397889           533000       URAR                          0              533000             20             20           100            100       NONE                  0                             0       STATED
      1008461666           535000       URAR                          0              535000             20             20           100            100       NONE                  0                             0       FULL
      1008569168           535000       URAR                     535000              535000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008492758           535000       URAR                          0              535000             85             85            85             85       NONE                  0                             0       STATED
      1008649554           535000       URAR                          0              535000             85             85            85             85       NONE                  0                             0       FULL
      1008159459           535000       URAR                     525000              525000             90             90            90             90       NONE                  0                             0       FULL
      1008651924           535000       URAR                          0              535000          83.18          83.18         83.18          83.18       NONE                  0                             0       FULL
      1008363013           535000       URAR                     535000              535000             15             15            95             95       NONE                  0                             0       FULL
      1008642187           535000       URAR                     535000              535000          93.46          93.46         93.46          93.46       NONE                  0                             0       STATED
      1008629488           536000       URAR                          0              536000             90             90            90             90       NONE                  0                             0       FULL
      1008196007           537700       URAR                     537700              537700             80             80            80            100       NONE                  0                             0       FULL
      1008497799           540000       URAR                     540000              540000             20             20           100            100       NONE                  0                             0       LIMITED-BS
      1008377561           540000       URAR                          0              540000             55             55            55             55       NONE                  0                             0       STATED
      1008533018           540000       URAR                          0              540000             95             95            95             95       NONE                  0                             0       FULL
      1008417787           540000       URAR                          0              540000          64.82          64.81         64.82          64.82       NONE                  0                             0       STATED
      1008752414           540000       URAR                     540000              540000             80             80            80            100       NONE                  0                             0       FULL-BS
      1007738558           542500       URAR                     542500              542500             80             80            80            100       NONE                  0                             0       FULL-BS
      1008464235           545000       URAR                     545000              545000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008463913           545000       URAR                     545000              545000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008634454           547000       URAR                          0              547000             85             85            85             85       NONE                  0                             0       FULL
      1008453764           548000       URAR                     548000              548000             20             20           100            100       NONE                  0                             0       STATED
      1008740696           549000       URAR                     549000              549000             80             80            80             80       NONE                  0                             0       STATED
      1008125762           549000       URAR                     549000              549000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008492543           549900       URAR                     549900              549900             20             20           100            100       NONE                  0                             0       STATED
      1008273192           525000       URAR                          0              525000          15.71             15         95.71          95.71       NONE                  0                             0       FULL-BS
      1008024808           550000       URAR                          0              550000             20             20           100            100       NONE                  0                             0       FULL
      1007905760           550000       URAR                          0              550000          83.64          83.64         83.64          83.64       NONE                  0                             0       STATED
      1008531724           550000       URAR                          0              550000             80             80            80            100       NONE                  0                             0       FULL
      1008607493           550000       URAR                     550000              550000             20             20           100            100       NONE                  0                             0       STATED
      1008013008           550000       URAR                     550000              550000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008012857           550000       URAR                     550000              550000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008644078           550000       URAR                     550000              550000             80             80            80             95       NONE                  0                             0       FULL
      1008699312           550000       URAR                          0              550000             95             95            95             95       NONE                  0                             0       STATED
      1008147338           550000       URAR                          0              550000          74.55          74.55         74.55          74.55       NONE                  0                             0       STATED
      1008509928           550000       URAR                     550000              550000             20             20           100            100       NONE                  0                             0       STATED
      1008508876           550000       URAR                     550000              550000             80             80            80            100       NONE                  0                             0       STATED
      1008455637           550000       URAR                     575000              550000             20             20           100            100       NONE                  0                             0       STATED
      1008826238           550000       URAR                     550000              550000             80             80            80            100       NONE                  0                             0       STATED
      1008488969           553000       URAR                     553000              553000             20             20           100            100       NONE                  0                             0       FULL
      1008080202           555000       URAR                          0              555000             20             20           100            100       NONE                  0                             0       FULL
      1008208593           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008277358           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008422557           555000       URAR                     555000              555000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008385865           555000       URAR                     557000              555000             90             90            90             90       NONE                  0                             0       STATED
      1008622092           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       STATED
      1008571486           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       FULL
      1008863562           555000       URAR                          0              555000             80             80            80             80       NONE                  0                             0       FULL
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      1008686308           595000       URAR                     595000              595000             80             80            80            100       NONE                  0                             0       STATED
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        10438596           600000       URAR                     600000              600000             95             95            95             95       NONE                  0                             0       FULL
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      1008014034           610000       URAR                     610000              610000             20             20           100            100       NONE                  0                             0       STATED
        10442213           615000       URAR                          0              615000          73.66          73.66         73.66          73.66       NONE                  0                             0       FULL-BS
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        10474025           619755       URAR                     619755              619755             80             80            80            100       NONE                  0                             0       FULL-BS
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      1007935675           620000       URAR                     620000              620000             80             80            80            100       NONE                  0                             0       STATED
      1008367055           620000       URAR                     620000              620000             20             20           100            100       NONE                  0                             0       STATED
      1008673713           620000       URAR                     620000              620000             80             80            80            100       NONE                  0                             0       FULL
      1008697163           620000       URAR                          0              620000             75             75            75             75       NONE                  0                             0       FULL
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      1006951836           620000       URAR                     620000              620000             80             80            80            100       NONE                  0                             0       FULL
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      1008403426           625000       URAR                     625000              625000             20             20           100            100       NONE                  0                             0       STATED
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      1008974201           649000       URAR                          0              649000             80             80            80            100       NONE                  0                             0       STATED
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      1008481948           650000       URAR                          0              650000             90             90            90             90       NONE                  0                             0       FULL
      1008505879           650000       URAR                     650000              650000             20             20           100            100       NONE                  0                             0       STATED
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      1008806018           655000       URAR                     655000              655000             80             80            80            100       NONE                  0                             0       STATED
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      1008062972           670000       URAR                     670000              670000             20             20           100            100       NONE                  0                             0       FULL-BS
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      1008596735           675000       URAR                          0              675000             80             80            80          98.52       NONE                  0                             0       FULL
      1008804966           675000       URAR                     675000              675000             80             80            80            100       NONE                  0                             0       STATED
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      1008357761           680000       URAR                     680000              680000             20             20           100            100       NONE                  0                             0       STATED
      1008604334           680000       URAR                     680000              680000             80             80            80            100       NONE                  0                             0       FULL
      1008082022           680000       URAR                     680000              680000             20             20           100            100       NONE                  0                             0       STATED
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      1008714297           685000       URAR                          0              685000             80             80            80             80       NONE                  0                             0       FULL-BS
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      1008242751           690000       URAR                     690000              690000             20             20           100            100       NONE                  0                             0       STATED
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      1008330914           695000       URAR                     695000              695000             80             80            80            100       NONE                  0                             0       FULL
      1008129731           695264       URAR                     695264              695264             20             20           100            100       NONE                  0                             0       STATED
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      1007839306           700000       URAR                          0              700000             20             20           100            100       NONE                  0                             0       FULL-BS
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      1008308002           700000       URAR                          0              700000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008307101           700000       URAR                          0              700000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008566429           700000       URAR                          0              700000             20             20           100            100       NONE                  0                             0       FULL
      1008941354           700000       URAR                          0              700000          79.29          79.29         79.29          79.29       NONE                  0                             0       FULL-BS
      1008640660           700000       URAR                     700000              700000             80             80            80            100       NONE                  0                             0       LIMITED-BS
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      1008243144           700000       URAR                          0              700000             95             95            95             95       NONE                  0                             0       STATED
      1007615155           704900       URAR                     704900              704900             80             80            80            100       NONE                  0                             0       LIMITED-BS
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      1008132399           709000       URAR                     709000              709000             20             20           100            100       NONE                  0                             0       STATED
      1007903539           710000       URAR                     710000              710000             20             20           100            100       NONE                  0                             0       STATED
      1008740320           710000       URAR                          0              710000          92.25          92.25         92.25          92.25       NONE                  0                             0       FULL
      1007966169           710000       URAR                          0              710000             20             20           100            100       NONE                  0                             0       FULL
      1007966070           710000       URAR                          0              710000             80             80            80            100       NONE                  0                             0       FULL
      1008842407           710000       URAR                     710000              710000             80             80            80            100       NONE                  0                             0       STATED
      1008310437           720000       URAR                     720000              720000             20             20           100            100       NONE                  0                             0       STATED
      1007959131           720000       URAR                          0              720000             95             95            95             95       NONE                  0                             0       LIMITED-BS
      1007880938           725000       URAR                          0              725000             20             20           100            100       NONE                  0                             0       STATED
      1008219180           725000       URAR                     725000              725000             20             20           100            100       NONE                  0                             0       STATED
      1008237348           725000       URAR                          0              725000             95             95            95             95       NONE                  0                             0       FULL
      1008124736           725000       URAR                          0              725000             90             90            90             90       NONE                  0                             0       STATED
      1008435730           729000       URAR                     729000              729000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008435142           729000       URAR                     729000              729000             80             80            80            100       NONE                  0                             0       FULL-BS
      1007774946           730000       URAR                          0              730000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008299968           730000       URAR                          0              730000             20             20           100            100       NONE                  0                             0       FULL-BS
      1008299058           730000       URAR                          0              730000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008145170           730000       URAR                     730000              730000             15             15           100            100       NONE                  0                             0       FULL
      1008234083           731758       URAR                     731758              731758             20             20           100            100       NONE                  0                             0       STATED
      1008163444           735000       URAR                     735000              735000             20             20           100            100       NONE                  0                             0       STATED
      1008273995           738000       URAR                     738000              738000             20             20           100            100       NONE                  0                             0       STATED
      1007757215           740000       URAR                          0              740000             85             85            85             85       NONE                  0                             0       STATED
      1008514930           740000       URAR                     740000              740000             20             20           100            100       NONE                  0                             0       STATED
      1008546978           740000       URAR                          0              740000          78.92          78.92         78.92          78.92       NONE                  0                             0       STATED
      1008355932           740000       URAR                          0              740000             80             80            80            100       NONE                  0                             0       STATED
      1008391509           741000       URAR                          0              741000          62.08          62.08         62.08          62.08       NONE                  0                             0       FULL
      1007779950           745000       URAR                          0              745000             90             90            90             90       NONE                  0                             0       STATED
      1007741161           750000       URAR                     750000              750000             95             95            95             95       NONE                  0                             0       FULL
      1008139631           750000       URAR                     750000              750000             20             20           100            100       NONE                  0                             0       STATED
      1008156149           750000       URAR                     750000              750000             90             90            90             90       NONE                  0                             0       STATED
      1008449048           750000       URAR                     750000              750000             20             20           100            100       NONE                  0                             0       STATED
      1008436178           750000       URAR                     750000              750000             20             20           100            100       NONE                  0                             0       FULL-BS
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      1008252945           750000       URAR                     750000              750000             20             20           100            100       NONE                  0                             0       STATED
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      1008649475           885000       URAR                     885000              885000             80             80            80             80       NONE                  0                             0       STATED
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      1007955625           889000       URAR                     889000              889000             80             80            80            100       NONE                  0                             0       STATED
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      1008410150          1000000       URAR                    1000000             1000000             20             20           100            100       NONE                  0                             0       STATED
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      1007678426            70000       URAR                          0               70000          71.43          71.43         71.43          71.43       NONE                  0                             0       FULL
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      1007335537            62500       URAR                      62500               62500             80             80            80             80       NONE                  0                             0       FULL
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      1008461390            60000       URAR                      60000               60000          83.33          83.33         83.33          96.67       NONE                  0                             0       FULL
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      1008828389            53000       URAR                      53000               53000             95             95            95             95       NONE                  0                             0       STATED
      1009127553            53000       URAR                      53000               53000             95             95            95             95       NONE                  0                             0       FULL
      1007452696            56000       URAR                          0               56000             90             90            90             90       NONE                  0                             0       FULL
      1008021142            63000       URAR                          0               63000             80             80            80             80       NONE                  0                             0       FULL
      1008036172            56000       URAR                      56000               56000             90             90            90             95       NONE                  0                             0       FULL
      1008340075            58000       URAR                          0               58000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008340556            59000       URAR                          0               59000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008537737            56000       URAR                          0               56000             90             90            90             90       NONE                  0                             0       FULL
      1009034779            56000       URAR                      56000               56000             90             90            90             90       NONE                  0                             0       FULL
      1008967585            63000       URAR                          0               63000             80             80            80             80       NONE                  0                             0       FULL
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      1007701089            60000       URAR                          0               60000             85             85            85             85       NONE                  0                             0       FULL
      1008002902            60000       URAR                          0               60000             85             85            85             85       NONE                  0                             0       FULL
      1007508878            64000       URAR                          0               64000             80             80            80             80       NONE                  0                             0       FULL
      1008203847            57000       URAR                      57000               57000             90             90            90             90       NONE                  0                             0       FULL
      1008918415            79000       URAR                          0               79000             65             65            65             65       NONE                  0                             0       FULL
      1008384296            65000       URAR                          0               65000             80             80            80             80       NONE                  0                             0       FULL
      1008228571            65000       URAR                      65000               65000             80             80            80             80       NONE                  0                             0       FULL
      1009041823            80000       URAR                          0               80000             65             65            65             65       NONE                  0                             0       FULL
      1007869979            58000       URAR                      58000               58000             90             90            90             95       NONE                  0                             0       STATED
      1008101500            61500       URAR                      61500               61500             85             85            85             85       NONE                  0                             0       FULL
      1009045767            55000       URAR                      55000               55000             95             95            95             95       NONE                  0                             0       FULL
      1007282246            59000       URAR                      59000               59000             90             90            90             95       NONE                  0                             0       FULL
      1008685292            59000       URAR                      59000               59000             90             90            90             90       NONE                  0                             0       FULL
      1007582412            70900       URAR                      70900               70900             75             75            75            100       NONE                  0                             0       FULL
      1008717999            63000       URAR                          0               63000             85             85            85             85       NONE                  0                             0       FULL
      1008911779            63000       URAR                      63000               63000             85             85            85             85       NONE                  0                             0       FULL
      1008772919            67000       URAR                      67000               67000             80             80            80             95       NONE                  0                             0       FULL
      1008842942            67000       URAR                      67000               67000             80             80            80            100       NONE                  0                             0       STATED
      1008256807            68000       URAR                          0               68000          79.41          79.41         79.41          79.41       NONE                  0                             0       FULL
      1008781197            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       FULL
      1008908293            90000       URAR                          0               90000             60             60            60             60       NONE                  0                             0       FULL
      1008498725            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       STATED
      1008900406            60000       URAR                      60000               60000             90             90            90             90       NONE                  0                             0       STATED
      1009002474            71000       URAR                          0               71000          76.06          76.06         76.06          76.06       NONE                  0                             0       FULL
      1008665401            64000       URAR                      64000               64000             85             85            85             85       NONE                  0                             0       FULL
      1008903500            62000       URAR                          0               62000             88             88            88             88       NONE                  0                             0       FULL
      1008819763            78000       URAR                      78000               78000             70             70            70             70       NONE                  0                             0       FULL
      1008350697           126000       URAR                          0              126000          43.65          43.65         43.65          43.65       NONE                  0                             0       FULL
      1008676578           134000       URAR                          0              134000          41.04          41.04         41.04          41.04       NONE                  0                             0       FULL
      1008350143           105000       URAR                          0              105000          52.38          52.38         52.38          52.38       NONE                  0                             0       FULL
      1008324226            71500       URAR                          0               71500          76.92          76.92         76.92          76.92       NONE                  0                             0       FULL
      1008272674           105000       URAR                          0              105000          52.38          52.38         52.38          52.38       NONE                  0                             0       FULL
      1008405040            85000       URAR                          0               85000          64.71          64.71         64.71          64.71       NONE                  0                             0       FULL
      1009006960            64900       URAR                      64900               64900             85             85            85             85       NONE                  0                             0       STATED
      1008361710            69000       URAR                          0               69000             80             80            80             80       NONE                  0                             0       STATED
      1007745764            68000       URAR                      65000               65000             85             85            85             85       NONE                  0                             0       FULL
      1008720654            65000       URAR                      65000               65000             85             85            85            100       NONE                  0                             0       FULL
      1008875381            85000       URAR                          0               85000             65             65            65             65       NONE                  0                             0       FULL
      1008786334            80000       URAR                          0               80000          69.06          69.06         69.06          69.06       NONE                  0                             0       FULL
      1007780252            65000       URAR                          0               65000             85             85            85             85       NONE                  0                             0       FULL
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      1008418857           130000       URAR                          0              130000             90             90            90             90       NONE                  0                             0       FULL
      1008702594           130000       URAR                     130000              130000             90             90            90             90       NONE                  0                             0       STATED
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      1008933826           130000       URAR                          0              130000             90             90            90             90       NONE                  0                             0       FULL
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      1007997135           168000       URAR                          0              168000             70             70            70             70       NONE                  0                             0       FULL
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      1008181040           157000       URAR                          0              157000             75             75            75             75       NONE                  0                             0       FULL
      1008254382           131000       URAR                          0              131000             90             90            90             90       NONE                  0                             0       FULL
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      1008202474           125000       URAR                          0              125000             95             95            95             95       NONE                  0                             0       FULL
      1008941728           125000       URAR                     125000              125000             95             95            95             95       NONE                  0                             0       FULL
      1007979020           132000       URAR                     132000              132000             90             90            90             90       NONE                  0                             0       STATED
      1008690099           140000       URAR                          0              140000             85             85            85             85       NONE                  0                             0       FULL
      1008157095           148900       URAR                     148900              148900             80             80            80            100       NONE                  0                             0       STATED
      1008999168           148900       URAR                     148900              148900             80             80            80            100       NONE                  0                             0       FULL
      1007641073           126000       URAR                          0              126000             95             95            95             95       NONE                  0                             0       FULL
      1008777834           146000       URAR                          0              146000             82             82            82             82       NONE                  0                             0       STATED
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        10414713           165000       URAR                          0              165000             80             80            80             80       NONE                  0                             0       FULL
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      1008924131           173400       URAR                     173400              173400             80             80            80            100       NONE                  0                             0       FULL
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      1008860752           175000       URAR                          0              175000             80             80            80             80       NONE                  0                             0       STATED
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      1009108985           175500       URAR                     175500              175500             80             80            80            100       NONE                  0                             0       STATED
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      1008982265           177000       URAR                     177000              177000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1009000289           167000       URAR                          0              167000             85             85            85             85       NONE                  0                             0       FULL
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      1007546694           158000       URAR                          0              158000             90             90            90             90       NONE                  0                             0       STATED
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      1008956294           158000       URAR                          0              158000             90             90            90             90       NONE                  0                             0       STATED
      1008980604           158000       URAR                     158000              158000             90             90            90          98.86       NONE                  0                             0       STATED
      1008513897           178000       URAR                          0              178000             80             80            80            100       NONE                  0                             0       STATED
      1008711726           315000       URAR                          0              315000           45.4           45.4          45.4           45.4       NONE                  0                             0       FULL
      1008825373           210000       URAR                          0              210000           68.1           68.1          68.1           68.1       NONE                  0                             0       FULL
      1008701782           179500       URAR                     179500              179500             80             80            80            100       NONE                  0                             0       FULL
      1008379211           180000       URAR                          0              180000             80             80            80             80       NONE                  0                             0       FULL
      1008277063           180000       URAR                          0              180000             80             80            80            100       NONE                  0                             0       FULL
      1008024568           180000       URAR                          0              180000             80             80            80            100       NONE                  0                             0       FULL
      1008783612           180000       URAR                     180000              180000             80             80            80            100       NONE                  0                             0       STATED
      1009050545           180000       URAR                     180000              180000             80             80            80            100       NONE                  0                             0       STATED
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      1008781687           185564       URAR                     185564              185564             90             90            90             90       NONE                  0                             0       STATED
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      1008988526           209900       URAR                     209900              209900             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008455227           240000       URAR                          0              240000             70             70            70             70       NONE                  0                             0       FULL
      1008442544           210000       URAR                          0              210000             80             80            80             80       NONE                  0                             0       FULL-BS
      1008897170           210000       URAR                     210000              210000             80             80            80            100       NONE                  0                             0       STATED
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      1008872277           242500       URAR                     242500              242500             80             80            80            100       NONE                  0                             0       FULL
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      1008854947           245000       URAR                     245900              245000             80             80            80            100       NONE                  0                             0       STATED
      1008826498           280000       URAR                     280000              280000             70             70            70             70       NONE                  0                             0       STATED
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      1008975120           245000       URAR                     245000              245000             80             80            80            100       NONE                  0                             0       STATED
      1008316850           218000       URAR                          0              218000             90             90            90             90       NONE                  0                             0       FULL
      1008747056           218000       URAR                          0              218000             90             90            90             90       NONE                  0                             0       FULL
      1008502550           240000       URAR                     240000              240000             82             82            82             82       NONE                  0                             0       FULL
      1008443829           235000       URAR                          0              235000          83.79          83.79         83.79          83.79       NONE                  0                             0       FULL
        10449707           219000       URAR                          0              219000             90             90            90             90       NONE                  0                             0       FULL
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      1008877922           280000       URAR                     280000              280000             80             80            80            100       NONE                  0                             0       STATED
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      1008928618           280000       URAR                          0              280000             90             90            90             90       NONE                  0                             0       FULL
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      1008507975           316000       URAR                     316000              316000             80             80            80            100       NONE                  0                             0       FULL
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      1008744781           317000       URAR                     317000              317000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008715143           318000       URAR                     318000              318000             80             80            80            100       NONE                  0                             0       STATED
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      1008625927           300000       URAR                          0              300000             85             85            85             85       NONE                  0                             0       FULL
      1008912457           340000       URAR                          0              340000             75             75            75             75       NONE                  0                             0       FULL
      1008809578           320000       URAR                          0              320000          79.69          79.69         79.69          79.69       NONE                  0                             0       STATED
      1008951878           319000       URAR                     319000              319000             80             80            80            100       NONE                  0                             0       STATED
      1009098095           319000       URAR                     319000              319000             80             80            80            100       NONE                  0                             0       STATED
      1009078099           320000       URAR                     320000              320000             80             80            80            100       NONE                  0                             0       STATED
      1008903476           320000       URAR                          0              320000             80             80            80            100       NONE                  0                             0       STATED
      1008863713           320000       URAR                     320000              320000             80             80            80            100       NONE                  0                             0       STATED
      1008508304           320000       URAR                     320000              320000             80             80            80            100       NONE                  0                             0       FULL
      1008622733           320000       URAR                          0              320000             80             80            80             80       NONE                  0                             0       LIMITED-BS
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      1008770252           270000       URAR                     270000              270000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008508199           302000       URAR                          0              302000             85             85            85             85       NONE                  0                             0       STATED
      1008829075           330000       URAR                          0              330000             78             78            78             78       NONE                  0                             0       STATED
      1008784657           325000       URAR                     322000              322000             80             80            80            100       NONE                  0                             0       STATED
      1008942013           322165       URAR                     322165              322165             80             80            80            100       NONE                  0                             0       STATED
      1008661021           288000       URAR                          0              288000             90             90            90             90       NONE                  0                             0       FULL
      1008932113           288000       URAR                          0              288000             90             90            90             90       NONE                  0                             0       STATED
      1008986163           305000       URAR                          0              305000             85             85            85             85       NONE                  0                             0       FULL
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      1008826103           375000       URAR                     375000              375000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008826176           375000       URAR                          0              375000             80             80            80            100       NONE                  0                             0       FULL-BS
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      1008022668           334990       URAR                     334990              334990             90             90            90             90       NONE                  0                             0       STATED
      1008951538           335000       URAR                          0              335000             90             90            90             90       NONE                  0                             0       STATED
      1008809505           377000       URAR                     377000              377000             80             80            80            100       NONE                  0                             0       STATED
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      1008839055           355000       URAR                          0              355000             85             85            85             85       NONE                  0                             0       FULL
      1008028911           379000       URAR                     379000              379000             80             80            80            100       NONE                  0                             0       STATED
      1008603068           379000       URAR                     379000              379000             80             80            80            100       NONE                  0                             0       FULL
      1008897161           379000       URAR                     379000              379000             80             80            80            100       NONE                  0                             0       STATED
      1008757222           337000       URAR                     337000              337000             90             90            90             90       NONE                  0                             0       STATED
      1007539194           320000       URAR                          0              320000             95             95            95             95       NONE                  0                             0       FULL
      1008629175           337500       URAR                     337500              337500             90             90            90             90       NONE                  0                             0       STATED
      1008943441           319900       URAR                     319900              319900             95             95            95             95       NONE                  0                             0       STATED
      1008323717           380000       URAR                     380000              380000             80             80            80            100       NONE                  0                             0       STATED
      1008833863           380000       URAR                          0              380000             80             80            80             80       NONE                  0                             0       FULL
      1008833523           380000       URAR                     380000              380000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008877085           320000       URAR                     320000              320000             95             95            95             95       NONE                  0                             0       FULL
      1009082921           380000       URAR                          0              380000             80             80            80             80       NONE                  0                             0       STATED
      1008916159           406000       URAR                          0              406000             75             75            75             75       NONE                  0                             0       FULL
      1009013195           321000       URAR                     321000              321000             95             95            95             95       NONE                  0                             0       STATED
      1008332690           610000       URAR                          0              610000             50             50            50             50       NONE                  0                             0       STATED
      1009004720           490000       URAR                          0              490000          62.24          62.24         62.24          62.24       NONE                  0                             0       FULL
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      1009118153           465000       URAR                          0              465000             80             80            80            100       NONE                  0                             0       STATED
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      1008816203           469000       URAR                     469000              469000             80             80            80             80       NONE                  0                             0       STATED
      1009007200           470000       URAR                     470000              470000             80             80            80            100       NONE                  0                             0       FULL
      1008854359           418000       URAR                          0              418000             90             90            90             90       NONE                  0                             0       STATED
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      1008831286           397500       URAR                     397500              397500             95             95            95             95       NONE                  0                             0       STATED
      1008806624           472500       URAR                     472500              472500             80             80            80            100       NONE                  0                             0       STATED
      1008945911           410000       URAR                          0              410000           92.2           92.2          92.2           92.2       NONE                  0                             0       FULL
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      1008900594           428000       URAR                          0              428000          88.32          88.32         88.32          88.32       NONE                  0                             0       FULL
      1008951681           505000       URAR                     505000              505000             75             75            75             75       NONE                  0                             0       STATED
      1008695851           474000       URAR                     474000              474000             80             80            80            100       NONE                  0                             0       STATED
      1008577550           475000       URAR                     475000              475000             80             80            80            100       NONE                  0                             0       STATED
      1008852618           400000       URAR                     400000              400000             95             95            95             95       NONE                  0                             0       FULL
      1008863107           520000       URAR                          0              520000          73.08          73.08         73.08          73.08       NONE                  0                             0       STATED
      1008693210           475000       URAR                          0              475000             80             80            80             80       NONE                  0                             0       FULL
      1008956150           710000       URAR                          0              710000          53.52          53.52         53.52          53.52       NONE                  0                             0       FULL
      1007703005           475000       URAR                          0              475000             80             80            80             80       NONE                  0                             0       STATED
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      1008339292           560000       URAR                          0              560000          68.21          68.21         68.21          68.21       NONE                  0                             0       STATED
      1008234270           452500       URAR                          0              452500          84.53          84.53         84.53          84.53       NONE                  0                             0       FULL
      1008694380           425000       URAR                          0              425000             90             90            90             90       NONE                  0                             0       FULL
      1008990835           480000       URAR                          0              480000          79.69          79.69         79.69          79.69       NONE                  0                             0       STATED
      1008781188           455000       URAR                          0              455000          84.07          84.07         84.07          84.07       NONE                  0                             0       FULL
      1008938983           510000       URAR                          0              510000             75             75            75             75       NONE                  0                             0       FULL
      1008964123           425000       URAR                          0              425000             90             90            90             90       NONE                  0                             0       FULL
      1008155284           480000       URAR                     480000              480000             80             80            80            100       NONE                  0                             0       STATED
      1008778414           575000       URAR                          0              575000          66.96          66.96         66.96          66.96       NONE                  0                             0       STATED
      1008817630           454000       URAR                          0              454000          84.97          84.97         84.97          84.97       NONE                  0                             0       STATED
      1008708375           410000       URAR                          0              410000          94.15          94.15         94.15          94.15       NONE                  0                             0       FULL
      1008870037           515000       URAR                          0              515000             75             75            75             75       NONE                  0                             0       FULL
      1008181031           455000       URAR                     455000              455000             85             85            85          91.59       NONE                  0                             0       STATED
      1008984334           430000       URAR                          0              430000             90             90            90             90       NONE                  0                             0       STATED
      1008364487           485000       URAR                     485000              485000             80             80            80             80       NONE                  0                             0       STATED
      1009177473           485000       URAR                     485000              485000             80             80            80            100       NONE                  0                             0       STATED
      1008843969           485000       URAR                     485000              485000             80             80            80            100       NONE                  0                             0       STATED
      1008192074           410000       URAR                     410000              410000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008011288           600000       URAR                          0              600000             65             65            65             65       NONE                  0                             0       FULL
      1008791881           680000       URAR                          0              680000          57.35          57.35         57.35          57.35       NONE                  0                             0       FULL
      1008880071           650000       URAR                          0              650000             60             60            60             60       NONE                  0                             0       FULL
      1008761262           488000       URAR                     488000              488000             80             80            80            100       NONE                  0                             0       STATED
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      1008911859           490000       URAR                     490000              490000             80             80            80            100       NONE                  0                             0       STATED
      1009092714           490000       URAR                     490000              490000             80             80            80            100       NONE                  0                             0       STATED
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      1007747655           415000       URAR                          0              415000             95             95            95             95       NONE                  0                             0       FULL
      1008393204           615000       URAR                          0              615000          64.07          64.07         64.07          64.07       NONE                  0                             0       STATED
      1009030318           464000       URAR                          0              464000             85             85            85             85       NONE                  0                             0       STATED
      1008733481           470000       URAR                          0              470000          84.04          84.04         84.04          84.04       NONE                  0                             0       STATED
      1009009299           465000       URAR                          0              465000             85             85            85             85       NONE                  0                             0       FULL
      1008858603           439900       URAR                     439900              439900             90             90            90             90       NONE                  0                             0       FULL
      1008804056           440000       URAR                          0              440000             90             90            90             90       NONE                  0                             0       STATED
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      1008885995           495000       URAR                          0              495000             80             80            80             80       NONE                  0                             0       STATED
      1008652772           496000       URAR                     496000              496000             80             80            80            100       NONE                  0                             0       STATED
      1008679067           467000       URAR                          0              467000             85             85            85             85       NONE                  0                             0       FULL-BS
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      1007676623           497000       URAR                     497000              497000             80             80            80            100       NONE                  0                             0       STATED
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      1008898749           470000       URAR                          0              470000          84.68          84.68         84.68          84.68       NONE                  0                             0       STATED
      1008641482           420000       URAR                          0              420000             95             95            95             95       NONE                  0                             0       STATED
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      1008868424           500000       URAR                          0              500000             80             80            80             80       NONE                  0                             0       STATED
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      1008802780           500000       URAR                     500000              500000             80             80            80            100       NONE                  0                             0       STATED
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      1009088408           500000       URAR                     500000              500000             80             80            80            100       NONE                  0                             0       STATED
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      1008916694           500000       URAR                     500000              500000             80             80            80            100       NONE                  0                             0       STATED
      1008318251           445000       URAR                          0              445000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008988438           445000       URAR                          0              445000             90             90            90             90       NONE                  0                             0       STATED
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      1009087052           502700       URAR                     502700              502700             80             80            80            100       NONE                  0                             0       STATED
      1008874391           485000       URAR                          0              485000          83.09          83.09         83.09          83.09       NONE                  0                             0       FULL
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      1007150717           504672       URAR                     504672              504672             80             80            80            100       NONE                  0                             0       STATED
      1008079214           475000       URAR                          0              475000             85             85            85             85       NONE                  0                             0       STATED
      1008818746           475000       URAR                          0              475000             85             85            85             85       NONE                  0                             0       FULL
      1008869619           505000       URAR                     505000              505000             80             80            80            100       NONE                  0                             0       LIMITED-BS
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      1008808043           450000       URAR                          0              450000             90             90            90             90       NONE                  0                             0       STATED
      1008122300           450000       URAR                     450000              450000             90             90            90             90       NONE                  0                             0       STATED
      1008969814           450000       URAR                          0              450000             90             90            90             90       NONE                  0                             0       STATED
      1008661263           450000       URAR                          0              450000             90             90            90             90       NONE                  0                             0       FULL
      1008961590           490000       URAR                          0              490000             83             83            83             83       NONE                  0                             0       FULL
      1008952270           479000       URAR                          0              479000             85             85            85             85       NONE                  0                             0       STATED
      1008473966           510000       URAR                          0              510000             80             80            80            100       NONE                  0                             0       FULL
      1008703539           510000       URAR                     510000              510000             80             80            80            100       NONE                  0                             0       STATED
      1008929662           429900       URAR                     429900              429900             95             95            95             95       NONE                  0                             0       STATED
      1008808533           455000       URAR                          0              455000             90             90            90             90       NONE                  0                             0       STATED
      1007558154           540000       URAR                          0              540000          75.93          75.93         75.93          75.93       NONE                  0                             0       FULL
      1008080131           620000       URAR                     620000              620000          66.13          66.13         66.13          66.13       NONE                  0                             0       FULL
      1008869753           485000       URAR                          0              485000             85             85            85             85       NONE                  0                             0       STATED
      1009010330           590000       URAR                          0              590000          69.88          69.88         69.88          69.88       NONE                  0                             0       FULL-BS
      1008897937           500000       URAR                          0              500000           82.6           82.6          82.6           82.6       NONE                  0                             0       FULL-BS
      1008602050           460000       URAR                     460000              460000             90             90            90             90       NONE                  0                             0       FULL
      1009042715           520000       URAR                     520000              520000             80             80            80            100       NONE                  0                             0       STATED
      1008650202           550000       URAR                          0              550000          75.73          75.73         75.73          75.73       NONE                  0                             0       FULL
      1008813769           521000       URAR                     521000              521000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008926816           440000       URAR                     440000              440000             95             95            95             95       NONE                  0                             0       FULL
      1008937010           675000       URAR                          0              675000          61.93          61.93         61.93          61.93       NONE                  0                             0       FULL
      1008908596           530000       URAR                          0              530000          78.87          78.87         78.87          78.87       NONE                  0                             0       STATED
      1008816711           620000       URAR                          0              620000          67.44          67.44         67.44          67.44       NONE                  0                             0       STATED
      1008517688           450000       URAR                          0              450000             93             93            93             93       NONE                  0                             0       FULL-BS
      1008993182           465000       URAR                          0              465000             90             90            90             90       NONE                  0                             0       FULL
      1008276055           585000       URAR                          0              585000          71.79          71.79         71.79          71.79       NONE                  0                             0       STATED
      1008532304           525000       URAR                          0              525000             80             80            80             80       NONE                  0                             0       FULL
      1008838804           525000       URAR                     525000              525000             80             80            80            100       NONE                  0                             0       STATED
      1009131192           525000       URAR                     525000              525000             80             80            80            100       NONE                  0                             0       STATED
      1008653557           525000       URAR                          0              525000             80             80            80             80       NONE                  0                             0       STATED
      1008979206           795000       URAR                          0              795000          52.96          52.96         52.96          52.96       NONE                  0                             0       FULL
      1008974746           470000       URAR                          0              470000             90             90            90             90       NONE                  0                             0       STATED
      1007051021           530000       URAR                          0              530000             80             80            80             80       NONE                  0                             0       FULL
      1009068643           530000       URAR                     530000              530000             80             80            80             95       NONE                  0                             0       STATED
      1008798713           530000       URAR                     530000              530000             80             80            80            100       NONE                  0                             0       STATED
      1008342420           499999       URAR                     499999              499999             85             85            85             85       NONE                  0                             0       STATED
      1008914160           690000       URAR                          0              690000          61.59          61.59         61.59          61.59       NONE                  0                             0       STATED
      1008960458           660000       URAR                          0              660000          64.39          64.39         64.39          64.39       NONE                  0                             0       FULL
      1007322792           502900       URAR                          0              502900             85             85            85             85       NONE                  0                             0       FULL-BS
      1008738217           475000       URAR                          0              475000             90             90            90             90       NONE                  0                             0       FULL
      1008966684           475000       URAR                          0              475000             90             90            90             90       NONE                  0                             0       STATED
      1008341065           535000       URAR                          0              535000             80             80            80             80       NONE                  0                             0       STATED
      1008923025           535000       URAR                     535000              535000             80             80            80            100       NONE                  0                             0       STATED
      1009078419           535000       URAR                          0              535000             80             80            80             80       NONE                  0                             0       STATED
      1008868102           505000       URAR                          0              505000          84.95          84.95         84.95          84.95       NONE                  0                             0       STATED
      1008988063           540000       URAR                     540000              540000             80             80            80            100       NONE                  0                             0       STATED
      1008875229           540000       URAR                     540000              540000             80             80            80            100       NONE                  0                             0       LIMITED-BS
      1008870199           550000       URAR                          0              550000          78.55          78.55         78.55          78.55       NONE                  0                             0       STATED
      1008957042           480000       URAR                          0              480000             90             90            90             90       NONE                  0                             0       STATED
      1008880785           482000       URAR                          0              482000             90             90            90             90       NONE                  0                             0       STATED
      1008857267           530000       URAR                          0              530000          82.08          82.08         82.08          82.08       NONE                  0                             0       FULL-BS
      1008924319           545000       URAR                     545000              545000             80             80            80            100       NONE                  0                             0       STATED
      1008796528           485000       URAR                          0              485000             90             90            90             90       NONE                  0                             0       FULL
      1008818121           485000       URAR                          0              485000             90             90            90             90       NONE                  0                             0       STATED
      1008738128           460000       URAR                          0              460000             95             95            95             95       NONE                  0                             0       STATED
      1008930188           460000       URAR                          0              460000             95             95            95             95       NONE                  0                             0       STATED
      1008944805           680000       URAR                          0              680000          64.41          64.41         64.41          64.41       NONE                  0                             0       FULL
      1008395514           550000       URAR                     550000              550000             80             80            80            100       NONE                  0                             0       STATED
      1008490420           550000       URAR                     550000              550000             80             80            80            100       NONE                  0                             0       STATED
      1008638450           620000       URAR                     615000              615000          71.54          71.54         71.54          71.54       NONE                  0                             0       FULL
      1008938395           550000       URAR                     550000              550000             80             80            80            100       NONE                  0                             0       STATED
      1009096612           525000       URAR                          0              525000          83.81          83.81         83.81          83.81       NONE                  0                             0       FULL
      1008098550           490564       URAR                     490564              490564             90             90            90             90       NONE                  0                             0       STATED
      1008875158           465000       URAR                          0              465000             95             95            95             95       NONE                  0                             0       STATED
      1008651309           520000       URAR                          0              520000             85             85            85             85       NONE                  0                             0       FULL-BS
      1008622494           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       STATED
      1008837832           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       STATED
      1008863802           555000       URAR                     555000              555000             80             80            80            100       NONE                  0                             0       STATED
      1008770430           740000       URAR                          0              740000          60.27          60.27         60.27          60.27       NONE                  0                             0       FULL
      1008626374           470000       URAR                          0              470000             95             95            95             95       NONE                  0                             0       FULL-BS
      1008852379           470000       URAR                     470000              470000             95             95            95             95       NONE                  0                             0       STATED
      1008877450           560000       URAR                          0              560000             80             80            80            100       NONE                  0                             0       STATED
      1008909425           512000       URAR                          0              512000          87.89          87.89         87.89          87.89       NONE                  0                             0       STATED
      1009070015           500000       URAR                     500000              500000             90             90            90             90       NONE                  0                             0       STATED
      1009111203           500000       URAR                          0              500000             90             90            90             90       NONE                  0                             0       STATED
      1008570307           475000       URAR                     475000              475000             95             95            95             95       NONE                  0                             0       STATED
      1008595317           536000       URAR                          0              536000          84.37          84.37         84.37          84.37       NONE                  0                             0       FULL
      1008899052           568000       URAR                     568000              568000             80             80            80            100       NONE                  0                             0       STATED
      1009013006           650000       URAR                          0              650000             70             70            70             70       NONE                  0                             0       STATED
      1008924257           650000       URAR                          0              650000             70             70            70             70       NONE                  0                             0       FULL
      1008543043           569900       URAR                     569900              569900             80             80            80            100       NONE                  0                             0       STATED
      1007909016           575000       URAR                          0              575000          79.48          79.48         79.48          79.48       NONE                  0                             0       FULL
      1008990755           625000       URAR                          0              625000          73.36          73.36         73.36          73.36       NONE                  0                             0       STATED
      1009128570           540000       URAR                     540000              540000             85             85            85             85       NONE                  0                             0       STATED
      1009062925           575000       URAR                     575000              575000             80             80            80            100       NONE                  0                             0       STATED
      1008873640           575000       URAR                          0              575000             80             80            80             80       NONE                  0                             0       STATED
      1008999159           575000       URAR                     575000              575000             80             80            80            100       NONE                  0                             0       STATED
      1009054596           575000       URAR                          0              575000             80             80            80             80       NONE                  0                             0       FULL
      1008539361           485000       URAR                     485000              485000             95             95            95             95       NONE                  0                             0       STATED
      1008969119           578000       URAR                     578000              578000             80             80            80            100       NONE                  0                             0       STATED
      1008987251           545000       URAR                          0              545000             85             85            85             85       NONE                  0                             0       FULL
      1008918585           580000       URAR                          0              580000             80             80            80             80       NONE                  0                             0       FULL-BS
      1008952341           580000       URAR                     580000              580000             80             80            80            100       NONE                  0                             0       STATED
      1008723447           580000       URAR                     580000              580000             80             80            80            100       NONE                  0                             0       LIMITED-BS
      1008852235           600000       URAR                          0              600000           77.5           77.5          77.5           77.5       NONE                  0                             0       STATED
      1006236263           550000       URAR                     550000              550000             85             85            85             85       NONE                  0                             0       STATED
      1009153088           585000       URAR                     585000              585000             80             80            80            100       NONE                  0                             0       STATED
      1008882300           585000       URAR                     585000              585000             80             80            80            100       NONE                  0                             0       STATED
      1009079490           588000       URAR                          0              588000             80             80            80            100       NONE                  0                             0       FULL-BS
      1008939508           524000       URAR                     525000              524000             90             90            90            100       NONE                  0                             0       STATED
      1008837066           590000       URAR                     590000              590000             80             80            80            100       NONE                  0                             0       STATED
      1008909915           590000       URAR                          0              590000             80             80            80            100       NONE                  0                             0       FULL
      1008950138           600000       URAR                          0              600000          79.32          79.32         79.32          79.32       NONE                  0                             0       FULL
      1008978715           600000       URAR                     595000              595000             80             80            80            100       NONE                  0                             0       FULL
      1009151696           595000       URAR                     595000              595000             80             80            80            100       NONE                  0                             0       FULL-BS
      1009034421           595000       URAR                          0              595000             80             80            80             80       NONE                  0                             0       FULL
      1008601596           538000       URAR                          0              538000          88.66          88.66         88.66          88.66       NONE                  0                             0       STATED
      1008937591           599900       URAR                     599900              599900             80             80            80            100       NONE                  0                             0       STATED
      1008987279           600000       URAR                     600000              600000             80             80            80            100       NONE                  0                             0       FULL-BS
      1009015059           600000       URAR                          0              600000             80             80            80             80       NONE                  0                             0       STATED
      1009038445           600500       URAR                     600500              600500             80             80            80            100       NONE                  0                             0       STATED
      1009012784           750000       URAR                          0              750000          64.13          64.13         64.13          64.13       NONE                  0                             0       STATED
      1008096918           535000       URAR                          0              535000             90             90            90             90       NONE                  0                             0       STATED
      1008882890           603000       URAR                     603000              603000             80             80            80            100       NONE                  0                             0       STATED
      1008960047           610000       URAR                          0              610000          79.51          79.51         79.51          79.51       NONE                  0                             0       FULL-BS
      1008985342           660000       URAR                          0              660000          73.48          73.48         73.48          73.48       NONE                  0                             0       STATED
      1008338355           540000       URAR                          0              540000             90             90            90             90       NONE                  0                             0       STATED
      1008751718           600000       URAR                          0              600000           81.1           81.1          81.1           81.1       NONE                  0                             0       FULL-BS
      1008916373           615000       URAR                     608465              608465             80             80            80            100       NONE                  0                             0       STATED
      1007299309           573000       URAR                          0              573000          84.99          84.99         84.99          84.99       NONE                  0                             0       STATED
      1008836487           610000       URAR                     610000              610000             80             80            80            100       NONE                  0                             0       STATED
      1008806349           610000       URAR                     610000              610000             80             80            80            100       NONE                  0                             0       STATED
      1009023273           600000       URAR                          0              600000          81.67          81.67         81.67          81.67       NONE                  0                             0       FULL
      1008485169           610000       URAR                          0              610000          80.41          80.41         80.41          80.41       NONE                  0                             0       FULL
      1008969887           520000       URAR                          0              520000             95             95            95             95       NONE                  0                             0       STATED
      1008986911           520000       URAR                          0              520000             95             95            95             95       NONE                  0                             0       STATED
      1009075564           520000       URAR                     520000              520000             95             95            95             95       NONE                  0                             0       FULL
      1008618043           550000       URAR                     550000              550000             90             90            90             90       NONE                  0                             0       STATED
      1008872810           550000       URAR                          0              550000             90             90            90             90       NONE                  0                             0       FULL
      1008517054           550000       URAR                          0              550000             90             90            90             90       NONE                  0                             0       FULL-BS
      1009055023           619000       URAR                     619000              619000             80             80            80            100       NONE                  0                             0       STATED
      1008906062           585000       URAR                          0              585000             85             85            85             85       NONE                  0                             0       STATED
      1008568472           555000       URAR                          0              555000             90             90            90             90       NONE                  0                             0       STATED
      1007619384           700000       URAR                          0              700000          71.43          71.43         71.43          71.43       NONE                  0                             0       STATED
      1008044831           530000       URAR                     530000              530000          94.34          94.34         94.34          94.34       NONE                  0                             0       STATED
      1008843692           675000       URAR                          0              675000          74.07          74.07         74.07          74.07       NONE                  0                             0       STATED
      1008791113           700000       URAR                          0              700000          71.43          71.43         71.43          71.43       NONE                  0                             0       FULL
      1008637503           636000       URAR                          0              636000          78.62          78.62         78.62          78.62       NONE                  0                             0       FULL-BS
      1008992851          1132000       URAR                          0             1132000          44.17          44.17         44.17          44.17       NONE                  0                             0       FULL
      1009039756           570000       URAR                          0              570000          87.72          87.72         87.72          87.72       NONE                  0                             0       STATED
      1008885566           560000       URAR                     560000              560000             90             90            90             95       NONE                  0                             0       FULL
      1008691329           635000       URAR                          0              635000             80             80            80             80       NONE                  0                             0       STATED
      1008904153           565000       URAR                     565000              565000             90             90            90             90       NONE                  0                             0       STATED
      1008599144           565000       URAR                          0              565000             90             90            90             90       NONE                  0                             0       FULL-BS
      1008876576           637000       URAR                     637000              637000             80             80            80            100       NONE                  0                             0       STATED
      1008704495           545000       URAR                          0              545000          93.58          93.58         93.58          93.58       NONE                  0                             0       FULL-BS
      1008798900           850000       URAR                          0              850000             60             60            60             60       NONE                  0                             0       STATED
      1008196677           730000       URAR                          0              730000             70             70            70             70       NONE                  0                             0       STATED
      1007971714           640000       URAR                     640000              640000             80             80            80            100       NONE                  0                             0       STATED
      1008905027           643000       URAR                          0              643000             80             80            80             80       NONE                  0                             0       STATED
      1008129063           575000       URAR                          0              575000             90             90            90             90       NONE                  0                             0       STATED
      1008464039           575000       URAR                          0              575000             90             90            90             90       NONE                  0                             0       STATED
      1008561969           650000       URAR                          0              650000             80             80            80             90       NONE                  0                             0       STATED
      1008976003           650000       URAR                     650000              650000             80             80            80            100       NONE                  0                             0       STATED
      1008930044           596000       URAR                          0              596000          87.92          87.92         87.92          87.92       NONE                  0                             0       FULL
      1008492856           557000       URAR                          0              557000             95             95            95             95       NONE                  0                             0       STATED
      1009046329           630000       URAR                          0              630000          84.13          84.13         84.13          84.13       NONE                  0                             0       FULL
      1008416243           665000       URAR                     665000              665000             80             80            80            100       NONE                  0                             0       STATED
      1009098326           665000       URAR                     665000              665000             80             80            80            100       NONE                  0                             0       FULL
      1008993761           760000       URAR                          0              760000             70             70            70             70       NONE                  0                             0       FULL
      1008833845           613000       URAR                          0              613000          87.44          87.44         87.44          87.44       NONE                  0                             0       FULL
      1008777683           650000       URAR                          0              650000          82.85          82.85         82.85          82.85       NONE                  0                             0       FULL
      1008344874           660000       URAR                          0              660000          81.82          81.82         81.82          81.82       NONE                  0                             0       FULL-BS
      1008959567           683000       URAR                          0              683000          79.06          79.06         79.06          98.83       NONE                  0                             0       STATED
      1007729443           835000       URAR                          0              835000             65             65            65             65       NONE                  0                             0       FULL
      1008991923           680000       URAR                     680000              680000             80             80            80            100       NONE                  0                             0       STATED
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     LOANID             DOCTRANS          SPDOCTYPE          SPASSETS           MOODYSDOC                           LENDERDOCT                                           PROGRAM                          DTI
     ------             --------          ---------          --------           ---------                           ----------                                           -------                          ---
      1008835941       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.09
      1008686932       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            49.7
      1008747136       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           32.51
      1008848241       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           44.15
      1008730689       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.92
      1008359313       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           31.84
      1008612325       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM                                           41.25
      1008610782       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           44.19
      1008698073       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         33.06
      1008948035       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM                                           25.53
      1008388862       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           27.18
      1007323737       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.77
      1008859559       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         52.39
      1008032504       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           43.95
      1008069877       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM - 30YRTERM/40AMOR                         36.22
      1008893290       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           31.85
      1008775907       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           39.81
      1008402472       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             40.7
      1008606822       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM                                            40.8
      1008547236       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             49.9
      1009021006       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.62
      1008687147       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.64
      1007156114       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            46.14
      1008537522       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.99
      1008640893       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           34.62
      1008429042       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                               50
      1008210250       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            35.13
      1008008844       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.62
      1008238418       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.19
      1008236367       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         41.67
      1008437989       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.41
      1008146124       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           51.22
      1008566820       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.83
      1008852690       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.15
      1007208540       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.79
      1008827576       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.51
      1007581672       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                             54.5
      1008680242       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         41.91
      1008225020       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.03
      1007997778       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.87
      1008402935       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           35.02
      1008343303       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           32.22
      1008525376       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            39.2
      1009054836       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.04
      1008214390       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.22
      1007901522       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           25.18
      1007900462       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.36
      1008292055       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.04
      1008178394       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.06
      1008584739       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            43.45
      1008089800       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            26.83
      1008485365       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           42.81
      1008317555       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           36.76
      1008333680       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           54.55
      1008688663       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           45.27
      1008612726       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             40.7
      1008964579       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         29.36
      1008643756       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           34.51
      1008678610       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.33
      1008722199       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.21
      1008853154       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.26
      1008752085       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         32.91
      1007595033       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            31.09
      1008286856       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            27.99
      1008068921       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.62
      1008472716       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           30.16
      1008235527       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.03
      1008853671       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                            9.52
      1009011936       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           39.82
      1008792988       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           44.62
      1008772722       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         36.59
      1008837565       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           34.93
      1007743132       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.14
      1007929940       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            39.6
      1008580181       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                          29.4
      1008691944       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                          27.8
      1008450035       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            33.96
      1008987849       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           35.04
      1008806740       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           19.32
      1008858480       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.12
      1008813830       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           14.77
      1009055844       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           39.23
      1008382653       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.68
      1008757945       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           30.22
      1008853074       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           36.18
      1008579503       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           39.36
      1008834461       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           20.58
      1008900451       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.02
      1009017912       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         28.09
      1008937797       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           47.56
      1008610416       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         32.94
      1008845379       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.02
      1008671154       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           19.11
      1008552755       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           34.66
      1008401008       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           46.99
      1008644559       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.63
      1009000421       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         24.49
      1008315236       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.21
      1008687281       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           33.27
      1008828673       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.94
      1006579464       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.52
      1008706723       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.53
      1008197667       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           24.83
      1009008405       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         28.55
      1008724598       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           45.23
      1008623144       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         48.03
      1008747029       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           37.57
      1008679717       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           48.26
      1008611665       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            34.87
      1008640919       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            41.59
      1008746315       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.03
      1008580485       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         21.57
      1008361006       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           27.78
      1008130159       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.49
      1008470763       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           33.14
      1008881472       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           29.93
      1007422194       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.17
      1008504335       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            24.9
      1008779093       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         30.17
      1008660120       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         46.76
      1008439709       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         35.23
      1008319161       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         38.12
      1008659864       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            38.36
      1008456128       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           34.21
      1008659203       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         45.36
      1008691748       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.67
      1008641188       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           40.67
      1008370292       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            39.84
      1008279052       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.79
      1008101323       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            41.72
      1008409616       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            30.31
      1008487942       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.68
      1008776853       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.98
      1008288649       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             3YR ARM                                           38.97
      1008420657       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            22.62
      1007675303       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            39.14
      1008720930       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           17.63
      1008432868       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           38.23
      1008301312       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.02
      1008074031       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.85
      1008827013       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           33.73
      1008661888       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           33.49
      1008346006       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           40.67
      1009065325       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.98
      1008557643       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           38.09
      1009017789       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           46.62
      1008746137       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.73
      1008713038       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         43.25
      1008637905       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         49.66
      1008863964       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.31
      1008833051       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.64
      1008835594       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.59
      1008438880       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.02
      1008656867       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         33.58
      1008289381       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.33
      1008523127       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           39.02
      1008543490       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            24.2
      1008853350       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            47.8
      1008970624       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           19.88
      1008808472       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            40.1
      1008602121       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           33.17
      1008690375       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         48.29
      1008482956       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.65
      1008987741       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           27.54
      1008503899       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.92
      1008643033       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           36.27
      1008776345       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           31.25
      1008819718       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.46
      1009025066       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           36.92
      1008934255       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.45
      1008142084       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            52.06
      1008176083       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.15
      1008073808       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.32
      1008803930       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.57
      1008373351       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.53
      1008224290       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.44
      1008785889       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           46.15
      1008521897       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.43
      1008581563       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           49.57
      1008747314       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           45.94
      1008311533       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           29.49
      1008593854       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            14.5
      1008657018       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           26.98
      1008580591       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           26.86
      1008656581       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         39.45
      1007785337       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                              50
      1009036553       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.09
      1008853724       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           52.84
      1008578942       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            36.79
      1008373468       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            40.39
      1008387630       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.89
      1008616312       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.95
      1008571440       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           46.55
      1008809550       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.63
      1008527061       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         50.31
      1008350919       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           44.79
      1008791024       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           45.11
      1008757133       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.52
      1008349343       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            49.62
      1008610363       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.59
      1008541269       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.03
      1008630118       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.68
      1008532910       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.73
      1008510872       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.42
      1008751184       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           29.59
      1008608081       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         29.87
      1008607778       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         30.05
      1008361220       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.87
      1008772982       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.08
      1008856561       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           21.83
      1008665125       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           22.36
      1008620049       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.73
      1008537032       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           27.75
      1008891808       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.73
      1008790212       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.46
      1008548823       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           29.27
      1008748180       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           28.69
      1008945323       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           34.55
      1008408403       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.31
      1007548549       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         31.05
      1008463655       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.59
      1008855152       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.88
      1008253515       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                               45
      1008723189       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.45
      1008849721       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.69
      1007864545       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.81
      1008148630       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.78
      1008803100       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           23.64
      1008308912       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           21.09
      1008569195       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           43.76
      1008499118       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.48
      1008523957       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.97
      1008643060       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           35.14
      1008243180       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          55.8
      1008831339       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.36
      1008708017       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           35.89
      1008391242       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            19.91
      1008390760       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         19.91
      1008529568       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            42.7
      1008686594       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             44.8
      1008160928       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           41.54
      1008909023       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.92
      1008653664       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         46.71
      1008537960       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           28.51
      1008849687       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           34.24
      1008955669       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            21.1
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      1008162221       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           28.81
      1008633856       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         39.34
      1008642855       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         52.09
      1008848223       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           24.08
      1008934362       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           45.14
      1008796591       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           38.89
      1008502649       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            39.87
      1008641687       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           48.57
      1008549449       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         37.73
      1008003055       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            40.55
      1008684710       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         40.89
      1008580920       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           23.26
      1008237044       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           37.99
      1008779903       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           34.15
      1008718195       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           39.18
      1008501864       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.64
      1008337123       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           34.43
      1007789725       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           28.86
      1008660754       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         44.96
      1008462406       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            24.7
      1008557206       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.25
      1008827120       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                            46.4
      1008494863       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           53.23
      1008281904       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.53
      1008825550       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         42.47
      1008856954       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.27
      1008800489       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.47
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      1008337025       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.98
      1008627649       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           35.04
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      1008632688       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         45.88
      1008477267       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            51.99
      1008535141       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.77
      1008626882       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           44.82
      1008769576       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            44.3
      1007933141       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.91
      1007854627       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.72
      1008932729       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           42.64
        10476228       FULL              Z                  Y                             1        FULL / ALT                                           2YR ARM                                           34.21
      1008693452       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         33.48
      1008553932       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.67
      1009002483       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.17
      1008840695       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.17
      1009061230       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.72
      1008896714       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           47.49
      1008411863       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            23.43
        10443299       FULL              Z                  Y                             1        FULL / ALT                                           INTEREST ONLY - 2YR/5IO                           46.21
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      1008231870       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            38.1
      1008771457       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            47.6
      1008882934       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            49.6
      1008444061       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.68
      1008386141       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           26.99
      1008933103       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         48.98
      1008030258       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           35.72
      1009009155       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           20.93
      1008254701       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.95
      1008664180       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.53
      1008767248       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                           34
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      1008535347       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.91
      1008526865       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.26
      1007857232       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            46.36
      1008417304       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           16.01
      1008318395       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.86
      1008874569       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.83
      1008426349       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.43
      1008216156       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.66
      1008731214       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                          43.7
      1008863697       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.83
      1008865454       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         34.96
      1008648001       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           15.02
      1008884665       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.14
      1008154695       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           31.85
      1008161883       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           25.68
      1008893058       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.41
      1008769512       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.57
      1008564797       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.33
      1008622458       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           44.72
      1008298718       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           44.13
      1008404997       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           49.92
      1008933737       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                         49.98
      1008750470       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         34.99
      1008997874       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           27.58
      1008633945       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           46.58
      1008693826       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            26.4
      1008887868       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         30.04
      1008405335       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           25.42
      1008580902       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           20.54
      1008846911       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           45.48
      1008640937       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         36.72
      1008897866       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           45.98
      1008857748       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.64
      1008187491       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            39.2
      1008660834       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           43.88
      1009007120       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.65
      1008149158       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           42.02
      1008656108       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           27.59
      1008981453       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           35.09
      1008922909       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           49.86
      1008659221       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           52.68
      1008819549       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           46.98
      1009024441       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           47.77
      1008747387       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           31.72
      1008908202       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           42.99
      1008559366       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           21.01
      1008338792       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           49.22
      1008440396       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           54.74
      1008554575       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.68
      1008556644       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           34.96
      1008479559       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           38.14
      1008912304       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.65
      1007915768       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           42.94
      1008494417       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           31.37
      1008605869       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           33.73
      1008832837       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           41.82
      1008848839       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           21.72
      1008677666       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM - 30YRTERM/40AMOR                         42.59
      1008172504       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         50.28
      1008825195       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           41.98
      1008500339       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.42
      1008540858       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           29.82
      1008439111       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           52.53
      1008965337       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.82
      1008437970       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           37.79
      1008802192       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.14
      1008850549       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.62
      1008578737       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.85
      1008221630       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           37.64
      1006792198       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          52.3
      1008789206       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           42.89
      1008731811       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           15.91
      1007926373       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           32.88
      1008482812       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           49.94
      1008887617       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           53.94
      1008559767       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           40.44
      1008806946       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            32.4
      1008737218       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           50.53
      1008592515       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            43.28
      1008563100       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         39.31
      1008239122       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.89
      1008280095       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.03
      1008134397       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.87
      1008145893       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.27
      1008570325       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.33
      1008782891       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           30.64
      1009014522       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           44.17
      1008228562       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                          50.9
      1008482297       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           40.97
      1008259145       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           43.08
      1008467394       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           39.49
      1008644906       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           47.63
      1008526598       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         35.82
      1008127528       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.86
      1008621752       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           20.63
      1008581411       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.29
      1008223978       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.24
      1008521254       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           47.58
      1008540215       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         34.88
      1008930589       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.42
      1007683848       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          46.7
      1008503826       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.87
      1008780688       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            45.7
      1008787510       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           43.14
      1008905884       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.88
      1007760719       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          48.6
      1008948008       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         46.79
      1008847821       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           52.12
      1008167084       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.92
      1008280291       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.24
      1008653799       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         34.69
      1008718177       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           30.88
      1008312970       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.76
      1008751610       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           52.29
      1008852039       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           30.05
      1008862439       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.16
      1008616973       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            31.51
      1008847616       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         28.23
      1008645656       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         23.78
      1007919452       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            51.55
      1008647146       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           39.58
      1008626935       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            36.23
      1008390911       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           28.37
      1008344516       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.75
      1008724053       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.88
      1008957104       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           38.76
      1008522128       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.43
      1008903975       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.48
      1008833159       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.11
      1008733472       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           26.18
      1008514440       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         27.03
      1008875826       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           35.85
      1008748554       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.65
      1008376928       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          42.4
      1008659150       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            28.6
      1008173479       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            34.3
      1008679487       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         47.72
      1008265511       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           36.61
      1008662388       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           41.42
      1008332306       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           38.05
      1008620236       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                         11.89
      1008689804       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           31.34
      1008763395       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         44.22
      1008934166       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.37
      1008962385       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           47.68
      1008521192       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           15.85
      1008646904       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                            38
      1008940382       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.84
      1008847901       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           48.83
      1008798697       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         22.66
      1008323290       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           30.71
      1008807311       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           20.97
      1008806116       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           20.97
      1008804797       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           20.97
      1008375643       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         47.08
      1008960476       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           41.89
        10437309       STATED            V                  Y                             4        STATED INCOME/VERIFIED ASSETS                        2YR ARM - 30YRTERM/40AMOR                         42.69
      1008512184       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           38.34
      1008573395       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           38.57
      1008293508       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           48.81
      1008419641       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.28
      1008446862       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           22.07
      1008439521       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           20.39
      1008624786       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           25.96
      1008555921       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           30.39
      1008799375       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           24.25
      1008572742       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         23.72
      1008897321       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.37
      1008395569       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           37.79
      1008217066       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.53
      1008086910       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.29
      1008353177       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           10.49
      1009043037       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.65
      1008689421       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           46.51
      1008704903       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           28.99
      1008696734       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.64
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      1008752833       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            28.1
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      1008640802       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           43.97
      1008898712       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           44.65
      1008717230       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            47.3
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      1008901575       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           33.93
      1007872947       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         43.75
      1009007736       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           46.84
      1008551435       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           43.78
      1009007674       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           44.03
      1008718925       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           48.47
      1008885156       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           52.97
      1008973220       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.38
      1008664420       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.73
        10438112       FULL              Z                  Y                             1        FULL / ALT                                           2YR ARM                                           30.22
      1008582125       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           28.11
      1008670100       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           31.85
      1008824944       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           26.19
      1008870000       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            20.9
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      1008496709       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           40.98
      1008418465       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.02
      1008650970       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.81
      1008770047       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           43.29
      1008543178       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            25.1
      1008825792       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            32.9
      1008798928       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           30.34
      1009035741       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                            14.6
      1008592748       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.41
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      1008235028       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           30.11
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      1008579095       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           44.76
      1008670912       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            22.5
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      1009011758       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.39
      1008132068       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            29.11
      1007996494       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           24.05
      1008379710       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            11.43
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      1008973792       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         30.83
      1008372824       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            41.06
      1008340191       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.61
      1008068244       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            52.25
      1008403097       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.34
      1008458554       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.12
      1008071828       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            54.36
      1007846405       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.47
      1008389442       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            43.45
      1008528319       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           42.95
      1008723394       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           46.26
      1008187945       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           40.82
      1008947009       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.56
      1007918006       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            44.72
      1008660424       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.45
      1008659837       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.45
      1008436034       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.68
      1008508484       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            52.79
      1008719620       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.88
      1008611399       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.73
      1008606430       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.04
      1008456495       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             39.7
      1008620815       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                          27.1
      1007841758       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.57
      1008760673       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           50.49
      1008822599       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         30.78
      1008253542       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.23
      1008612824       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            34.55
      1008331101       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.89
      1008805858       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                            47.9
      1008358485       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.84
      1008169723       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            54.89
      1008652585       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                            26.4
      1008583375       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.95
      1006355954       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.81
      1008263826       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.75
      1008532983       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.37
      1008664448       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.14
      1008541090       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            38.15
      1007800828       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.52
      1007892783       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           30.45
      1008161525       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            44.88
      1008484758       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.06
      1008936173       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           47.01
      1008387168       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                               33
      1008528836       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           28.35
      1008706073       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.45
      1008762010       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           31.88
      1008328259       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.61
      1008643514       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.56
      1007598815       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.23
      1008531911       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                              47
      1008828593       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         41.88
      1008720253       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           38.52
      1008828780       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.43
      1008540224       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           11.59
      1008363228       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.54
      1008620986       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         45.12
      1009006942       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         51.67
      1008587576       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            47.62
      1008472075       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.84
      1008578684       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            35.92
      1007414595       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.44
      1007593357       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.07
      1008280442       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           35.98
      1008049854       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           33.46
      1008363932       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           47.87
      1008584686       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           44.47
      1008684809       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           33.61
      1008735185       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           52.59
      1008780152       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.4
      1008119555       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.45
      1008850157       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.32
      1009015692       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.03
      1008504503       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         51.42
      1008692097       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            28.66
      1008675132       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            28.82
      1008650569       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.19
      1008007523       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.21
      1008007159       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           40.21
      1008349584       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           47.97
      1008480690       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            41.69
      1008547575       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           27.13
      1008589841       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.92
      1008102448       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            36.79
      1008791104       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.29
      1008396684       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            29.65
      1007746120       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            43.57
      1008620968       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.81
      1008771778       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           53.46
      1008649812       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           34.58
      1007878503       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.62
      1008871964       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            49.9
      1008209182       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.29
      1008469908       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.39
      1008450918       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            53.11
      1008467875       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            22.86
        10446809       STATED            V                  N                             4        STATED INCOME/STATED ASSETS                          2YR ARM - 30YRTERM/40AMOR                         42.29
      1006234997       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         23.51
      1008424966       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.14
      1007902781       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.39
      1008340093       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           31.33
      1008429462       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           47.37
      1008861608       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           43.82
      1008906749       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.46
      1008112419       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.08
      1008085163       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            38.42
      1009021471       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.17
      1008573082       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            41.98
      1008522002       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            49.79
      1008612566       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           24.41
      1008804939       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.03
      1008666473       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           36.61
      1008575124       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.78
      1008855615       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           48.98
      1007881045       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.22
      1008802959       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           45.18
      1007975934       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            53.59
      1008493481       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.85
      1008800149       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.23
      1006893515       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           39.07
      1008183422       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            46.8
      1008189514       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           40.16
      1008646450       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.71
      1008447889       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            46.8
      1008659052       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           34.78
      1008717873       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           28.19
      1008842755       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.14
      1008125389       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            30.47
      1008349209       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            54.92
      1008765543       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.12
      1009020588       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                            31
      1009030265       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.62
      1008348601       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           54.92
      1008529381       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                            7.91
      1008546585       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.75
      1008357654       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.52
      1008485409       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         43.17
      1008283948       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           19.29
      1008883425       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                            50
      1008482331       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.74
      1008324896       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.51
      1008936100       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           46.23
      1008572298       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.55
      1008278712       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           38.59
      1008749875       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            26.6
      1007687078       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            53.18
      1008880721       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.66
      1008269090       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            41.83
      1008143724       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             49.6
      1008523001       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            38.12
      1008524108       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           38.12
      1008238659       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.66
      1008406361       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.02
      1008293170       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                            8.31
      1008556537       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           50.31
      1008543604       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.03
      1007494268       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            41.32
      1007493893       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           41.32
      1007896967       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         28.96
      1008857061       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            48.8
      1008858505       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           42.57
      1008394944       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.51
      1008631199       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            41.3
      1008269394       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           48.09
      1008503274       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           44.41
      1008575669       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           35.03
      1007999623       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           46.36
      1008620076       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           35.31
      1008601391       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           54.15
      1008589315       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         32.69
      1008749241       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.41
      1008778334       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.91
      1008783382       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         36.81
      1008826988       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.38
      1007623477       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            51.59
      1008493365       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             43.5
      1009011099       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                              38
      1008633883       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.46
      1008610817       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.05
      1008846412       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.93
      1008424305       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            37.96
      1009051679       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.96
      1008454335       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.51
      1007853904       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                             47.5
      1008444454       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.26
      1008553503       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            34.14
      1008514896       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            30.28
      1008628764       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           49.07
      1007924259       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.72
      1007824615       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.21
      1006961362       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.47
      1008320471       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           41.05
      1008578504       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.96
      1008482340       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             48.5
      1008534008       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                          43.7
      1008184555       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           35.21
      1008182904       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            47.2
      1008479675       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            49.26
      1008344829       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.53
      1008338140       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.12
      1008818595       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         47.19
      1008580840       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           27.12
      1008594416       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.75
      1008870224       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.73
      1008320417       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.53
      1008369017       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.56
      1008900442       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           27.76
      1008799311       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.64
      1008772802       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           40.63
      1008474395       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           25.52
      1007996537       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.65
      1007915401       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.85
      1008428187       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           49.22
      1008791462       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.08
      1008863223       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.58
      1008899329       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.61
      1008636489       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            45.6
      1008236820       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            47.6
      1008682151       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.13
      1008368232       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           39.21
      1008704262       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           36.51
      1007639282       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.34
      1008564298       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         32.38
      1008405512       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.65
      1008605976       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         48.76
      1008638628       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           39.68
      1008182487       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.38
      1008544845       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           30.78
      1008632633       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.02
      1008926380       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.87
      1008596780       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.67
      1009042537       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.19
      1008584347       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            22.21
      1008371415       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.53
      1008033530       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            40.26
      1008521469       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.27
      1008393696       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.81
      1007353794       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.32
      1008724776       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           30.21
      1008798287       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           22.71
      1008607466       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                          39.3
      1008703691       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           47.93
      1008451203       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.42
      1008425046       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.93
      1008384982       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            26.7
      1008902075       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           37.94
      1008937083       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           42.22
      1008172568       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           16.43
      1008609320       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.68
      1008452088       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.93
      1007673216       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            31.79
      1008490055       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.28
      1008489753       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.28
      1008075405       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            46.77
      1008106809       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            54.06
      1008565162       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         29.11
      1008520184       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           28.54
      1007694756       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.41
      1008197015       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.69
      1008427311       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           35.71
      1008695520       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.97
      1008537327       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         44.29
      1008804779       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           46.76
      1008523485       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                         14.06
      1008735942       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         29.59
      1008834041       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.59
      1007916179       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.83
      1008615340       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            41.3
      1008614270       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         40.23
      1008576800       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         42.76
      1008044396       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             37.7
      1008832891       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.48
      1008568016       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            41.34
      1007677640       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            37.92
      1007677588       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           37.92
      1008276475       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.67
      1008472645       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.02
      1006927926       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.04
      1007119245       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.21
      1008585701       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         49.42
      1008658776       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         27.33
      1008660825       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         33.25
      1008776452       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.05
      1007982588       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.56
      1008785987       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           40.64
      1008835745       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           40.41
      1008447861       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             25.7
      1008629763       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          24.6
      1008632161       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           44.91
      1008333056       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                            49.4
      1008405647       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.07
      1008403701       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            52.48
      1008770760       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.52
      1008673198       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           35.83
      1008898437       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           49.73
      1008700747       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           30.26
      1007536892       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            48.97
      1008633712       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         26.81
      1008422174       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.95
      1008421255       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.64
      1008386481       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            43.02
      1007831242       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            11.13
      1008134315       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            40.95
      1008462558       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           19.32
      1008502701       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           22.68
      1008497879       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            43.05
      1008596511       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.87
      1008657394       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                              49
      1008568720       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.83
      1008722983       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           41.93
      1008618249       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           34.97
      1008832267       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.73
      1008805689       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           40.88
      1008750504       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.61
      1008886262       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           36.58
      1008938518       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.97
      1008773375       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.32
      1008843567       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           48.99
      1008732160       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.31
      1008666687       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.27
      1008893343       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           39.33
      1008066317       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.53
      1008135412       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            32.62
      1008859791       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.88
      1008338943       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.25
      1008122836       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.92
      1008534794       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.76
      1008534918       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.76
      1009014078       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.28
      1008599288       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           49.77
      1008227199       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           36.28
      1008567286       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            36.45
      1008393525       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            52.86
      1008117049       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            46.17
      1008622779       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           28.04
      1007408815       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           49.52
      1008859817       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           51.86
      1008179749       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.43
      1008468320       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.82
      1008496068       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.56
      1008231111       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           47.06
      1008577701       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         40.11
      1008784871       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.94
      1008891130       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.87
      1008503648       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.95
      1008857454       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.54
      1008863973       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           38.17
      1008635131       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           44.36
      1008883871       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.95
      1008048356       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            26.77
      1008091389       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            41.61
      1008426410       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.73
      1008610149       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         37.66
      1008434278       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.89
      1008575954       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         43.73
      1008451551       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.64
      1009020935       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.56
      1008565439       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.65
      1008535855       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.28
      1008825015       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.49
      1008872543       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM                                           42.89
      1008859121       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         35.07
      1008774463       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.35
      1008633428       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           47.85
      1008447219       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            50.55
      1008790702       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.78
      1008529390       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         39.39
      1008376811       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.15
      1008539110       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.32
      1008615830       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           36.76
      1007979084       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           45.07
      1008912625       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.31
      1008531010       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           28.46
      1007447596       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           46.96
      1008498431       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             34.3
      1008065238       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            36.21
      1008260393       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.94
      1008660022       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           35.53
      1008933666       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.03
      1008900013       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.58
      1008730527       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          49.5
      1008803609       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                              33
      1008044626       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            53.29
      1008196061       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.91
      1008447656       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            42.47
      1008797956       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           38.86
      1008956392       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           47.35
      1008609687       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            48.5
      1008392045       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           48.59
      1007755075       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2ND TD                                               25
      1008042977       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.59
      1008205293       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           46.78
      1008595273       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.94
      1008466830       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.21
      1008621226       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.89
      1007577124       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.68
      1008456538       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           43.44
      1008545498       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                          40.9
      1008260302       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             45.9
      1008629638       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         24.59
      1008280497       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.07
      1008075343       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         32.11
      1008854518       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.97
      1008849623       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           40.55
      1008835567       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           47.49
      1008256308       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.79
      1008935281       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         39.02
      1008468678       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            34.58
      1007994851       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.16
      1008344641       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            53.14
      1008585809       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                          39.9
      1008262024       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.81
      1008301624       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            30.76
      1008458466       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           40.53
      1008033139       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.55
      1007482477       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           52.99
      1008708810       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           43.62
      1008476357       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.33
      1007856340       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.92
      1007866721       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           37.65
        10484563       STATED            V                  Y                             4        STATED INCOME/VERIFIED ASSETS                        2YR ARM - 30YRTERM/40AMOR                         43.16
      1008004973       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            46.56
      1008579763       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            31.04
      1008545899       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM - 30YRTERM/40AMOR                         40.66
      1008660095       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         45.85
      1008895010       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.46
      1008326420       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.97
      1008312328       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            32.09
      1008667105       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           27.92
      1008803743       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           26.15
      1007968103       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.01
      1008796216       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           39.53
      1009088612       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.47
      1008461960       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            34.86
      1008849222       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                            34
      1008872491       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.95
      1008943487       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         24.68
      1008191440       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.21
      1008250466       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         46.97
      1008382378       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            31.96
      1008651345       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           44.01
      1008453700       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            34.14
      1008002920       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.77
      1007771789       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           48.07
      1008085653       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.89
      1007944861       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.74
      1008236553       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.58
      1008565643       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           38.58
      1008528809       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         45.58
      1008574508       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.17
      1008661682       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                            31.8
      1008574090       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.18
      1008567366       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           10.85
      1008544827       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         24.65
      1008845565       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.97
      1009077447       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                             25.1
      1008601426       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.65
      1008700783       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.66
      1009076554       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          25.1
      1008600819       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           47.65
      1008925416       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           49.99
      1008435892       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                             49.2
      1008456814       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             36.3
      1008983683       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           31.49
      1008558250       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           35.75
      1008534311       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.17
      1008315192       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            46.85
      1008150181       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.73
      1008315076       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           27.64
      1008360668       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            40.9
      1006418450       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            37.14
      1008121472       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           32.67
      1008358092       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.33
      1008130701       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            32.53
      1008537498       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         21.91
      1008726541       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.73
      1008651817       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           29.82
      1008929001       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.75
      1008881294       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.84
      1008454139       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            44.67
      1008900399       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 3YR/5IO                           44.44
      1008044369       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            46.69
      1008460131       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.55
      1008165843       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           54.68
      1008837761       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           47.68
      1007876140       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.69
      1008601630       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.11
      1008600506       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         40.11
      1007945726       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           38.36
      1008576150       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.95
      1008256317       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.27
      1008794771       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.94
      1008553077       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             33.5
      1007462676       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            23.33
      1008037974       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            27.73
      1008549109       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           29.62
      1008272825       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           50.09
      1008588307       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            36.84
      1007067425       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            44.58
      1008628817       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.88
      1008872419       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.81
      1008254587       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           48.13
      1008453381       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.97
      1008529899       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.87
      1008736745       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           44.51
      1008733356       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.93
      1008396862       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.63
      1008592034       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM                                           36.51
      1008412238       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            36.34
      1008873882       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.63
      1008697859       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         29.88
      1008821518       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.74
      1008471673       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.05
      1008471405       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           40.05
      1008441518       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.09
      1008094055       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.83
      1008560764       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2ND TD                                            28.93
      1008451953       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.09
      1008775596       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           42.92
      1008820840       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.85
      1007076923       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            39.96
      1008512077       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.67
      1008501873       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            46.68
      1008706992       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         49.81
      1008775783       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                            40.7
      1007886816       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.06
      1008982988       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.72
      1008137483       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            31.81
      1008356511       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            33.42
      1008356502       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           33.42
      1008668408       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         48.76
      1008731526       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.91
      1008750906       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           44.41
      1008359698       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.79
      1007420846       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            44.81
      1007776926       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.17
      1008565634       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.08
      1008655617       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.87
      1008940596       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.08
      1008898794       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           47.69
      1008340048       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           42.22
      1008880810       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.45
      1008538120       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         46.66
      1008559339       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           43.41
      1008719764       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.97
      1008711520       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           46.03
      1008926512       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           33.77
      1007665467       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           45.04
      1008908809       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.17
      1008200476       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.53
      1008410640       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           47.21
      1008995368       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.19
      1008036430       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.93
      1007893700       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                               50
      1008498020       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.74
      1008547799       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.98
      1007950489       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.02
      1008657241       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         29.23
      1008439870       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.14
      1008346569       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           39.85
      1008858462       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           40.87
      1008430254       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             46.5
      1008052297       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.67
      1008785200       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.16
      1008536738       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       3YR ARM - 30YRTERM/40AMOR                         45.68
      1008699875       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           46.61
      1008665205       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           29.08
      1008586737       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           40.07
      1008701309       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.04
      1008048695       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            36.32
      1007748547       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.25
      1008623331       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                            45.1
      1008640296       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            44.3
      1008267127       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.88
      1008613440       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           30.52
      1008164292       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            30.79
      1008737021       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         40.56
      1008288729       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.31
      1008626944       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           43.56
      1008141717       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            33.88
      1008141352       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         33.88
      1008934139       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           32.88
      1008502863       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            39.48
      1008331370       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           45.08
      1007897118       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            36.85
      1008691819       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.66
      1008083334       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.64
      1008639397       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           45.79
      1008508377       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         45.86
      1008565117       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            44.14
      1008623206       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             3YR ARM                                           47.75
      1008920894       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.57
      1008430619       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           49.56
      1008821625       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.47
      1008958229       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.17
      1008865150       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           47.48
      1008982498       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         43.35
      1008767122       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.53
      1008558474       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         43.43
      1008450053       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.68
      1009044571       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           29.41
      1008887261       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.15
      1008242500       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           49.04
      1008824739       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          40.7
      1008524279       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         48.48
      1008914794       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.26
      1008398575       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.35
      1008425242       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.52
      1008050814       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            50.11
      1008827549       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.88
      1008361621       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.38
      1008456084       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.28
      1008445783       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             41.6
      1008624893       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                          42.7
      1008438657       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           50.64
      1008867791       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.97
      1009078008       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.58
      1008435829       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.25
      1007044824       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           21.05
      1008636247       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         41.35
      1008141780       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            39.71
      1008930650       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           39.77
      1008647495       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         45.62
      1007804370       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.74
        10484424       FULL              Z                  Y                             1        FULL / ALT                                           INTEREST ONLY - 2YR/5IO                           48.73
      1008134048       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.77
      1007994110       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           48.93
      1008561193       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.34
      1008622537       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         42.85
      1008601961       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           35.79
      1008567106       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         43.05
      1008827941       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           32.08
      1008589486       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.08
      1008846966       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           50.31
      1008961288       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.44
      1008923908       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           40.43
      1009013845       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           48.49
      1008019495       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                               36
      1008675891       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.05
      1008875586       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.29
      1008314852       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            39.85
      1008490509       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.33
      1008217280       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.64
      1008549056       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.35
      1008424047       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             43.7
      1008657811       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         49.88
      1008521076       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           45.83
      1008411382       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            31.25
      1008119430       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.98
      1008237990       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           19.65
      1007895539       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            40.71
      1008501784       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.44
      1008446050       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             40.4
      1008565830       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         26.29
      1008054829       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            26.08
      1008481831       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.76
      1008805992       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.64
      1008841630       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         26.89
      1008053802       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             38.6
      1007979048       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           37.33
      1008618383       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            35.39
      1008617945       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           35.39
      1008385473       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.38
      1008637521       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         37.82
      1008573340       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           42.45
      1008143939       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            26.55
      1008143378       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           26.55
      1008540812       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         31.37
      1008385464       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.61
      1008488861       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            46.34
      1008675668       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.52
      1007590387       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.22
      1008623395       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.94
      1008473332       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.21
      1008866550       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           39.97
      1008808766       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.53
      1008750103       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.54
      1008434250       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.79
      1008243572       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.93
      1008655350       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         51.37
      1008526053       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.88
      1008681580       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.97
      1008482000       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.07
      1008608973       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                              49
      1008259742       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            46.13
      1008337560       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.13
      1008260473       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.46
      1007625885       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.11
      1008043501       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.97
      1008516509       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           41.87
      1008100752       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.03
      1007965525       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.27
      1008131675       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.28
      1008449994       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.08
      1008623563       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         41.01
      1008543775       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            39.4
      1007964241       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.82
      1007826052       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.95
      1008445532       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.65
      1008608107       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           33.38
      1007967113       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            43.45
      1008567204       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         30.38
      1008088259       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            41.34
      1008871367       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                              47
      1008616955       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         35.71
      1008014668       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.11
      1008255318       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             41.1
      1008060475       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.35
      1008534446       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         36.36
      1008559543       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.24
      1008558704       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.24
      1008510346       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           33.29
      1008828094       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           36.96
      1008569480       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.05
      1008838608       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.54
      1008568962       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.05
      1008692382       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.94
      1008199861       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.07
      1008999881       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           41.39
      1008247578       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.96
      1008682543       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            47.2
      1008358305       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           29.33
      1008502881       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.77
      1008588316       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         31.45
      1008315520       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           33.87
      1008849990       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.89
      1008170695       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.22
      1008771359       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           43.81
      1008464725       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            44.3
      1008823678       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          33.5
      1008826924       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           42.68
      1008621299       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.94
      1008518703       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.49
      1008518730       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           48.49
      1008492605       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.12
      1008492561       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           47.12
      1008504816       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.49
      1007913485       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         39.74
      1008429355       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.42
      1008764571       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            42.2
      1008664625       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           34.52
      1008740240       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         32.59
      1008242083       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             49.5
      1008656439       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.12
      1008576267       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.47
      1008607625       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.86
        10481581       FULL              Z                  Y                             1        FULL / ALT                                           2YR ARM - 30YRTERM/40AMOR                         41.17
      1008753299       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                          47.8
      1008388425       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.28
      1008948801       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.24
      1008566848       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.75
      1008507323       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                               38
      1008059913       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             49.3
      1007678685       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           47.36
      1008858453       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.54
      1008486587       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.17
      1008750531       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.65
      1007648771       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             39.8
      1008056293       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.83
      1008304809       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.14
      1008396005       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.09
      1008434429       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            34.16
      1008492311       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.12
      1008250732       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.11
      1008654048       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.78
      1007614968       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.09
      1007961002       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.62
      1008414414       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            44.83
      1008556564       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         30.81
      1008633393       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           52.21
      1008125174       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.91
      1008485506       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         49.54
      1008842997       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.66
      1008512674       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.18
      1007560383       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           46.63
      1008589636       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           30.25
      1008959004       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           47.68
      1008969672       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           49.23
      1008719906       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM                                           32.15
      1008394846       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.85
      1008614145       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         20.25
      1008865365       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                              44
      1008920260       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            46.6
      1008575026       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.92
      1008662431       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.62
      1008686317       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            40.24
      1008433965       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.97
      1008611816       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         37.26
      1008622822       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                               46
      1008615420       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         46.18
      1008802664       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           31.29
      1008359484       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            26.78
      1008164577       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           28.76
      1007846450       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.71
      1007773304       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           44.99
      1008616465       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         46.06
      1008629558       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.08
      1008821448       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.47
      1008952804       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.61
      1008224245       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.03
      1008598840       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            25.9
      1008613538       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            14.87
      1007701882       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            38.73
      1007643525       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                               50
      1007860549       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.11
      1008278589       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.13
      1008524180       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.73
      1008568383       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           47.28
      1008638192       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         44.62
      1008281156       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           40.81
      1008847983       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         31.81
      1008620101       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           45.97
      1008613002       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       3YR ARM - 30YRTERM/40AMOR                         14.87
      1008840294       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         53.64
      1008021605       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           31.48
      1008586489       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.37
      1008445122       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.47
      1008235885       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           33.08
      1008479256       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.19
      1008769193       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           50.12
      1008882863       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 3YR/5IO                            45.8
      1008414478       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           46.31
      1008464440       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.29
      1008565876       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.45
      1008462282       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           36.97
      1008116344       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.35
      1008619211       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         54.51
      1008502792       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.27
      1008550025       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            25.43
      1008752628       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                            49.3
      1008801031       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            45.7
      1008528596       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         43.11
      1008351936       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             41.2
      1008371647       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       3YR ARM                                           22.33
      1008458368       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           33.66
        10451329       STATED            V                  Y                             4        STATED INCOME/VERIFIED ASSETS                        2YR ARM - 30YRTERM/40AMOR                         46.28
      1008204864       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         49.98
      1007926408       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.54
      1008187972       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           54.68
      1008476277       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.66
      1008699170       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           47.08
      1008630564       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         47.63
      1008466689       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.54
      1007585589       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           44.55
      1008609829       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                         53.61
      1008395033       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.26
      1008950548       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           45.68
      1008453372       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            43.44
      1008185947       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            52.9
      1008576837       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            37.16
      1008637950       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         42.64
      1008429596       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.06
      1008514226       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           49.49
      1008584301       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           43.66
      1008133389       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            49.66
      1008849482       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.43
      1008317056       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            12.56
      1008316547       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           12.56
      1008445934       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            36.33
      1008182977       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            14.7
      1008465500       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            37.88
      1008597921       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            29.83
      1008606813       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.41
      1008609151       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            47.8
      1008642926       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           22.59
      1008499911       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            34.75
      1008043574       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.11
      1008529327       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         48.72
      1008436427       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            34.94
      1008640786       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           35.33
      1007861619       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             46.7
      1008779431       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         37.12
      1008849589       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           50.39
      1008609044       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.97
      1008817916       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         43.46
      1008145447       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.28
      1008444793       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.14
      1008659490       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         34.01
      1008127840       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.62
      1008273316       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           10.39
      1007882525       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         48.15
      1008634542       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                          47.9
      1008636372       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           42.93
      1008594620       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            45.29
      1008487381       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.21
      1008714536       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           40.52
      1008897214       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.46
      1008730457       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.42
      1008834194       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.08
      1008980837       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.68
      1008883318       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           49.74
      1008824515       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           31.86
      1008686558       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           38.26
      1008681982       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           47.43
      1008619872       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           44.18
      1008571752       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           51.17
      1007861441       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.78
      1007163473       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.55
      1008473591       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.38
      1007313294       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         27.68
      1008120525       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.43
      1007760425       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            37.22
      1008076770       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.26
      1008423431       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.55
      1008143742       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.83
      1008023364       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.64
      1008267476       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.52
      1008493445       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.15
      1008160152       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.37
      1008587594       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         54.11
      1008969690       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            46.7
      1008942665       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           50.63
      1008850709       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           41.48
      1008118413       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            39.58
      1007093496       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           40.64
      1007952931       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.16
      1008566535       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         52.39
      1008515626       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM - 30YRTERM/40AMOR                         46.32
      1008668284       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            16.79
      1008667702       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 3YR/5IO                           16.79
      1008247328       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             40.9
      1008344810       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.68
      1006944097       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            47.7
      1008174655       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.45
      1008487924       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            49.14
      1008122845       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.51
      1008577257       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            34.23
      1008634908       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.31
      1008504077       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.39
      1008634695       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         45.31
      1008696690       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         35.84
      1008657777       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         40.05
      1008825346       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           22.32
      1008938091       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           52.83
      1008955972       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         49.22
      1008020054       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                             49.8
      1008491009       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.04
      1008549733       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.23
      1008111081       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.15
      1008664082       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         52.84
      1008365798       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             43.1
      1008909327       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           29.92
      1008783952       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           30.16
      1008819807       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.74
      1005094836       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           32.43
      1008438719       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           43.95
      1008458821       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.04
      1008529559       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         54.11
      1008783845       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         48.02
      1008983898       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           41.52
      1008432537       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            39.26
      1008764474       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.82
      1008207255       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.99
        10442876       FULL              Z                  Y                             1        FULL / ALT                                           INTEREST ONLY - 2YR/5IO                           44.05
      1008111651       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.88
      1008121622       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.58
      1008682008       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.64
      1008424207       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.39
      1008489539       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           46.76
        10443081       STATED            V                  Y                             4        STATED INCOME/VERIFIED ASSETS                        2YR ARM                                           45.69
      1008599251       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            27.21
      1008047295       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.34
      1007278778       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.57
      1008473699       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            49.76
      1008474073       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           49.76
      1008174361       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           27.25
      1008215932       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            50.1
      1008114747       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           51.55
      1008491296       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           44.88
      1008361239       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                               27
      1008369632       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.15
      1008958880       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           36.13
      1008660638       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.65
      1008637601       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         44.45
      1008457564       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            33.87
      1008456805       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           33.87
      1008134985       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            43.32
      1008135145       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           43.32
      1008933069       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.26
      1008542749       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           41.56
      1008209896       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           27.34
      1008578069       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            49.92
      1008626016       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         34.97
      1008626588       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         34.97
      1008528603       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.89
      1008644522       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           25.91
      1008447086       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           38.75
      1008517170       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           25.66
      1008274903       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.38
      1008955348       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          35.7
      1008640198       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            41.9
      1008300732       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            28.16
      1008469490       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            44.99
      1008603950       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         52.86
      1008700694       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         52.83
      1008544364       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.58
      1008544435       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.58
      1007771663       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         45.34
      1008442018       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.39
      1007941668       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           11.71
      1008203071       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.02
      1008612888       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                         46.44
      1008750247       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           48.84
      1008850200       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.21
      1008766427       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           43.22
      1008621360       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            34.51
      1007967658       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.32
      1008878850       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           48.18
      1008461274       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.52
      1008185475       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.29
      1008314184       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.94
      1008243821       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.93
      1008017022       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           26.73
      1008418296       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.17
      1008425830       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.37
      1008422842       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           40.82
      1008443927       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            47.2
      1008496193       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.56
      1008562600       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            28.06
      1007789565       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.66
      1007104448       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           41.99
      1008132282       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            30.69
      1008355120       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            42.38
      1008587772       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.97
      1008306068       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.46
      1008133236       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.09
      1008239989       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            42.58
      1007822163       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.63
      1008504692       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           41.71
      1008793255       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           45.35
      1008484507       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.03
      1008577532       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.76
      1008834504       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         38.25
      1008958069       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           26.55
      1008658124       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.37
        10474577       STATED            V                  Y                             4        STATED INCOME/VERIFIED ASSETS                        INTEREST ONLY - 2YR/5IO                           35.99
      1008261766       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.68
      1008486346       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.04
      1008355264       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.49
      1008315771       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.26
      1008315290       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.35
      1008232744       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           44.33
      1008697706       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.85
      1008595816       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           46.36
      1008280317       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           53.76
      1008267029       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           52.34
      1008787057       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                            46
      1008239872       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.08
      1007954065       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             53.2
      1008508625       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.47
      1008196105       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                               49
      1008858667       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           41.23
      1008406316       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.84
      1008228704       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            34.03
      1008219901       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           40.89
      1008337739       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                            32.9
      1008451506       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.71
      1008357351       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       3YR ARM                                           44.41
      1008052634       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            47.01
      1008424939       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           18.44
      1008436971       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           46.72
      1008805046       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           47.18
      1008886912       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.11
      1008205471       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           51.32
      1008523984       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.97
      1008734658       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.43
      1008077957       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.13
      1008440582       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            49.5
      1008386837       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            34.88
      1008889955       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           28.35
      1008559669       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             42.7
      1008559017       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            42.7
      1007819355       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           35.39
      1008718603       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.19
      1008562094       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.69
      1008353319       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.23
      1008136162       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.22
      1008591730       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.01
      1008346792       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             44.8
      1008346355       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            37.7
      1008512594       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.02
      1008491367       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.95
      1008040443       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.31
      1008368081       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.76
      1008378828       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.18
      1007927256       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.72
      1007858400       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            48.52
      1008057693       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            33.08
      1008606957       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             3YR ARM - 30YRTERM/40AMOR                         40.97
      1008744246       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           45.34
      1008597690       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           46.36
      1008440920       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.87
      1008898598       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         28.81
      1008866275       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           49.06
      1008179990       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.87
      1007331201       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           43.75
      1008424430       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           40.57
      1008364931       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.64
      1008632027       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         47.85
      1008593578       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.86
      1007345900       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            49.86
      1008648555       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         46.56
      1008566651       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.54
      1008465216       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             54.7
      1007900104       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                             35.2
      1008164372       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           29.73
      1008236278       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.37
      1008371175       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 3YR/5IO                           31.54
      1008650907       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           48.77
      1008645077       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           45.48
      1008960797       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.89
      1008433019       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           10.94
      1008847439       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.72
      1007773340       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            49.75
      1008144536       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            31.91
      1008144313       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           31.91
      1008259412       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           16.72
      1008749385       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                            44
      1008590278       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                            48.8
      1008296685       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.19
      1007625563       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           37.12
      1008312925       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            52.75
      1008316501       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           45.91
      1008547192       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.79
      1008280362       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            36.92
      1008451999       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           37.71
      1007253349       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.38
      1008361587       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.91
      1008492623       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            30.22
      1008240619       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           42.98
      1008444935       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.68
      1006746630       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.18
      1007669454       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.79
      1006814110       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            23.71
      1007876505       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           47.31
      1008400152       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         29.72
      1008637978       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         39.22
      1008605468       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.37
      1008694013       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            43.45
      1008693265       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           43.45
      1008621681       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 3YR/5IO                           42.93
      1006665904       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           30.65
      1008367867       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.41
      1008347657       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.88
      1008544248       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           35.61
      1007603417       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            28.25
      1008181308       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            32.34
      1008397889       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            29.15
      1008461666       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.74
      1008569168       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           40.49
      1008492758       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.42
      1008649554       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         45.87
      1008159459       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           34.28
      1008651924       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         45.56
      1008363013       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.99
      1008642187       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.52
      1008629488       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           47.26
      1008196007       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           37.67
      1008497799       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            48.31
      1008377561       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           49.52
      1008533018       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         44.85
      1008417787       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           45.65
      1008752414       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            32.5
      1007738558       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           19.48
      1008464235       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            46.26
      1008463913       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           46.26
      1008634454       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         25.86
      1008453764       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             48.9
      1008740696       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           29.25
      1008125762       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           39.54
      1008492543       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.31
      1008273192       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            46.07
      1008024808       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            39.76
      1007905760       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.59
      1008531724       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           49.99
      1008607493       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            20.43
      1008013008       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            49.69
      1008012857       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           49.69
      1008644078       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.87
      1008699312       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.53
      1008147338       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.34
      1008509928       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.72
      1008508876       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           48.72
      1008455637       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             39.5
      1008826238       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.96
      1008488969       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.99
      1008080202       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            52.32
      1008208593       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           39.52
      1008277358       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           40.31
      1008422557       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2ND TD                                            45.58
      1008385865       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.02
      1008622092       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           32.31
      1008571486       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           40.95
      1008863562       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           43.13
      1008622984       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.57
      1008344801       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.42
      1008229507       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           50.64
      1008354899       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.24
      1008587166       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             38.9
      1008747788       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.27
      1008322139       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           13.59
      1006975801       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           44.79
      1008511498       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.69
      1008643907       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            39.8
      1008930473       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            41.9
      1008401650       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             40.1
      1008638021       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.06
      1008637326       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.06
      1007940758       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.66
      1008770617       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           49.52
      1008311025       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            46.99
      1008425974       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            30.71
      1008424733       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           30.71
      1008746360       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.53
      1008297283       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.98
      1008173736       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.19
      1008472253       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            34.46
      1008471922       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                              39
      1008855820       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.85
      1008463405       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           38.09
      1008800808       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           27.92
      1006717813       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           40.98
      1008598261       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         46.24
      1008513129       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           44.71
      1008665385       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           49.63
      1008698821       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                            52.4
      1008968940       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         50.83
      1006670578       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           47.17
      1009053695       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           42.85
      1007990123       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            40.23
      1008463717       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            32.62
      1008463263       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           32.62
      1008771386       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            48.5
      1008504950       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             3YR ARM                                           41.93
      1008428506       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            32.63
      1008387131       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           29.21
      1008306629       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.73
      1008505502       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            35.66
      1008686308       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            47.7
      1008851307       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.19
      1007219789       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           37.52
      1008296382       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.97
        10438596       FULL              Z                  Y                             1        FULL / ALT                                           INTEREST ONLY - 2YR/5IO                            46.7
      1007394875       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            33.58
      1008145508       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            54.23
      1008423627       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           44.21
      1008544747       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            25.49
      1007995315       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            42.35
      1008049747       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            49.41
      1008745085       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.01
      1008617785       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                          21.9
      1008501203       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            43.27
      1008628979       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.84
      1008743372       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                            34.9
      1008725935       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 3YR/5IO                           14.34
      1008421111       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.31
      1008641419       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         47.96
      1008341582       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.41
      1008490643       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             40.9
      1008397549       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.08
      1008859675       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.81
      1007653782       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             38.7
      1008309378       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                           40.13
      1008616642       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.03
      1008384768       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            46.79
      1008949631       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.57
      1008152401       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.43
      1008014034       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.72
        10442213       FULL              Y                  Y                             2        FULL DOC 12MO BK STATEMENTS                          2YR ARM - 30YRTERM/40AMOR                         14.72
      1008246061       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           36.61
      1008938876       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         51.37
      1008818069       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.04
      1008180862       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.42
        10474025       FULL              Y                  Y                             2        FULL DOC 12MO BK STATEMENTS                          INTEREST ONLY - 2YR/5IO                            36.6
      1007935835       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             41.6
      1007935675       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.45
      1008367055       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.84
      1008673713       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM                                            45.7
      1008697163       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM                                           41.05
      1008750764       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.59
      1008730448       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.98
      1006951836       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.93
      1007910781       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            38.69
      1008129321       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.58
      1008941210       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         53.38
      1008403426       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            38.84
      1008944397       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         30.19
      1006793669       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           46.44
      1007592615       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            41.75
        10465147       FULL              Y                  Y                             2        FULL DOC 12MO BK STATEMENTS                          INTEREST ONLY - 2YR/5IO                           46.04
      1008645353       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                          39.4
      1008828913       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           48.49
      1008749857       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           28.45
      1008687129       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.71
      1007882464       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            30.51
      1008439576       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.64
      1008169233       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            47.28
      1007852424       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            48.24
      1008006604       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                             25.6
      1008471879       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.59
      1007797477       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.67
      1008105481       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           41.41
      1008098603       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.06
      1008008826       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            25.06
      1008146561       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.32
      1008257511       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            39.24
      1008427801       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.81
      1008528587       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.43
      1008854162       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           33.71
      1007347329       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           11.15
      1008553692       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            40.52
      1008933657       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           45.05
      1008974201       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           49.23
      1008042879       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 3YR/5IO                           48.53
      1008141334       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            46.35
      1008481948       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           33.24
      1008505879       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            29.94
      1008505469       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           29.94
      1008629665       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         49.99
      1008646539       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       3YR ARM                                           11.95
      1008182067       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.78
      1008781222       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.78
      1008021071       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.67
      1008518464       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.02
      1008489316       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.13
      1008290020       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.16
      1008806018       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.24
      1007973240       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           49.13
      1008996465       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         35.66
      1008430101       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            45.76
      1008477365       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            39.34
      1008728424       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           48.31
      1007871859       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            42.38
      1008647690       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.88
      1008782374       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           13.63
      1008145651       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.19
      1008447451       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.32
      1008358234       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            29.83
      1007978487       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.41
      1008062972       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            48.89
      1007630717       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            42.97
      1008015186       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            45.17
      1008597011       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.21
      1008596735       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           47.21
      1008804966       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           41.49
      1007673341       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.73
      1008357761       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            32.66
      1008604334       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           39.13
      1008082022       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.64
      1008608232       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                          45.2
      1008714297       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         33.66
      1008322807       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.44
      1008857524       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           48.79
      1008242751       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             29.4
      1008229874       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             49.5
      1008048515       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            17.72
      1008191798       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           32.32
      1008330914       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.89
      1008129731       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.46
      1007656663       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           45.25
      1007839306       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            40.31
      1008141931       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.15
      1008308002       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            49.93
      1008307101       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           49.93
      1008698796       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.33
      1008566429       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            24.76
      1008941354       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           30.36
      1008640660       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           3YR ARM - 30YRTERM/40AMOR                         49.33
      1007958542       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.82
      1008243144       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.77
      1007615155       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           43.84
      1008656171       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         44.72
      1008132399       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.78
      1007903539       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             49.6
      1008740320       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.89
      1007966169       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            43.71
      1007966070       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           43.71
      1008842407       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.53
      1008310437       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.82
      1007959131       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           41.82
      1007880938       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.97
      1008219180       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.17
      1008237348       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           37.32
      1008124736       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.34
      1008435730       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            48.76
      1008435142       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           48.76
      1007774946       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           25.84
      1008299968       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            18.29
      1008299058       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           18.29
      1008145170       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            49.83
      1008234083       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            30.61
      1008163444       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                               49
      1008273995       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.87
      1007757215       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.42
      1008514930       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            45.54
      1008546978       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.85
      1008355932       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           43.44
      1008391509       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         53.12
      1007779950       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.32
      1007741161       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           31.25
      1008139631       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.26
      1008156149       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           30.68
      1008449048       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             42.6
      1008436178       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            39.26
      1008846724       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM                                           43.81
      1008252945       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.58
      1008378338       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.49
      1008377696       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           48.49
      1008417812       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           23.98
      1007970350       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            19.99
      1007970181       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 3YR/5IO                           19.99
      1008185910       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            49.34
      1007939261       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            47.27
      1008471682       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             43.7
      1008128723       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            40.11
      1008004438       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            41.13
      1008461540       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.04
      1008686120       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.78
      1007016150       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           30.73
      1008428882       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            37.19
      1007976327       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           33.85
      1008513600       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           43.21
      1008401990       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           53.03
      1007913412       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           43.52
      1007636187       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           45.33
      1008619890       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         49.53
      1008501445       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            47.99
      1007549968       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           41.16
      1008255773       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           43.35
      1008098710       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2ND TD                                            45.05
      1008476972       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            48.6
      1008738967       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           34.46
      1008847634       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.79
      1008617776       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         25.36
      1008399280       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            44.56
      1008284260       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             44.7
      1007935577       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             37.6
      1007866712       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           39.73
      1007827612       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            49.7
      1007900293       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            48.4
      1008423896       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            48.99
      1008422780       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                           48.99
      1008061456       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             30.5
      1008060901       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            30.5
      1008128938       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.05
      1007589576       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2ND TD                                               38
      1008040915       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.92
      1008386034       STATED            V                  Y                             4        STATED DOC                                           3YR ARM                                           26.03
      1007748725       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           41.97
      1008240851       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           34.49
      1008139034       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            39.35
      1008144518       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            47.09
      1008645861       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.47
      1007307906       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           38.96
      1007068683       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.86
      1008129474       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.26
      1008400866       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            36.55
      1008728772       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.46
      1008257049       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           33.35
      1007510758       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.05
      1007687997       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           42.65
      1008392562       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            32.51
      1008035020       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.81
      1008488380       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            41.06
      1008488228       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           41.06
      1008373217       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2ND TD                                            45.88
      1008064097       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            42.47
      1008626891       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         34.97
      1008538503       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.93
      1008922179       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           37.63
      1008076208       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           41.37
      1007853478       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                             43.5
      1008644586       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            44.88
      1008260044       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                             47.8
      1008269045       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            47.8
      1008565233       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.25
      1007283860       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.71
      1007837807       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.81
      1008131728       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                            22.4
      1008636014       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         29.71
      1006990991       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           21.75
      1008844879       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.02
      1007603612       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.11
      1008057345       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            49.56
      1007895254       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.25
      1008137786       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                             49.3
      1008317172       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 3YR/5IO                           19.52
      1008419838       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            41.54
      1008885450       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.76
      1007589488       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.03
      1008605137       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.18
      1008076084       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.22
      1007651784       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           38.68
      1008649475       STATED            V                  Y                             4        STATED DOC                                           3YR ARM - 30YRTERM/40AMOR                         42.09
      1007955484       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            48.53
      1007955625       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.53
      1007361776       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           29.07
      1007787442       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           34.57
      1008412363       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            42.97
      1007651052       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           32.68
      1008295212       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            41.41
      1008295828       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           41.41
      1008227947       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2ND TD                                            37.41
      1007895557       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           30.78
      1007787852       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           38.97
      1008208584       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2ND TD                                            45.34
      1008208343       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           45.34
      1007724509       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           36.35
      1008851389       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.58
      1008362121       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.48
      1008524297       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           45.24
      1008819488       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.67
      1008230782       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            43.93
      1008700621       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 3YR/5IO                           40.32
      1006935533       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           43.95
      1007191273       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           33.71
      1008036902       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2ND TD                                            45.81
      1007710006       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           33.33
      1007108783       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           46.05
      1007642802       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           29.49
      1008410150       STATED            V                  Y                             4        STATED DOC                                           2ND TD                                            29.93
      1008212267       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2ND TD                                            32.92
      1008630047       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        3YR ARM - 30YRTERM/40AMOR                         49.53
      1008051056       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           47.26
      1007610356       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           27.17
      1008004312       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.12
      1008776513       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.83
      1008703192       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           26.83
      1008358680       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.21
      1008971776       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.25
      1008377918       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           34.54
      1008005026       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           23.03
      1008202447       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           48.63
      1008182003       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           39.53
      1007861058       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           25.72
      1007725875       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           44.63
      1008542945       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           36.87
      1008371898       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           25.79
      1008242332       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.48
      1006884918       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.45
      1008348683       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.48
      1007499398       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.36
      1007587248       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         48.6
      1008296612       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        22.92
      1008234822       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.26
      1007678426       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.29
      1008285688       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                        31.58
      1008443525       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        21.01
      1008359153       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        29.66
      1008678362       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.38
      1007335537       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  31.29
      1008911680       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        20.74
      1008461390       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        37.08
      1008579530       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.94
      1008757918       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           23.19
      1008955829       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        41.45
      1008920536       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        19.17
      1008932097       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.54
      1009178114       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        23.37
      1008828389       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           21.24
      1009127553       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.36
      1007452696       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        23.19
      1008021142       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        14.24
      1008036172       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.55
      1008340075       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                         14.9
      1008340556       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                         9.65
      1008537737       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.11
      1009034779       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           11.52
      1008967585       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            7.27
      1008369936       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        33.82
      1008347979       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        32.52
      1007701089       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           42.43
      1008002902       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         29.75
      1007508878       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.24
      1008203847       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.31
      1008918415       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                            46
      1008384296       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.73
      1008228571       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        23.73
      1009041823       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           29.22
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      1008101500       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.66
      1009045767       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.53
      1007282246       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.98
      1008685292       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         40.28
      1007582412       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        41.01
      1008717999       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           30.86
      1008911779       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.08
      1008772919       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           22.25
      1008842942       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           27.15
      1008256807       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        45.31
      1008781197       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.24
      1008908293       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.59
      1008498725       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           33.56
      1008900406       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.47
      1009002474       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           33.99
      1008665401       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.17
      1008903500       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        31.55
      1008819763       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           28.36
      1008350697       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        26.79
      1008676578       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.55
      1008350143       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        37.74
      1008324226       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          42.2
      1008272674       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        26.11
      1008405040       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           22.14
      1009006960       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        24.07
      1008361710       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        29.01
      1007745764       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        12.24
      1008720654       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.26
      1008875381       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         11.2
      1008786334       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        23.07
      1007780252       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         36.9
      1008359304       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.81
      1008056621       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           22.15
      1008316538       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           18.01
      1008995634       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        41.42
      1008141753       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         45.4
      1008143412       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                         7.68
      1008954697       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        22.88
      1008099130       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.51
      1008915230       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  25.27
      1008217011       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        37.11
      1008118173       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.03
      1009028107       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         36.7
      1008702013       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            37.1
      1007539292       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.37
      1008124175       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         9.31
      1008933292       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.09
      1009089808       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.64
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      1008907917       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                            5.02
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      1008988223       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.01
      1008700792       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        49.66
      1008068119       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.71
      1008294393       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.53
      1008968272       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            17.1
      1008856883       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         17.65
      1007804842       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        33.58
      1008256264       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.75
      1008602096       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           36.52
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      1008299673       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        16.42
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      1008084814       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         34.3
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      1008602693       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        44.11
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      1008853626       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         22.8
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      1008843736       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        29.31
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      1008432289       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.59
      1008666794       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.48
      1008059021       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.61
      1008910128       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.64
      1007699751       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        36.57
      1008657759       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.18
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      1007722663       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.43
      1008702246       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         31.27
      1008538451       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  22.46
      1009065147       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           25.77
      1008704592       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        44.82
      1007768542       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.88
      1008222997       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        32.17
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      1008962063       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         36.7
      1008969912       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         16.3
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      1008970134       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        17.53
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        10474558       FULL              Z                  Y                             1        FULL / ALT                                           2YR ARM                                           40.85
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      1008038438       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         44.7
      1008011466       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        51.49
      1008373253       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.76
      1008368777       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.27
      1008264406       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.65
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      1009054426       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.98
      1007257791       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         4.13
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      1008734863       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.31
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      1008338872       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           23.49
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      1008243395       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        28.35
      1008375046       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         47.7
      1008866257       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.69
      1007730994       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           31.54
      1008743443       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.82
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      1009035448       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         32.8
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      1008931837       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                   41.6
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      1008668729       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        41.15
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      1008142734       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        50.89
      1008224664       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        30.94
      1008747449       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        21.93
      1008914357       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            48.2
      1008866738       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        23.15
      1008940774       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.57
      1007386116       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  52.52
      1008910912       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.92
      1008175770       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.48
      1008386793       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.99
      1008455156       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           43.77
      1008712422       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.08
      1007705030       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        32.96
      1008687370       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           30.42
      1008934629       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           38.26
      1007483154       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        24.97
      1009074805       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.58
      1008732044       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  39.59
      1008287338       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        54.91
      1007866231       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.15
      1008924248       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.47
      1008863330       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        38.42
      1008449912       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  49.06
      1008948669       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.29
      1009113489       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        28.98
      1009116538       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        20.35
      1009014130       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        26.37
      1008260277       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        41.21
      1006767983       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.54
      1008762341       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         45.9
      1008337338       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.93
      1008779066       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           12.59
      1008811459       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.81
      1008862108       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        47.03
      1008920028       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.87
      1009009173       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.92
      1008330932       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.45
      1008991326       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  46.16
      1008976254       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  28.28
      1008979313       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.59
      1009025798       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         22.18
      1008834835       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        44.33
      1008177876       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.53
      1007443171       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        37.52
      1007318182       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.96
      1008144947       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                        40.57
      1007998526       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        46.56
      1008291911       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        28.78
      1008426161       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.76
      1008291261       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.91
      1008258397       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        39.79
      1008909862       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.51
      1008511746       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         30.77
      1008927254       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  16.43
      1008981060       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         17.54
      1008845538       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            36.9
      1008886306       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           33.07
      1008768522       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.71
      1008956506       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.87
      1008821288       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.88
      1008322718       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        50.99
      1009017495       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        44.34
      1008557803       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.24
      1007551696       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.05
      1008281245       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.74
      1008919085       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           18.53
      1007588103       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        30.35
      1008791505       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            44.7
      1008624205       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        30.08
      1008849053       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                            36
      1008925023       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        26.49
      1008786940       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           23.87
      1009062827       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        16.54
      1008294188       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        37.63
      1007389774       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.79
      1008970704       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         21.2
      1008278990       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.45
      1008956123       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.93
      1008959166       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.74
      1008285438       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.13
      1008104160       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           22.01
      1009168955       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.68
      1008771322       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           29.13
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      1008912616       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         35.02
      1008865169       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        51.91
      1008789073       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.81
      1008880268       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.77
      1008292331       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        37.03
      1008296006       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                           34
      1009051349       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         44.61
      1008309449       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.81
      1007893577       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.03
      1009129301       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          41.1
      1008779244       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.72
      1008370933       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.99
      1008324495       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        37.52
      1009061891       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         51.83
      1008900781       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.45
      1008319679       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.39
      1008331566       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        46.69
      1008409340       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           26.84
      1008974489       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.07
      1008891951       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.23
      1008973382       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           30.71
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      1008997909       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.26
      1009067957       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        40.86
      1009129551       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.42
      1008261365       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.65
      1007503659       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.29
      1008172666       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        41.58
      1008985921       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.88
      1009064736       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.54
      1007352839       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        48.33
      1007763565       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.65
      1008666641       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.51
      1008290903       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.99
      1008323076       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        34.32
      1008753565       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.69
      1008982336       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.74
      1009043894       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           31.93
      1008864525       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.29
      1008434312       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        32.73
      1008709383       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        37.19
      1008372904       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.22
      1008914570       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         34.2
      1008276377       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        41.05
      1008256488       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         34.5
      1008351696       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         38.6
      1008141245       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.95
      1008353435       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        19.06
      1008287454       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        49.38
      1008324832       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        39.48
      1008264479       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        38.43
      1008934031       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.05
      1008333868       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        39.73
      1007767776       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.33
      1008366626       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        15.57
      1008925719       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           24.71
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      1009010287       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         33.04
      1009057174       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.34
      1007326397       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  48.67
      1007572977       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        42.66
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      1008699562       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         30.83
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      1008933256       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        48.52
      1008990684       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        28.88
      1008210839       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.49
      1008211179       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             FIXED RATE                                        53.93
      1008963375       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        51.42
      1008292634       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.92
      1008301777       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        19.92
      1008843031       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  46.95
      1008222719       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        37.56
      1008570593       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           44.15
      1009063238       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.86
      1008927806       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                           48
      1009137007       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         37.9
      1008095571       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        52.14
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      1008249424       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        38.51
      1009169053       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.36
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      1007963769       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        30.66
      1008112641       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.44
      1008234957       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        49.58
      1008193420       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.79
      1008786502       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  48.08
      1007740251       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.37
      1008978993       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         30.01
      1008080088       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         38.6
      1008384615       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        34.78
      1008970036       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.48
      1008812127       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.44
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      1008924462       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.08
      1008918594       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.19
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      1008137198       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.05
      1008350722       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           27.72
      1008323904       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        32.24
      1008079474       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        41.23
      1008988090       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.03
      1008849062       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.81
      1008890907       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.78
      1008292885       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.95
      1009057897       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.11
      1008566125       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           31.89
      1008859666       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           20.96
      1008954152       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.65
      1007188278       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  30.37
      1008290636       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        37.37
      1008945109       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           22.97
      1008805402       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           31.83
      1009007237       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         37.8
      1008148042       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        46.31
      1008304783       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.61
      1008679673       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  41.89
      1008680135       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.17
      1008809024       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.01
      1008938821       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.68
      1008981621       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        34.43
      1008924042       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.74
      1008916943       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.21
      1009010009       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.65
      1007967060       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  40.02
      1008300536       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.77
      1008851744       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        18.65
      1008864749       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        34.09
      1008916934       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         48.8
      1008868362       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.34
      1008872099       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.74
      1009015406       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           42.21
      1009042984       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.09
      1008005963       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        12.31
      1008864062       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        46.14
      1008485784       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  36.15
      1008796298       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           27.96
      1008959978       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        29.73
      1009063808       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        36.71
      1008874024       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           29.69
      1008825079       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         23.02
      1008917014       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.33
      1008988713       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        25.87
      1008208511       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        47.84
      1008206924       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         34.5
      1008842700       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.94
      1008599126       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.62
      1008244170       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.96
      1008187106       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        14.58
      1008930678       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.07
      1006902792       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         49.99
      1008035486       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         5.07
      1008905599       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.45
      1008735149       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           54.44
      1008075619       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         39.07
      1008755484       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          46.4
      1008983264       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.55
      1008898623       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         31.36
      1008993128       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           24.29
      1008169260       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        21.73
      1008910921       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           19.83
      1008866346       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.08
      1006848815       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.17
      1008458661       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   33.2
      1008289078       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.69
      1008979705       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         5.07
      1008200485       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        53.45
      1008344507       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        54.61
      1008390788       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           32.69
      1008228438       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.27
      1008853225       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.47
      1008132558       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.96
      1008970394       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           33.34
      1006839095       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         31.09
      1008495149       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  50.43
      1008849883       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           23.72
      1008646432       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.18
      1008857588       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.51
      1008203703       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        43.99
      1008712912       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         45.7
      1009009878       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        48.06
      1008218010       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.94
      1009177437       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         50.99
      1009060133       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.21
      1008922008       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         33.18
      1008924845       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         37.1
      1008959415       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.75
      1008036270       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  42.37
      1008739608       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           42.95
      1008177484       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         30.3
      1008268554       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.53
      1008362657       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.19
      1008899793       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         42.7
      1008431333       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           30.99
      1008794717       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           33.68
      1008993020       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         37.1
      1008917318       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   39.6
      1008633525       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.97
      1008002715       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.08
      1008323183       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        19.14
      1007756564       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.04
      1007733713       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.78
      1008338578       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        46.03
      1008180906       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         30.6
      1007533207       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         51.15
      1008642551       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         25.48
      1009053588       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.37
      1008935780       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.53
      1008957792       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        27.11
      1009074306       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.54
      1007912574       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            6.41
      1008973097       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  32.36
        10437582       STATED            V                  Y                             4        STATED INCOME/VERIFIED ASSETS                        2YR ARM                                           35.73
      1008093653       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.13
      1008863438       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         30.81
      1008987028       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.75
      1008582615       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.26
      1008745575       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.92
      1008913624       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.17
      1008988241       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.33
      1008986680       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        39.09
      1009076652       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         43.1
      1008324477       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        52.18
      1008392009       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  28.17
      1008900549       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.83
      1008695502       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.32
      1008127742       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.24
      1009059261       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.41
      1007240666       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  18.62
      1009016432       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.53
      1009055835       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.43
      1008278240       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        19.06
      1008872785       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        37.77
      1008700140       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          47.6
      1008964061       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           37.99
      1009049004       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         34.29
      1008192804       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        50.35
      1009068625       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         23.84
      1008277312       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.54
      1008332627       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        44.45
      1008996232       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           38.54
      1008862830       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           19.89
      1008702120       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  29.74
      1008852084       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           40.16
      1009050162       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        31.69
      1008872623       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.56
      1008904625       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.56
      1009011525       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            49.9
      1009063997       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           33.19
      1009149726       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.67
      1008282645       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        34.72
      1008862171       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        33.29
      1008814606       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         49.25
      1009063201       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         49.6
      1009047471       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.32
      1006989413       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   38.7
      1008233431       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.44
      1008466064       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  37.42
      1008765945       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.73
      1008322987       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            34.9
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      1009091582       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         19.84
      1008288569       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.32
      1008136509       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.63
      1008385419       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.19
      1008178376       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         21.38
      1008907285       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  35.16
      1008867782       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           49.86
      1007967854       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        39.47
      1008213444       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        39.26
      1008578345       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.11
      1008449510       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.73
      1008923070       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          23.3
      1009007549       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.78
      1008424403       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            29.7
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      1008090629       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.58
      1008907962       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         29.09
      1009115129       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         29.48
      1008847581       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.59
      1008500794       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.98
      1008876898       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.27
      1008848483       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.25
      1008957514       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  51.83
      1007302876       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        56.65
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      1008764161       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.87
      1008294115       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.28
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      1009095953       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           37.84
      1008367420       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        28.98
      1008923196       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.75
      1008764562       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        33.19
      1008904723       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         22.44
      1008463307       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.54
      1008643596       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           50.14
      1008779495       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        48.55
      1008836441       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.94
      1008203277       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.43
      1008859112       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            47.5
      1009024370       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.96
      1008938787       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           33.19
      1008071935       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        46.94
      1008018600       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                   46.3
      1008839812       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.97
      1008931793       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.97
      1009092304       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.37
      1008067085       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.55
      1008759355       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.71
      1008782481       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          30.4
      1009009976       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.85
      1008274360       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.53
      1008476696       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          26.8
      1008501962       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         32.74
      1007671085       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.89
      1008801139       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  37.38
      1008791373       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.22
      1008144901       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  40.01
      1008244045       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           23.64
      1008968183       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        50.26
      1008948366       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.62
      1008713243       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.89
      1008466616       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.03
      1007296277       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                   46.5
      1009033716       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.63
      1008842906       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.72
      1008778753       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            49.8
      1008093430       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        27.97
      1008764198       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        19.85
      1008955197       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           51.09
      1008205131       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        19.88
      1009061409       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         52.34
      1007813119       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        32.27
      1008823204       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           30.03
      1008943138       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.83
      1007127860       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  25.51
      1008140451       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.39
      1008832196       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           31.19
      1008338033       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         24.08
      1008886770       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.82
      1008236456       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       FIXED RATE                                        48.68
      1008832221       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.05
      1008964962       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            39.9
      1009068037       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           46.28
      1008943156       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           29.79
      1009033814       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.44
      1008772036       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          17.9
      1009046668       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           46.48
      1008593890       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.91
      1009074100       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.89
      1008880026       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           44.62
      1008418857       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.52
      1008702594       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.08
      1008854670       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         24.32
      1008880455       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.56
      1008933826       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.11
      1009015905       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.54
      1008663163       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.56
      1009026190       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          42.6
      1008892996       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         49.6
      1007997135       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.76
      1008068146       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           23.39
      1008181040       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.57
      1008254382       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         42.8
      1008150314       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        53.33
      1008835157       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        26.74
      1008178090       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        30.93
      1008202474       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         34.5
      1008941728       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        45.38
      1007979020       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        44.17
      1008690099       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         53.83
      1008157095       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.57
      1008999168       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.69
      1007641073       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        44.68
      1008777834       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        40.32
      1008670299       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           39.01
      1008754644       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           49.22
      1008325145       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  41.88
      1008708482       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.89
      1008946297       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        39.27
      1008558009       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  50.23
      1008888901       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         26.2
      1008770573       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.25
      1008932088       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            43.6
      1008944048       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        39.47
      1008399994       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           39.78
      1009036857       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         30.82
      1008802904       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           40.58
      1008923613       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.53
      1008897875       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           50.59
      1008905385       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         33.75
      1008815507       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.07
      1009089443       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.64
      1009060883       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.47
      1008945617       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         50.82
      1008109548       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.27
      1008913768       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.09
      1008983068       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.95
      1008932284       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.69
      1008967843       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.42
      1008930491       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.31
      1008970580       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           24.23
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      1008746547       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           31.52
      1008985495       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.71
      1008525991       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.89
      1008194964       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.31
      1008962116       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         29.94
      1008174236       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        34.57
      1008027342       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  46.04
      1008896304       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.55
      1008850479       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.78
      1008856990       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  40.13
      1008922927       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.27
      1008708614       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.32
      1008995705       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           25.29
      1008727586       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        33.97
      1007338847       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.12
      1008915837       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        27.27
      1008926727       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        41.88
      1009035616       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.67
      1008711441       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          46.7
      1009087935       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.43
      1008890514       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           17.87
      1008288300       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        29.97
      1007665966       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.78
      1009048639       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.63
      1008332770       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.02
      1008714420       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           31.39
      1008939385       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.73
      1008944226       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.15
      1006730790       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  14.24
      1006925018       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  52.32
      1006936006       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           44.39
      1008820797       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.67
      1009001821       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           46.02
      1009082538       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.29
      1008038964       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                           32
      1008438390       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.65
      1009054774       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.97
      1008114881       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        47.88
      1009048764       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  43.22
      1008207200       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.19
      1008847064       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  46.22
      1008932541       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         29.15
      1008293349       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           21.93
      1008767649       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.77
      1008980338       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       40FIX - 30YRTERM                                  49.89
      1008198906       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           30.98
      1008997099       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.75
      1008298656       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.88
      1008281780       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.28
      1009046301       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        30.12
      1008268359       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        49.81
      1008866248       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         32.76
      1008878119       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           34.59
      1008912590       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  42.59
      1008902002       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  40.52
      1008884399       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.58
      1008922106       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         42.17
      1008233379       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.79
      1009020187       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            30.9
      1008306282       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  45.89
      1008851815       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  47.78
      1009091626       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         38.4
      1008267706       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.22
      1008501828       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  31.22
      1008131096       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        33.09
      1008259653       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        50.28
      1008564500       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.96
      1008888288       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        13.29
      1008891684       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            32.3
      1008926433       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        38.58
      1009108725       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.92
      1008984986       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  48.56
      1009051241       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        42.96
      1009062060       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.86
      1008286909       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         27.99
      1009063452       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.72
      1009124495       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         22.1
      1007869096       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.38
      1008907604       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           38.11
      1009083886       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           23.53
      1008329221       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                              42
      1008172648       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        23.93
        10414713       FULL              Z                  Y                             1        FULL / ALT                                           2YR ARM                                           45.75
      1008987796       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.78
      1008293526       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.67
      1008410196       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           41.38
      1009034993       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.16
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      1009069367       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          47.9
      1008353257       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        39.22
      1008866337       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          40.3
      1008021295       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         27.57
      1008157843       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        37.61
      1008923622       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.41
      1008918228       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.37
      1008794897       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            32.9
      1006923591       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        57.77
      1008944039       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.28
      1008860208       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         25.85
      1008986323       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.33
      1008191663       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         40.22
      1007861183       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.48
      1007967328       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.31
      1008287463       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.02
      1008248327       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        35.54
      1008866113       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         21.33
      1008896493       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                            28
      1008597191       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         29.42
      1008857659       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  44.92
      1008858042       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         21.17
      1008934905       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.44
      1008949819       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.77
      1007942970       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          22.8
      1009036394       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   41.7
      1008913802       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.33
      1008045019       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         47.8
      1006825171       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  36.63
      1006160600       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.86
      1008671797       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.99
      1008911172       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        49.14
      1008405077       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.54
      1008653593       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           28.88
      1008829146       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           26.36
      1008928404       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                   44.2
      1007896501       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        22.86
      1008504433       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  39.92
      1008922302       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.83
      1008986029       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.96
      1008130033       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.45
      1008894093       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           44.49
      1008928592       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.85
      1009020579       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.82
      1009077964       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           39.98
      1008805885       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.39
      1009153453       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           43.74
      1008901664       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.95
      1008701023       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.77
      1008924131       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.53
      1008289933       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                        39.97
      1008438014       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           32.48
      1008976478       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            47.7
      1008984496       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.34
      1008890248       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.18
      1007395605       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                         6.51
      1008231433       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         31.92
      1008274707       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.22
      1008982103       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   39.6
      1008826194       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          18.6
      1008705181       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            35.3
      1008713047       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        37.22
      1008796555       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.89
      1008860752       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   34.7
      1008888670       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   40.4
      1008030392       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           24.72
      1008727773       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.87
      1009023834       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.88
      1009108985       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           15.26
      1007304366       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.67
      1008209262       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        51.77
      1008801889       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.35
      1007272550       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  25.21
      1008826906       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         25.74
      1008982265       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           26.39
      1008914106       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         40.08
      1009000289       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.54
      1008976502       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           17.47
      1007546694       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          22.3
      1008848740       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           20.29
      1008956294       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           22.23
      1008980604       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            46.5
      1008513897       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         26.74
      1008711726       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.87
      1008825373       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.34
      1008701782       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          47.5
      1008379211       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        21.69
      1008277063       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        41.41
      1008024568       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         31.3
      1008783612       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.58
      1009050545       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.16
      1008865962       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         26.13
      1008706288       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           34.18
      1008603362       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         30.18
      1008858426       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  44.49
      1008957649       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  48.62
      1009072460       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         39.19
      1009025100       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.25
      1008426900       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           33.15
      1008849197       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.11
      1008020152       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.13
      1008286767       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        39.45
      1008964613       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         30.5
      1008848474       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.79
      1008939919       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  29.22
      1008484071       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.77
      1008814946       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.82
      1008709034       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.85
      1009035849       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.24
      1008982808       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.02
      1008913287       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         30.84
      1008224646       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        52.62
      1008270113       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         42.9
      1008476776       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.69
      1008134100       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         49.7
      1007644187       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        22.98
      1008926656       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           39.03
      1009025654       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         23.46
      1008692809       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.27
      1009012123       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.39
      1008923123       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           24.57
      1008684845       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.87
      1008565288       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.68
      1008957756       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          31.7
      1008515617       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.64
      1008200163       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        19.75
      1009000305       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  53.54
      1008386944       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.44
      1008754494       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           40.65
      1008563039       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  28.65
      1008878440       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           35.47
      1008545327       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           34.91
      1008648289       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            41.5
      1008877664       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.63
      1008930482       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.75
      1008361541       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.47
      1007970797       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.31
      1008842121       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.34
      1008657465       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           26.76
      1008746191       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.71
      1008977850       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.28
      1009065824       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                            45
      1008095786       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.19
      1008846895       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           30.75
      1008836218       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.45
      1007980241       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        42.48
      1009037687       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.33
      1008878146       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.53
      1008919600       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           34.21
      1008671788       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            47.8
      1008975013       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.37
      1009014764       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        42.13
      1007091470       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  44.83
      1008292705       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        52.16
      1008877959       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.52
      1008870509       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.13
      1008904607       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           28.37
      1009017093       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.94
      1008589011       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         56.73
      1008968389       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         23.46
      1007846101       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  57.14
      1008827923       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.29
      1008822679       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.96
      1008553291       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  27.43
      1008996535       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         28.67
      1009042136       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.86
      1008524037       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.79
      1008911993       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           28.53
      1009078641       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.14
      1008714778       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         24.06
      1008965989       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         19.97
      1009145533       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.76
      1008157683       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.24
      1008740534       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.74
      1008086741       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.58
      1008862028       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.69
      1008962642       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.69
      1009010955       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           33.68
      1008327697       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           18.71
      1008365725       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.06
      1008886538       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        49.82
      1008988054       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         24.88
      1008905394       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.81
      1008512923       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.08
      1008608697       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            39.3
      1008490590       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  22.72
      1008920215       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  42.59
      1008657535       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                            50
      1008697966       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.04
      1008676097       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.61
      1008679780       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.05
      1008313407       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           30.78
      1008688930       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.42
      1008470843       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  33.09
      1008420942       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  34.09
      1008913517       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                              43
      1008934148       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.25
      1008861760       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.31
      1008877637       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM                                           45.25
      1008971151       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  48.97
      1009078525       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.09
      1008878315       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    3YR ARM - 30YRTERM/40AMOR                         48.76
      1008390458       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.29
      1008888457       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  48.86
      1008316397       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        40.67
      1008863633       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  36.13
      1008970777       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  26.09
      1007770236       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.72
      1008961368       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         39.19
      1009018582       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         39.72
      1008884503       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.99
      1008729904       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            51.1
      1008918353       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            31.7
      1009037605       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.09
      1008967273       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.48
      1008915114       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  40.25
      1007978628       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       FIXED RATE                                        51.31
      1008874275       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         26.54
      1008955721       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        46.11
      1008287980       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        32.91
      1008274413       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.08
      1008413451       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         53.97
      1008131050       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         43.7
      1008605574       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           39.62
      1009020926       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.05
      1008336650       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.99
      1008938741       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         24.32
      1009038016       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.09
      1008399413       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.42
      1008668676       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.68
      1006915476       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  43.32
      1008329533       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.99
      1008700293       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         34.58
      1008721216       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.25
      1009084518       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         51.84
      1008344295       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  21.57
      1008963268       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.53
      1008930954       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           36.22
      1008878869       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         52.05
      1009003428       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.79
      1007078663       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  36.22
      1008706340       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          46.3
      1008289390       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        41.67
      1008985422       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         16.64
      1008855394       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.74
      1008898829       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.23
      1007839770       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           35.12
      1008402267       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.23
      1008904484       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  36.59
      1008312569       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        45.03
      1008914017       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           39.08
      1008970045       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.75
      1008947081       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         51.38
      1008346854       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.44
      1008649910       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.51
      1008766105       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.74
      1007968862       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  44.11
      1007228216       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        44.07
      1007265675       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  41.86
      1007360599       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.75
      1008102304       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           36.79
      1008670985       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           23.02
      1008710497       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        51.31
      1008128304       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        32.48
      1008735096       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  50.91
      1008875210       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        37.07
      1008522770       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            48.2
      1008708437       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          46.3
      1009106139       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         31.78
      1008211758       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        26.75
      1008672411       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.49
      1008100949       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            49.4
      1008086563       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        44.48
      1008900228       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         34.69
      1008871250       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.93
      1008774221       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           37.67
      1008878388       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        27.18
      1008427721       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.68
      1008741695       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           43.43
      1009130442       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         32.45
      1008890097       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.15
      1008986421       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.72
      1008715054       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         51.73
      1007970564       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.29
      1008901432       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.49
      1008948650       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            48.2
      1008236161       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        14.39
      1008652326       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.74
      1008978243       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.45
      1008781687       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.95
      1008501640       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.46
      1007527330       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.03
      1008749278       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.26
      1008988526       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           42.26
      1008225155       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           37.18
      1008455227       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  47.31
      1008442544       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  37.04
      1008897170       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        40.37
      1008927209       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.06
      1008852672       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.96
      1008967683       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           49.88
      1008882042       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  49.67
      1007972946       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         22.69
      1009032673       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        52.91
      1008914393       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  32.74
      1008023783       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.27
      1008931392       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.34
      1007983550       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.56
      1008616768       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         25.61
      1008125940       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         27.5
      1008456672       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         24.51
      1008775293       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           36.83
      1008858694       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           37.77
      1008872883       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                         35.9
      1008986957       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.27
      1009023683       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.62
      1008833854       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.67
      1008777433       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         36.43
      1008181228       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        41.14
      1008407618       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.98
      1008508144       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.95
      1009090280       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        25.03
      1008384483       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         31.75
      1008780606       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  48.51
      1008934246       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                     50
      1008483624       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         53.45
      1008857409       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.01
      1009131708       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          31.2
      1007023080       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         18.82
      1008825088       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.26
      1008897893       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.73
      1008961885       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.49
      1007599306       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        53.66
      1007926667       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  32.32
      1008562183       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            47.7
      1008705234       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          44.4
      1008009157       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           24.09
      1008923203       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.31
      1008970991       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           46.56
      1008912741       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.75
      1008999060       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        55.61
      1008276812       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.88
      1008706661       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.73
      1008946037       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.37
      1008109398       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  47.95
      1008885058       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.76
      1008580074       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.08
      1008854420       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.89
      1008814713       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           30.01
      1008736148       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           35.98
      1008761878       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           38.84
      1008998515       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   45.8
      1008756955       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.09
      1008195767       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        44.51
      1008238052       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.64
      1008520549       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.24
      1008937528       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           27.28
      1007975337       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                          49.7
      1008899356       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.14
      1008565821       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.63
      1008203561       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        48.19
      1008589743       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           35.02
      1008269161       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.83
      1008790203       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.09
      1009003678       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.95
      1008003723       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        44.59
      1008786664       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           45.99
      1009059662       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.61
      1008980908       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.24
      1008900415       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.44
      1009012016       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.04
      1008166281       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.21
      1008651844       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           49.76
      1008760780       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           34.18
      1008879797       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.06
      1008941238       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.84
      1008850120       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         27.43
      1009120471       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.75
      1008928093       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         52.71
      1008907882       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        31.82
      1007924856       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        52.34
      1008979778       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           54.99
      1009063611       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.88
      1008814955       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.65
      1008442517       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          0.81
      1008696253       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         24.01
      1008895494       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         49.2
      1008499859       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.35
      1008927940       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.24
      1008584775       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                           22.21
      1008623714       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         32.83
      1008747920       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.96
      1008914197       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           48.17
      1008243894       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         23.9
      1008853001       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           48.13
      1006893579       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  48.02
      1007835710       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  51.38
      1008434116       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         19.82
      1008536925       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.83
      1008669354       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           25.81
      1008699410       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.72
      1008924373       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           34.86
      1008704743       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.68
      1008209360       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.94
      1008961867       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        17.34
      1008938778       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        54.13
      1008862858       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.14
      1007033248       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   22.4
      1007935791       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.62
      1008085047       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.36
      1008152189       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.62
      1009078106       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.5
      1008959889       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.18
      1008950316       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         32.6
      1008905777       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           43.09
      1008986207       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.69
      1008946117       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.87
      1008591124       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.31
      1008940453       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          47.8
      1008136670       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        53.76
      1008480921       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            48.5
      1008778218       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            39.5
      1008685096       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.23
      1008127243       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         38.51
      1008813509       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.96
      1008176984       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.05
      1008038125       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.73
      1008727942       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           32.62
      1008847867       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  54.96
      1008908676       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.84
      1008759319       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         54.01
      1008970438       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  35.73
      1008683668       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           40.45
      1008302703       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        31.12
      1008992441       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.95
      1008835077       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   47.7
      1008662841       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  35.79
      1008230498       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            42.4
      1008967665       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         26.73
      1008471977       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           29.47
      1009093642       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           40.64
      1008945706       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        47.46
      1008826899       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.35
      1009123218       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           25.07
      1008992584       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.58
      1008938714       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.82
      1008875700       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           33.69
      1008920377       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.31
      1009051722       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           42.59
      1009059350       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.14
      1008838895       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  34.09
      1008613093       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.87
      1007057597       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        11.36
      1008795182       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           53.71
      1008669577       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.12
      1008917256       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.04
      1008991353       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.93
      1008918512       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            49.9
      1008722260       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.96
      1008564920       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.52
      1008877218       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         32.33
      1008985798       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          48.6
      1008213131       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          54.9
      1008949132       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        25.41
      1008818194       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.51
      1008736175       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.34
      1008508723       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         40.77
      1008710406       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.52
      1008555093       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            32.8
      1008796957       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.73
      1008857114       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             40FIX - 30YRTERM                                  40.37
      1008196711       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        47.69
      1009028928       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         41.87
      1008883666       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.56
      1009042458       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.48
      1008608170       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.93
      1008034414       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.85
      1007718062       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.78
      1008944486       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  34.58
      1008996312       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  42.23
      1008803379       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.56
      1008772713       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        39.38
      1008555681       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           28.79
      1009007941       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        32.88
      1008669746       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.79
      1008970223       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        48.73
      1008872277       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.24
      1008884013       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.87
      1008949445       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.92
      1008963231       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.91
      1007373433       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.72
      1008691784       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  41.63
      1008860556       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         26.46
      1008925595       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.93
      1008622699       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.01
      1008955909       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.96
      1009061034       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.7
      1008854947       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.55
      1008826498       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.04
      1008721485       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          42.1
      1008975120       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.58
      1008316850       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        27.75
      1008747056       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.05
      1008502550       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.68
      1008443829       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         53.82
        10449707       FULL              Z                  Y                             1        FULL / ALT                                           FIXED RATE                                        49.31
      1008566072       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.17
      1008746930       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                           25
      1009039587       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.69
      1009001475       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         32.16
      1009093517       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.13
      1008813144       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         26.09
      1008835709       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.18
      1009062462       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         34.45
      1008928182       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                     39
      1008997286       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           40.54
      1009020392       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         40.2
      1008957676       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        26.93
      1008971268       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.06
      1008738431       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           40.52
      1009153435       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           35.46
      1008761084       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.33
      1008724614       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.92
      1008157638       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         36.6
      1008709089       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         47.04
      1008325528       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   35.2
      1008041264       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        25.71
      1008533205       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.47
      1008723777       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  45.83
      1008150056       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.72
      1007804147       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         21.08
      1008591838       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.09
      1008928510       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           48.12
      1008766132       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.05
      1009005355       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.76
      1008752469       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          35.4
      1008993592       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.92
      1009014363       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.23
      1009142359       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.68
      1009022176       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.63
      1008993002       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.72
      1009050386       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.01
      1008895369       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.13
      1008799712       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.54
      1009007978       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.43
      1008943085       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           35.66
      1008953992       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        42.84
      1008216682       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        54.77
      1007878629       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  43.87
      1008874890       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.19
      1007343421       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.35
      1008571994       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.66
      1008947535       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.88
      1009009057       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.33
      1008728193       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.15
      1008178704       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.23
      1008179927       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           46.43
      1008924195       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.54
      1008868870       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           17.74
      1008899258       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.46
      1008732357       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.36
      1008452630       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.69
      1007809865       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.82
      1009139112       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        50.38
      1008636201       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.58
      1008882364       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         39.57
      1008795119       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.25
      1009005863       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            41.7
      1009079267       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.43
      1008879010       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.46
      1008380432       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  44.99
      1008668177       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        54.97
      1008924060       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           31.41
      1008783195       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.77
      1008769665       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          42.6
      1008953082       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                            40.2
      1008525358       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           31.98
      1008729502       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        48.97
      1008638520       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.15
      1008213961       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        42.77
      1008267378       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           41.05
      1007301635       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  46.73
      1008806312       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          28.7
      1008846715       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.92
      1008713920       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         28.76
      1008970937       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            46.8
      1008676854       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           28.64
      1009009609       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           16.56
      1007181596       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        50.73
      1008064890       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          36.4
      1008795413       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.13
      1008767541       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.02
      1008480413       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/2IO (Excep                    37.58
      1008982014       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            40.7
      1008819772       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           41.03
      1008974416       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.68
      1006976819       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  43.54
      1009047257       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         32.29
      1008170365       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        23.65
      1008899739       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          54.2
      1008892095       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          49.1
      1008931917       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  37.48
      1008971525       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM                                           40.36
      1008639832       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.59
      1008059101       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         52.78
      1008336268       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        29.41
      1008353872       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           45.97
      1008140102       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.58
      1008896439       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.99
      1008845422       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           26.68
      1009054444       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         26.26
      1009002580       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         31.71
      1009122308       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         47.69
      1008826880       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.67
      1008978868       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  23.55
      1008457369       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.36
      1008850727       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.25
      1008957033       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.22
      1008970321       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         30.36
      1007926328       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.74
      1008652558       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         24.65
      1008034600       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        34.18
      1008064499       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           36.21
      1008857383       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.21
      1008910896       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.36
      1008273539       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.83
      1008453158       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            49.3
      1008693835       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         21.09
      1008652503       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           42.67
      1008508251       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.47
      1008900996       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                            4.28
      1008598154       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         25.96
      1008352873       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.02
      1008985084       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  34.74
      1008592481       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.26
      1008048711       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         55.95
      1008740874       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        30.61
      1008805019       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  28.79
      1008863447       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            45.4
      1009011044       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.05
      1008820314       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         51.56
      1008706536       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.51
      1008913991       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.15
      1008675917       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         29.58
      1008877423       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           44.99
      1008882783       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.01
      1009004908       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.65
      1009104220       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.8
      1009136124       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           INTEREST ONLY - 2YR/5IO                           42.13
      1008964114       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.68
      1008928164       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   45.7
      1008585168       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          34.5
      1008856044       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         47.58
      1008961108       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            31.9
      1008779752       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.54
      1009090725       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         43.11
      1008249228       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                           47
      1008922053       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           50.02
      1008686371       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.48
      1008710004       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.46
      1008750853       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  43.04
      1008947269       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.65
      1008453103       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.17
      1008878725       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.38
      1008904064       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   34.3
      1008549813       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  46.96
      1009070961       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.45
      1008851922       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            44.9
      1008931196       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        34.14
      1008917121       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           46.89
      1007349050       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  36.12
      1008170169       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.08
      1008868344       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.25
      1008760414       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.41
      1008939991       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.21
      1008876111       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.91
      1008915873       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           54.78
      1008715642       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         51.09
      1008768906       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        31.12
      1008832203       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.14
      1008986154       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.49
      1009083751       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.13
      1008646469       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.39
      1009039373       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.46
      1007852264       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.96
      1008780027       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.55
      1009057940       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         32.68
      1008855081       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         40.76
      1008990899       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  35.91
      1008540778       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           46.24
      1008389077       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.01
      1009116958       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.84
      1008175351       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        39.77
      1009065183       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.27
      1008977486       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.93
      1008923007       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.95
      1008934736       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           45.44
      1009042920       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        23.57
      1008967807       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         40.47
      1008891782       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           29.68
      1008976986       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         31.84
      1008776844       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         30.83
      1009040922       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           37.58
      1008812760       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.04
      1008877922       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           34.93
      1009082912       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.21
      1008847689       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.65
      1009120532       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.29
      1007421408       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.86
      1008228376       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        42.07
      1008121837       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.72
      1008601943       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.49
      1007656217       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.87
      1008805661       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         20.84
      1008964105       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           38.89
      1009004196       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.65
      1009049558       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.25
      1008647869       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        46.64
      1008834684       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           43.69
      1008979643       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.88
      1008940257       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.49
      1008913223       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          42.2
      1008842602       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.89
      1008339764       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.85
      1008870162       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          33.3
      1008872865       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.89
      1008952975       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.93
      1008294927       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        35.75
      1008970884       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.93
      1008888135       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.53
      1008730493       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.08
      1008357832       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  45.33
      1008807598       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.11
      1009138444       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.45
      1008050495       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.34
      1008507724       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  48.31
      1008482983       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.1
      1008841596       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  46.31
      1008415440       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.78
      1009010946       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.82
      1008950557       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           47.48
      1008792158       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.96
      1008951896       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.05
      1008960118       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         53.01
      1008489012       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.11
      1008908505       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         34.82
      1007823607       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   48.3
      1008673303       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.52
      1008918246       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  48.92
      1008628103       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         34.74
      1008970474       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.31
      1008835996       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         15.63
      1008865524       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           25.81
      1008938297       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.48
      1009120257       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.67
      1008848143       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  41.95
      1007407406       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             40FIX - 30YRTERM                                  49.89
      1008830045       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           40.54
      1007978824       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         47.9
      1008867425       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           21.95
      1008961938       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.99
      1008587914       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.84
      1008650211       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.38
      1008741098       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           46.72
      1009140976       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           41.72
      1009083109       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           33.24
      1008342135       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  38.83
      1008762314       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  31.64
      1008992860       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                            49
      1009180584       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.77
      1008774098       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          52.8
      1008967512       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         47.11
      1008732703       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           44.99
      1008913713       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         43.19
      1009106638       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         35.39
      1006824216       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  25.16
      1008525018       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           38.13
      1008155426       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.61
      1007722459       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.87
      1009080380       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           41.58
      1008629371       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.83
      1009040272       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.79
      1008131210       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        44.06
      1008727292       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        53.13
      1008806697       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.98
      1008285722       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.04
      1009046472       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        46.58
      1009163665       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.07
      1008983656       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        46.77
      1009076395       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        36.52
      1008091824       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  45.46
      1008885478       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.88
      1008784817       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.91
      1008447996       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  32.04
      1008924391       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         22.11
      1008960010       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.58
      1008758613       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.15
      1008246793       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.97
      1008987965       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.81
      1008865533       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.68
      1008690455       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         54.7
      1008913090       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.98
      1008289586       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        28.27
      1008984343       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.81
      1009096710       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         30.58
      1009048498       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          42.9
      1008785102       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.92
      1009080889       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          46.4
      1008702978       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           43.19
      1008872972       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         53.34
      1008900086       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.34
      1008579433       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.62
      1008822624       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           48.43
      1009042751       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           17.98
      1008432886       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.37
      1008833792       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.01
      1008497325       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.87
      1008789037       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.65
      1008812449       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            42.2
      1008814884       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.17
      1008721074       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.76
      1009074486       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.97
      1008756526       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           45.99
      1008059986       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         44.56
      1008854386       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.81
      1008539799       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           22.22
      1008595497       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 3YR/5IO                            39.2
      1008629647       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  43.82
      1008240003       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         31.41
      1008074344       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        26.65
      1009121078       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         21.96
      1008487531       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.92
      1008745762       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.17
      1008858961       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           37.99
      1009064914       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.24
      1006816305       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  51.49
      1008678727       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.91
      1009104239       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  34.41
      1008938723       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       FIXED RATE                                         37.4
      1008277401       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        30.18
      1008584588       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.93
      1008838975       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            43.3
      1009055176       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.69
      1009011712       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  38.83
      1008972230       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.19
      1008268885       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.67
      1008984147       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.51
      1008827344       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           41.82
      1008536845       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.14
      1007778023       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.28
      1008919290       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.06
      1008244740       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        39.38
      1008916970       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         37.22
      1008721109       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.24
      1008890925       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.97
      1009019554       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        54.91
      1009020294       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         48.64
      1008877673       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.83
      1008978047       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.13
      1008830170       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.91
      1009092607       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.68
      1008807687       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.91
      1008983754       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  33.61
      1008880400       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.08
      1008324324       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         52.08
      1008153614       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        41.98
      1008213970       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         43.8
      1008243723       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          53.2
      1008188034       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           50.32
      1008777889       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         54.9
      1008845636       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.55
      1008964686       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.83
      1009012098       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  51.53
      1008896830       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  44.92
      1008747109       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            42.7
      1008863946       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         43.93
      1008698670       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.64
      1007110716       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         24.12
      1008994494       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         53.33
      1008831981       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.52
      1008987055       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.22
      1008905768       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.04
      1009093009       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.03
      1008840659       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  53.06
      1008928618       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.98
      1008366840       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         26.31
      1008890890       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.91
      1008539101       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.37
      1008507975       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           50.35
      1008864151       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.52
      1008744781       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          26.6
      1008280326       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        25.17
      1008880632       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.89
      1008715143       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.98
      1008988599       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.44
      1008440742       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  24.57
      1008625927       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           39.55
      1008912457       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  36.31
      1008809578       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.21
      1008951878       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.42
      1009098095       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           40.41
      1009078099       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.58
      1008903476       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.27
      1008863713       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.53
      1008508304       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.68
      1008622733       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         32.28
      1008600212       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.92
      1008770252       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         43.05
      1008508199       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.96
      1008829075       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         29.15
      1008784657       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         51.97
      1008942013       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.91
      1008661021       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           40.05
      1008932113       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         18.24
      1008986163       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.99
      1008566456       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.99
      1008751291       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  50.77
      1008844361       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.02
      1008536300       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         49.91
      1008825408       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           33.02
      1008903261       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         35.87
      1008918264       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           33.19
      1008831188       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.37
      1008965113       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            39.3
      1008922936       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.91
      1009171344       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.01
      1008678022       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.94
      1007855715       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.92
      1008602167       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         29.79
      1008760708       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.67
      1007989741       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.82
      1008768700       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  29.52
      1008926683       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        40.89
      1008707722       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.28
      1008169563       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.21
      1008963428       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  29.51
      1008694923       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           34.08
      1008818498       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.73
      1008987750       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.94
      1009027803       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.49
      1008481172       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.81
      1008639100       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.59
      1008769889       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.09
      1008864455       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           33.58
      1009027028       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           31.52
      1008938251       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.22
      1009065771       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.97
      1008928217       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           33.97
      1008919254       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.94
      1008924328       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           27.14
      1008598733       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.14
      1008978216       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           35.04
      1008988296       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  28.92
      1008650630       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.87
      1008878878       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           46.21
      1008942362       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  43.23
      1008934380       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.28
      1008195348       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         27.14
      1008440038       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.73
      1008910468       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.86
      1008362675       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.67
      1008754038       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           42.57
      1008792345       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.87
      1008856348       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.56
      1009107860       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  27.24
      1008851566       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.26
      1008751709       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           37.58
      1008736291       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        40.94
      1008527150       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.46
      1008873766       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        43.29
      1008947526       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.19
      1008817881       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            47.1
      1008758828       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        29.98
      1008349888       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.31
      1008804519       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.48
      1008992110       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.95
      1009128623       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        48.62
      1008799197       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.92
      1008641197       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.76
      1008346328       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  38.87
      1008341421       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  47.99
      1008841890       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.42
      1008916667       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           41.37
      1008780241       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.45
      1008683597       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.52
      1008918754       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.99
      1008021883       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                            52
      1008974292       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.74
      1009104275       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.82
      1008782025       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.85
      1008792498       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.3
      1008883924       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                            54
      1008683720       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         49.79
      1008201974       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.11
      1008876610       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.16
      1008691007       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.42
      1008863027       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  42.63
      1008630010       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.94
      1009022318       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        23.41
      1009014693       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  40.95
      1007258601       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  57.72
      1008980294       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         12.54
      1008749054       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.89
      1008971106       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.87
      1008835451       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           38.92
      1008865800       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           27.87
      1008480912       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          43.1
      1008853421       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  44.24
      1008994877       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.19
      1006866171       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  47.46
      1007717456       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.79
      1008621100       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.94
      1008872632       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.63
      1008955428       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           32.46
      1008757035       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.45
      1008846699       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           50.11
      1009094231       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.13
      1007741517       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.99
      1008586880       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.82
      1008197195       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        42.12
      1008774089       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.62
      1009072255       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         20.94
      1008998668       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           48.27
      1008819996       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.16
      1008975488       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         46.8
      1008920652       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        44.78
      1008951645       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.35
      1007378447       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        40.26
      1008925559       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         53.83
      1008446666       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.75
      1008936663       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.85
      1008317074       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.22
      1009060053       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         54.54
      1009178454       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.63
      1008754109       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         49.65
      1008835683       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                           42.73
      1008861323       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  49.86
      1009014425       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.21
      1008752245       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.09
      1008177803       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                        36.84
      1009086552       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.57
      1009001108       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.15
      1008883185       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.81
      1008944636       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.22
      1008843549       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   46.7
      1008964864       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           47.39
      1008979108       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.94
      1008817328       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           39.49
      1008877343       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.89
      1008927780       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.77
      1007096448       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  47.74
      1009019849       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.09
      1009103285       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.21
      1008802520       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          52.8
      1008957382       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                            38.6
      1009014318       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         50.94
      1008409448       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.56
      1008955614       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  41.51
      1008920064       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         48.28
      1007313356       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         33.1
      1008622181       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.99
      1008847297       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.86
      1008871946       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  43.09
      1008591918       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           36.65
      1006139653       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                   52.1
      1008724632       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.15
      1008263899       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  40.51
      1008863214       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  44.95
      1008937154       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         18.43
      1009063041       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.31
      1009119018       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.49
      1008434946       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.85
      1008903564       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.84
      1008869012       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         42.04
      1008319438       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  48.97
      1008808178       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.43
      1008605823       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.83
      1008248737       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         22.93
      1008677032       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.08
      1008588860       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.92
      1008966443       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          47.3
      1009014602       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          27.6
      1009042243       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.46
      1008906240       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.17
      1008717267       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         31.51
      1008008210       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.89
      1008908471       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.47
      1008738743       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         52.24
      1008698153       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         29.69
      1008418820       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         43.67
      1008041184       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  35.91
      1008860002       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.92
      1008760628       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.01
      1008806045       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.61
      1008826103       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                            49.9
      1008210955       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         31.43
      1008490091       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         33.92
      1008826176       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         31.69
      1008960653       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           43.82
      1009002642       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.76
      1008676998       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.06
      1008022668       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.16
      1008951538       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          37.8
      1008809505       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           38.02
      1008927478       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.42
      1008839055       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.44
      1008028911       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.61
      1008603068       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           35.09
      1008897161       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         31.97
      1008757222       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         15.43
      1007539194       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                         47.8
      1008629175       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.09
      1008943441       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.35
      1008323717       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.83
      1008833863       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  45.79
      1008833523       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         33.91
      1008877085       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.27
      1009082921       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.97
      1008916159       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.68
      1009013195       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.99
      1008332690       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.65
      1009004720       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  39.09
      1008269349       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.95
      1008619355       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.13
      1008143458       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        47.74
      1008643827       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          54.6
      1008179892       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        39.04
      1008808374       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.71
      1008352141       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.61
      1008923506       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.16
      1008516625       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           45.22
      1008913401       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           39.11
      1008575491       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.63
      1008880115       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         28.66
      1007120689       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  45.35
      1008959843       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  40.76
      1008835031       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.94
      1009122754       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.37
      1008956034       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           47.74
      1008417162       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.11
      1008899828       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             INTEREST ONLY - 2YR/5IO                              50
      1008921376       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.63
      1008776407       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           49.48
      1009035395       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.89
      1008956481       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         12.94
      1008943664       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.89
      1008228606       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.86
      1008556127       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           50.67
      1008697029       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.65
      1008912858       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          45.6
      1008937298       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        45.97
      1009056291       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.03
      1007687023       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.69
      1008873445       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           49.21
      1008916140       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.53
      1008835727       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.86
      1008123425       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        51.62
      1008990862       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.75
      1008871704       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.39
      1008501659       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.14
      1008914348       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            44.2
      1009157459       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            46.3
      1008984931       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.33
      1009087374       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.75
      1008135671       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        47.88
      1008825765       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          44.2
      1008825159       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.55
      1009137702       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.08
      1008067619       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         31.05
      1008913884       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                            44
      1008639324       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           39.99
      1008668453       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.65
      1008781847       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.69
      1008791676       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         41.39
      1008836478       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         44.75
      1008890088       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           49.32
      1008834611       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         9.48
      1008996116       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                            34
      1008538219       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         23.31
      1009093447       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.71
      1009077143       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.94
      1008824034       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.19
      1008880311       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           40.48
      1008478505       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          27.9
      1008784345       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.39
      1008979055       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.21
      1009143134       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           47.42
      1007687390       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         19.22
      1008761921       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  44.29
      1008616036       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.16
      1008741203       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.1
      1008770546       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.49
      1008779039       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         26.57
      1008940658       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.59
      1009042190       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         28.68
      1008871349       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           45.64
      1008406888       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         36.46
      1008929216       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  47.15
      1008839484       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.83
      1008961723       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.33
      1008935986       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  43.39
      1009121880       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          35.2
      1007906625       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.09
      1008665740       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         26.65
      1009008272       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.92
      1008318493       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.06
      1008980089       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         47.48
      1008852805       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.99
      1008465010       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         25.04
      1008868727       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         35.87
      1009029053       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.86
      1008408911       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         54.28
      1008919030       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.98
      1009061007       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.72
      1009010633       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         33.91
      1008641035       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        39.96
      1008586620       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.62
      1008896386       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.82
      1009018216       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                     50
      1008410445       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.96
      1008917657       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         41.07
      1008315744       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          54.8
      1008634301       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         59.37
      1009029044       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                            47.6
      1008759649       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.57
      1008611102       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          26.6
      1008209155       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        31.28
      1008565812       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          49.8
      1008946395       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           48.43
      1008984708       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          35.4
      1008858532       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.23
      1008699571       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.42
      1008872302       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        49.61
      1009102240       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.76
      1008840720       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           43.99
      1008958336       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.13
      1008429998       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         52.36
      1008820172       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         45.44
      1008816597       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.24
      1008940667       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         32.11
      1008651773       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         50.76
      1008911555       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                            40.9
      1008154356       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        33.83
      1008598564       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           27.21
      1008342858       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   47.1
      1008787315       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.25
      1008273478       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        29.55
      1008608447       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.16
      1008921269       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        45.51
      1008725926       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.54
      1008583222       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.08
      1009202677       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.98
      1009033823       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        27.89
      1008985609       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.63
      1008985404       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          30.2
      1008625375       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.18
      1008955240       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.02
      1009084180       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          44.7
      1008888055       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           44.57
      1008745851       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.02
      1008713350       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.82
      1008831927       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          46.6
      1009058191       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         28.35
      1006835918       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.81
      1008891354       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        38.29
      1008612593       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.66
      1008849909       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            23.5
      1008092404       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                        34.33
      1008815696       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            35.5
      1008802726       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.83
      1008989268       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         47.99
      1008907926       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         33.65
      1008040540       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  53.31
      1008940373       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.93
      1007910889       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   27.6
      1008834924       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                     40
      1008742079       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           37.11
      1009005051       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.66
      1008904634       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    INTEREST ONLY - 2YR/5IO                           23.75
      1007961146       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.04
      1009035279       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.57
      1008694362       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  44.43
      1008665429       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.71
      1008861966       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.85
      1009031852       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  51.35
      1008864516       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.51
      1008930810       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         27.68
      1008185064       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.29
      1008868442       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         24.52
      1009118153       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.58
      1008910672       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.76
      1008844897       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.57
      1008816203       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.32
      1009007200       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.18
      1008854359       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.88
      1008142501       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.69
      1008831286       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.84
      1008806624       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.32
      1008945911       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         51.11
      1008664867       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.96
      1008900594       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.66
      1008951681       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.74
      1008695851       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          47.8
      1008577550       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           35.76
      1008852618       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           48.16
      1008863107       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        53.45
      1008693210       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.65
      1008956150       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  43.54
      1007703005       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.15
      1007952860       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  39.52
      1008339292       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  42.75
      1008234270       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        44.94
      1008694380       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         33.82
      1008990835       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.37
      1008781188       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         46.08
      1008938983       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        50.03
      1008964123       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        INTEREST ONLY - 2YR/5IO                           49.04
      1008155284       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        49.49
      1008778414       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        34.63
      1008817630       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          45.5
      1008708375       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  47.42
      1008870037       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           51.49
      1008181031       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.06
      1008984334       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           40.73
      1008364487       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.83
      1009177473       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.35
      1008843969       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.29
      1008192074       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         22.35
      1008011288       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        46.42
      1008791881       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         35.27
      1008880071       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         52.77
      1008761262       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          47.5
      1008819852       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   49.8
      1008911859       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.01
      1009092714       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          43.4
      1008878477       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          31.9
      1007747655       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.31
      1008393204       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.53
      1009030318       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           46.99
      1008733481       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.45
      1009009299       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  49.79
      1008858603       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         36.49
      1008804056       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.85
      1008869904       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.71
      1008885995       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.63
      1008652772       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.96
      1008679067       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         49.92
      1008777102       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   42.4
      1007676623       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                            40
      1008606500       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         33.49
      1008898749       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.64
      1008641482       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.28
      1007320115       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.26
      1008179464       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.87
      1008868424       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.68
      1008860887       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        49.55
      1008802780       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           45.16
      1008625758       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         42.82
      1009088408       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.39
      1008810664       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         54.95
      1008916694       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  47.67
      1008318251       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                   48.7
      1008988438       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          49.3
      1008916827       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                   49.5
      1009087052       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.93
      1008874391       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         38.28
      1009084340       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           44.29
      1007150717       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         31.23
      1008079214       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         54.55
      1008818746       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         43.47
      1008869619       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         43.24
      1007890570       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.76
      1008808043       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.31
      1008122300       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.88
      1008969814       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.86
      1008661263       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.43
      1008961590       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         33.26
      1008952270       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.45
      1008473966       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.88
      1008703539       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.53
      1008929662       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.24
      1008808533       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.88
      1007558154       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  34.21
      1008080131       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        44.26
      1008869753       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.65
      1009010330       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         47.99
      1008897937       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         46.69
      1008602050       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.75
      1009042715       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.47
      1008650202       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         39.17
      1008813769       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         23.51
      1008926816       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         46.07
      1008937010       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  43.14
      1008908596       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  34.31
      1008816711       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.13
      1008517688       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  50.66
      1008993182       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         35.43
      1008276055       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        48.32
      1008532304       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  34.18
      1008838804       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.52
      1009131192       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          43.5
      1008653557       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.93
      1008979206       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                   45.9
      1008974746       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.65
      1007051021       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  34.64
      1009068643       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.58
      1008798713       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.71
      1008342420       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.7
      1008914160       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.24
      1008960458       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         34.53
      1007322792       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        16.39
      1008738217       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.41
      1008966684       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.34
      1008341065       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.13
      1008923025       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  47.23
      1009078419       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.69
      1008868102       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.2
      1008988063       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.53
      1008875229       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         33.28
      1008870199       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        41.69
      1008957042       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                            50
      1008880785       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.18
      1008857267       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         48.66
      1008924319       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  46.93
      1008796528       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          48.4
      1008818121       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.49
      1008738128       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.31
      1008930188       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.84
      1008944805       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        35.17
      1008395514       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.85
      1008490420       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          36.3
      1008638450       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        53.29
      1008938395       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.51
      1009096612       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        45.52
      1008098550       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.16
      1008875158       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                            49
      1008651309       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                          28.7
      1008622494       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.84
      1008837832       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           37.54
      1008863802       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                         23.9
      1008770430       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  40.46
      1008626374       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       INTEREST ONLY - 2YR/5IO                            33.5
      1008852379       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.32
      1008877450       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.6
      1008909425       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           46.85
      1009070015       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.64
      1009111203       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.11
      1008570307       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.12
      1008595317       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.96
      1008899052       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.68
      1009013006       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  45.88
      1008924257       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         37.92
      1008543043       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.56
      1007909016       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.99
      1008990755       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.51
      1009128570       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.98
      1009062925       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        43.37
      1008873640       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        35.87
      1008999159       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.91
      1009054596       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         48.47
      1008539361       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           44.73
      1008969119       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          44.3
      1008987251       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.64
      1008918585       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         41.45
      1008952341       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.11
      1008723447       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         43.58
      1008852235       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.55
      1006236263       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  43.38
      1009153088       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.72
      1008882300       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          28.5
      1009079490       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        48.88
      1008939508       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           37.71
      1008837066       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.42
      1008909915       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         48.37
      1008950138       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        54.56
      1008978715       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        38.93
      1009151696       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         14.34
      1009034421       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          44.6
      1008601596       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.17
      1008937591       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.84
      1008987279       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         40.41
      1009015059       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.4
      1009038445       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.2
      1009012784       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.93
      1008096918       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          39.6
      1008882890       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         44.46
      1008960047       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  37.17
      1008985342       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.33
      1008338355       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.78
      1008751718       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM                                           43.49
      1008916373       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           49.34
      1007299309       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          40.1
      1008836487       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.47
      1008806349       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          49.8
      1009023273       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  49.16
      1008485169       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         45.13
      1008969887       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           47.36
      1008986911       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          49.2
      1009075564       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.76
      1008618043       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           37.22
      1008872810       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         40.13
      1008517054       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         21.72
      1009055023       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.91
      1008906062       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.85
      1008568472       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.74
      1007619384       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         54.58
      1008044831       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         41.75
      1008843692       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         34.44
      1008791113       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          7.25
      1008637503       FULL              Z                  Y                             2        FULL DOC - 24 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         20.99
      1008992851       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                          35.1
      1009039756       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.42
      1008885566       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         44.35
      1008691329       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         32.93
      1008904153       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.12
      1008599144       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         41.78
      1008876576       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         40.76
      1008704495       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         41.38
      1008798900       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           29.06
      1008196677       STATED            V                  Y                             4        STATED DOC                                           FIXED RATE                                        40.94
      1007971714       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         42.26
      1008905027       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.76
      1008129063       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         36.04
      1008464039       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         35.13
      1008561969       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.68
      1008976003       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.49
      1008930044       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  48.55
      1008492856       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           42.99
      1009046329       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                        26.48
      1008416243       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          47.9
      1009098326       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         38.53
      1008993761       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    40FIX - 30YRTERM                                  47.16
      1008833845       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                          31.1
      1008777683       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         36.26
      1008344874       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             40FIX - 30YRTERM                                  23.18
      1008959567       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.39
      1007729443       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        43.58
      1008991923       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.89
      1008878994       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           46.14
      1008943281       STATED            V                  Y                             4        STATED DOC                                           INTEREST ONLY - 2YR/5IO                           42.93
      1008652040       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            45.8
      1008879813       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.06
      1008754261       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.91
      1008807357       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.03
      1008775872       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM                                           47.03
      1008613280       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.16
      1008735853       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         38.75
      1008871447       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  47.79
      1009058510       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.91
      1008993306       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.34
      1008706750       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         37.96
      1008621869       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          39.4
      1008903911       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           2YR ARM - 30YRTERM/40AMOR                         23.63
      1008612192       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.13
      1008843665       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.32
      1008774105       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.89
      1008966345       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         46.69
      1008273959       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.93
      1008277296       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         54.93
      1008985262       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.38
      1008863928       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         47.61
      1008891425       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  49.68
      1009084670       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    2YR ARM - 30YRTERM/40AMOR                         49.25
      1008283840       FULL              Y                  Y                             1        FULL DOC - 1YR W2                                    FIXED RATE                                         41.7
      1008881098       STATED            V                  Y                             4        STATED DOC                                           40FIX - 30YRTERM                                  41.55
      1008964258       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         49.28
      1008879564       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         38.15
      1008582768       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.75
      1008448343       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.6
      1008882462       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  47.62
      1008495826       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           40.29
      1008939036       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.87
      1008966620       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         49.47
      1008712645       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         27.56
      1008234298       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        FIXED RATE                                        42.97
      1008876077       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          48.1
      1008942291       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.33
      1008699517       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                            48.2
      1008913447       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         45.35
      1008654039       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         42.86
      1008968414       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       FIXED RATE                                        15.99
      1008989561       FULL              Z                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       40FIX - 30YRTERM                                  41.85
      1008848722       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           45.79
      1008898801       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         34.45
      1008522315       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.57
      1008687183       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         23.71
      1008750176       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.45
      1008311481       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.89
      1006910239       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             FIXED RATE                                        23.62
      1007401171       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         37.97
      1008740473       STATED            V                  Y                             4        STATED DOC                                           2YR ARM                                           41.44
      1008899766       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         37.47
      1008419963       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.54
      1008942656       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.58
      1006999395       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          33.1
      1009050126       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        40FIX - 30YRTERM                                  54.38
      1006852845       LIMITED           X                  Y                             2        LIMITED DOC - 6 M BK STMTS                           FIXED RATE                                        46.61
      1008136082       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       FIXED RATE                                        17.95
      1008839643       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         48.11
      1008820136       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM                                           18.73
      1008661129       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.13
      1008782631       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         47.73
      1008873196       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         39.19
      1008768336       FULL              Y                  Y                             2        FULL DOC - BUSINESS BANK STMTS                       2YR ARM - 30YRTERM/40AMOR                         57.86
      1008924453       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                          42.9
      1008045206       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM - 30YRTERM/40AMOR                         41.32
      1009171102       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         43.66
      1008589583       FULL              Y                  Y                             2        FULL DOC - 12 M BK STMTS                             2YR ARM - 30YRTERM/40AMOR                         39.72
      1008758052       STATED            V                  Y                             4        STATED DOC                                           2YR ARM - 30YRTERM/40AMOR                         32.26
      1008601319       FULL              Z                  Y                             1        FULL DOC - 2YR W2/TAX RETURNS                        2YR ARM                                           36.06


     LOANID            ORIGTERM         IOTERM         BALLOON         PPPFLAG         SELFEMPLOY          FRADATE          FPADATE           ASSUMABLE           INDEXCD          MARGIN          NRADATE          CPADATE
     ------            --------         ------         -------         -------         ----------          -------          -------           ---------           -------          ------          -------          -------
      1008835941             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008686932             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008747136             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008848241             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008730689             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008359313             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008612325             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008610782             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008698073             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008948035             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008388862             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1007323737             360              0       Y               Y               N                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008859559             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008032504             360              0       N               Y               N                     6/1/2009         7/1/2009                           LIBOR6M               6.05          6/1/2009         7/1/2009
      1008069877             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008893290             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008775907             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008402472             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008606822             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008547236             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009021006             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008687147             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007156114             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008537522             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008640893             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008429042             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008210250             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008008844             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008238418             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008236367             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008437989             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008146124             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008566820             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008852690             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007208540             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008827576             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007581672             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008680242             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008225020             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007997778             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008402935             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008343303             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008525376             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009054836             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008214390             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007901522             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007900462             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008292055             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008178394             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008584739             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008089800             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008485365             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008317555             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008333680             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008688663             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008612726             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008964579             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008643756             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008678610             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008722199             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008853154             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008752085             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007595033             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008286856             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008068921             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008472716             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008235527             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008853671             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009011936             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008792988             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008772722             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008837565             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1007743132             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1007929940             360              0       N               Y               Y                     6/1/2009         7/1/2009                           LIBOR6M               5.95          6/1/2009         7/1/2009
      1008580181             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008691944             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008450035             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008987849             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008806740             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008858480             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008813830             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009055844             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008382653             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008757945             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008853074             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008579503             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008834461             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008900451             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                7.3          8/1/2009         9/1/2009
      1009017912             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008937797             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008610416             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008845379             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008671154             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008552755             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008401008             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008644559             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009000421             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008315236             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008687281             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008828673             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1006579464             360              0       Y               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008706723             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008197667             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009008405             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008724598             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008623144             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008747029             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.75          7/1/2009         8/1/2009
      1008679717             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008611665             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008640919             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008746315             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008580485             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008361006             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008130159             180              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008470763             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008881472             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1007422194             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008504335             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008779093             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008660120             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008439709             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008319161             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008659864             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008456128             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008659203             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008691748             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008641188             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008370292             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008279052             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008101323             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008409616             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008487942             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008776853             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008288649             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008420657             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007675303             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008720930             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008432868             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008301312             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008074031             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008827013             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008661888             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008346006             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1009065325             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008557643             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1009017789             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008746137             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008713038             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008637905             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008863964             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008833051             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                  7          8/1/2008         9/1/2008
      1008835594             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008438880             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008656867             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008289381             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008523127             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008543490             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008853350             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008970624             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008808472             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008602121             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008690375             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008482956             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008987741             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008503899             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008643033             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008776345             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008819718             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009025066             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008934255             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008142084             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008176083             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008073808             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008803930             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.75          8/1/2008         9/1/2008
      1008373351             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008224290             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1008785889             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008521897             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008581563             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008747314             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008311533             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                7.6          7/1/2009         8/1/2009
      1008593854             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008657018             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008580591             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008656581             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1007785337             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1009036553             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008853724             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008578942             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008373468             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008387630             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008616312             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008571440             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008809550             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008527061             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008350919             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008791024             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008757133             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008349343             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008610363             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008541269             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008630118             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008532910             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008510872             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008751184             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008608081             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008607778             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008361220             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008772982             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008856561             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008665125             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008620049             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008537032             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008891808             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008790212             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008548823             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008748180             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008945323             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008408403             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1007548549             360              0       Y               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008463655             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008855152             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008253515             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008723189             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008849721             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007864545             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008148630             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                  7          7/1/2009         8/1/2009
      1008803100             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008308912             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008569195             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008499118             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008523957             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008643060             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008243180             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008831339             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008708017             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008391242             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008390760             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008529568             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008686594             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008160928             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008909023             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008653664             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.95          8/1/2009         9/1/2009
      1008537960             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008849687             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008955669             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008540055             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008162221             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008633856             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008642855             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008848223             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008934362             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008796591             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008502649             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008641687             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008549449             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008003055             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008684710             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.95          7/1/2009         8/1/2009
      1008580920             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008237044             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008779903             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008718195             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008501864             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008337123             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1007789725             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008660754             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.75          7/1/2009         8/1/2009
      1008462406             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008557206             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008827120             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008494863             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008281904             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008825550             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008856954             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008800489             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008771723             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008337025             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008627649             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008244223             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008632688             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008477267             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008535141             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008626882             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008769576             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007933141             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.25          6/1/2008         7/1/2008
      1007854627             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008932729             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
        10476228             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008693452             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008553932             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009002483             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008840695             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009061230             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008896714             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008411863             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
        10443299             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1007996760             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008231870             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008771457             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008882934             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008444061             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008386141             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008933103             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                5.9          8/1/2009         9/1/2009
      1008030258             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1009009155             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008254701             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008664180             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008767248             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007171918             360              0       Y               Y               N                     6/1/2009         7/1/2009                           LIBOR6M               5.95          6/1/2009         7/1/2009
      1008535347             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008526865             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1007857232             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008417304             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008318395             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008874569             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008426349             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008216156             360              0       N               N               Y                     6/1/2009         7/1/2009                           LIBOR6M                6.3          6/1/2009         7/1/2009
      1008731214             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008863697             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008865454             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008648001             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.75          7/1/2009         8/1/2009
      1008884665             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008154695             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008161883             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008893058             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008769512             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008564797             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008622458             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008298718             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008404997             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008933737             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008750470             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008997874             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008633945             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008693826             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008887868             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008405335             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.95          7/1/2009         8/1/2009
      1008580902             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008846911             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008640937             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008897866             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008857748             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008187491             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008660834             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1009007120             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008149158             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008656108             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008981453             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                5.9          8/1/2009         9/1/2009
      1008922909             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008659221             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008819549             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009024441             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008747387             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008908202             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008559366             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008338792             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008440396             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008554575             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008556644             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008479559             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008912304             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007915768             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008494417             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008605869             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008832837             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008848839             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008677666             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008172504             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008825195             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008500339             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008540858             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008439111             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008965337             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008437970             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008802192             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008850549             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008578737             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008221630             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1006792198             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                6.5          6/1/2008         7/1/2008
      1008789206             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008731811             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007926373             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008482812             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008887617             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008559767             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008806946             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008737218             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008592515             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008563100             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1008239122             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008280095             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008134397             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008145893             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008570325             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008782891             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1009014522             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008228562             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008482297             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008259145             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008467394             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                7.6          7/1/2009         8/1/2009
      1008644906             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008526598             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008127528             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008621752             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008581411             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008223978             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008521254             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008540215             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1008930589             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007683848             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008503826             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008780688             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008787510             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008905884             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007760719             360              0       Y               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008948008             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008847821             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008167084             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008280291             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008653799             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008718177             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008312970             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008751610             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008852039             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008862439             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008616973             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008847616             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008645656             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                7.6          7/1/2009         8/1/2009
      1007919452             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008647146             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008626935             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008390911             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                7.6          7/1/2009         8/1/2009
      1008344516             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008724053             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008957104             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008522128             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008903975             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008833159             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008733472             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008514440             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008875826             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.75          8/1/2009         9/1/2009
      1008748554             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008376928             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008659150             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008173479             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008679487             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008265511             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008662388             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008332306             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008620236             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008689804             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008763395             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                7.6          8/1/2009         9/1/2009
      1008934166             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008962385             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008521192             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008646904             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008940382             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008847901             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.7          8/1/2009         9/1/2009
      1008798697             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008323290             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008807311             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008806116             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008804797             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008375643             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008960476             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
        10437309             360              0       Y               Y               N                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008512184             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008573395             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                7.6          7/1/2009         8/1/2009
      1008293508             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008419641             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008446862             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008439521             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008624786             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008555921             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008799375             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008572742             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008897321             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008395569             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008217066             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008086910             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008353177             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009043037             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008689421             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008704903             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008696734             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008650088             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008752833             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                7.3          8/1/2009         9/1/2009
      1008518936             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008748331             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008865043             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1007626054             360              0       Y               Y               N                     5/1/2008         6/1/2008                           LIBOR6M                6.5          5/1/2008         6/1/2008
      1008640802             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008898712             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008717230             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008439068             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008901575             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007872947             360              0       Y               N               N                     6/1/2009         7/1/2009                           LIBOR6M               6.25          6/1/2009         7/1/2009
      1009007736             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008551435             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1009007674             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008718925             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008885156             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008973220             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008664420             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
        10438112             360              0       N               N               N                     5/1/2008         6/1/2008                           LIBOR6M                6.7          5/1/2008         6/1/2008
      1008582125             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008670100             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008824944             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008870000             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008664359             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008496709             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008418465             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008650970             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008770047             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008543178             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008825792             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008798928             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1009035741             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008592748             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008701390             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008270541             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008235028             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009029473             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008579095             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008670912             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008821956             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1009011758             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008132068             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007996494             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008379710             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008555949             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008973792             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008372824             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008340191             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008068244             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008403097             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008458554             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008071828             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007846405             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008389442             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008528319             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008723394             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008187945             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008947009             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007918006             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008660424             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008659837             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008436034             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008508484             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008719620             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008611399             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008606430             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008456495             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008620815             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1007841758             360              0       Y               N               Y                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008760673             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008822599             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M              5.553          8/1/2008         9/1/2008
      1008253542             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008612824             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008331101             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008805858             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008358485             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008169723             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008652585             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008583375             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1006355954             360              0       N               N               N                     4/1/2008         5/1/2008                           LIBOR6M               7.35          4/1/2008         5/1/2008
      1008263826             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008532983             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008664448             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008541090             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007800828             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007892783             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008161525             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008484758             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008936173             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008387168             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008528836             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008706073             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.7          8/1/2009         9/1/2009
      1008762010             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008328259             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008643514             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1007598815             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008531911             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008828593             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008720253             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008828780             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008540224             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008363228             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008620986             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1009006942             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008587576             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008472075             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008578684             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007414595             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007593357             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008280442             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008049854             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008363932             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008584686             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                7.6          7/1/2009         8/1/2009
      1008684809             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008735185             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008780152             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008119555             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008850157             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009015692             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008504503             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008692097             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008675132             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008650569             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008007523             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008007159             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008349584             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008480690             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008547575             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008589841             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008102448             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008791104             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008396684             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007746120             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008620968             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008771778             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008649812             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007878503             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008871964             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008209182             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008469908             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008450918             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008467875             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
        10446809             360              0       Y               N               Y                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1006234997             360              0       Y               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008424966             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007902781             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008340093             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008429462             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008861608             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008906749             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008112419             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008085163             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009021471             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1008573082             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008522002             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008612566             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008804939             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008666473             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008575124             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008855615             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1007881045             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008802959             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007975934             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008493481             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008800149             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.75          8/1/2009         9/1/2009
      1006893515             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               5.95          4/1/2008         5/1/2008
      1008183422             360              0       N               N               N                     6/1/2009         7/1/2009                           LIBOR6M               6.15          6/1/2009         7/1/2009
      1008189514             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008646450             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008447889             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008659052             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008717873             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008842755             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008125389             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008349209             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008765543             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009020588             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009030265             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008348601             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008529381             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008546585             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008357654             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008485409             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008283948             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008883425             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008482331             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008324896             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008936100             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008572298             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008278712             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008749875             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1007687078             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008880721             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008269090             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008143724             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008523001             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008524108             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008238659             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008406361             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008293170             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                5.8          7/1/2008         8/1/2008
      1008556537             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008543604             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007494268             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007493893             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007896967             360              0       Y               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008857061             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008858505             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008394944             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008631199             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008269394             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008503274             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008575669             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1007999623             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008620076             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               7.05          7/1/2009         8/1/2009
      1008601391             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008589315             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008749241             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008778334             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008783382             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008826988             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007623477             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008493365             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1009011099             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008633883             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008610817             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008846412             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008424305             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009051679             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008454335             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007853904             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008444454             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008553503             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008514896             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008628764             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007924259             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007824615             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1006961362             360              0       Y               N               N                     5/1/2008         6/1/2008                           LIBOR6M                6.7          5/1/2008         6/1/2008
      1008320471             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008578504             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008482340             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008534008             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008184555             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008182904             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008479675             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008344829             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008338140             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008818595             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008580840             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008594416             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008870224             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008320417             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008369017             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008900442             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008799311             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008772802             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008474395             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1007996537             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007915401             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008428187             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008791462             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008863223             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008899329             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008636489             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008236820             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008682151             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1008368232             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008704262             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007639282             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               7.05          6/1/2008         7/1/2008
      1008564298             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.75          7/1/2009         8/1/2009
      1008405512             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               7.05          7/1/2008         8/1/2008
      1008605976             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008638628             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008182487             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008544845             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008632633             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008926380             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008596780             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009042537             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008584347             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008371415             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008033530             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008521469             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008393696             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1007353794             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008724776             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008798287             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008607466             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008703691             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008451203             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008425046             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008384982             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008902075             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008937083             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008172568             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008609320             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008452088             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007673216             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008490055             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008489753             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008075405             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008106809             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008565162             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008520184             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1007694756             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008197015             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008427311             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008695520             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008537327             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008804779             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008523485             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008735942             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008834041             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007916179             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008615340             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008614270             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008576800             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008044396             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008832891             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008568016             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007677640             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007677588             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008276475             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.6          8/1/2008         9/1/2008
      1008472645             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006927926             360              0       Y               N               N                     4/1/2008         5/1/2008                           LIBOR6M               5.95          4/1/2008         5/1/2008
      1007119245             360              0       N               Y               Y                     5/1/2009         6/1/2009                           LIBOR6M               5.95          5/1/2009         6/1/2009
      1008585701             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008658776             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008660825             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008776452             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007982588             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008785987             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.5          8/1/2009         9/1/2009
      1008835745             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008447861             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008629763             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008632161             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008333056             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008405647             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008403701             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008770760             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008673198             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008898437             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                5.9          8/1/2009         9/1/2009
      1008700747             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1007536892             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008633712             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008422174             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008421255             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008386481             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007831242             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008134315             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008462558             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008502701             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008497879             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008596511             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008657394             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008568720             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008722983             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008618249             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008832267             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008805689             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008750504             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008886262             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008938518             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008773375             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008843567             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008732160             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008666687             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.75          8/1/2009         9/1/2009
      1008893343             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008066317             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008135412             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008859791             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008338943             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008122836             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008534794             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008534918             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1009014078             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008599288             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008227199             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008567286             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008393525             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008117049             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008622779             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1007408815             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008859817             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008179749             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008468320             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008496068             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008231111             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008577701             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008784871             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008891130             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008503648             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008857454             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008863973             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008635131             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008883871             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008048356             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008091389             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008426410             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008610149             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.35          7/1/2009         8/1/2009
      1008434278             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008575954             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008451551             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009020935             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008565439             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008535855             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008825015             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008872543             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008859121             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008774463             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008633428             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008447219             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008790702             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008529390             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008376811             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008539110             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008615830             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1007979084             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008912625             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008531010             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1007447596             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008498431             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008065238             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008260393             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008660022             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008933666             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008900013             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008730527             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008803609             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008044626             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008196061             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008447656             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008797956             360             60       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008956392             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008609687             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008392045             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1007755075             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008042977             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008205293             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.25          6/1/2008         7/1/2008
      1008595273             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008466830             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008621226             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007577124             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.15          6/1/2008         7/1/2008
      1008456538             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008545498             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008260302             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008629638             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008280497             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008075343             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008854518             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008849623             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008835567             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008256308             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008935281             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008468678             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007994851             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008344641             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008585809             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008262024             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008301624             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008458466             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008033139             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007482477             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008708810             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008476357             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007856340             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007866721             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
        10484563             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008004973             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008579763             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008545899             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008660095             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008895010             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.48          8/1/2008         9/1/2008
      1008326420             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008312328             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008667105             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008803743             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1007968103             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008796216             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1009088612             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008461960             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008849222             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008872491             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008943487             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008191440             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008250466             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008382378             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008651345             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008453700             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008002920             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007771789             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008085653             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007944861             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008236553             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008565643             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008528809             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008574508             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008661682             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008574090             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008567366             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008544827             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008845565             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009077447             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008601426             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008700783             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009076554             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008600819             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008925416             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008435892             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008456814             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008983683             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008558250             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008534311             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008315192             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008150181             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008315076             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008360668             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1006418450             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008121472             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008358092             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008130701             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008537498             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008726541             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008651817             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008929001             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008881294             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008454139             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008900399             360             60       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008044369             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008460131             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008165843             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008837761             360             60       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1007876140             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008601630             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008600506             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1007945726             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008576150             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008256317             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008794771             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008553077             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007462676             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008037974             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008549109             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008272825             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.5          7/1/2008         8/1/2008
      1008588307             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007067425             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008628817             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008872419             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008254587             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008453381             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008529899             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008736745             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008733356             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008396862             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008592034             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008412238             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008873882             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008697859             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008821518             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008471673             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008471405             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008441518             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008094055             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008560764             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008451953             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008775596             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008820840             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007076923             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008512077             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008501873             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008706992             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008775783             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1007886816             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008982988             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008137483             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008356511             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008356502             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008668408             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008731526             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008750906             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008359698             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007420846             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007776926             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008565634             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008655617             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008940596             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008898794             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008340048             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008880810             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008538120             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008559339             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008719764             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008711520             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008926512             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1007665467             360              0       N               N               N                     6/1/2009         7/1/2009                           LIBOR6M               6.25          6/1/2009         7/1/2009
      1008908809             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008200476             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008410640             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008995368             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008036430             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007893700             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008498020             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008547799             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1007950489             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008657241             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008439870             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008346569             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008858462             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008430254             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008052297             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008785200             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008536738             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008699875             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008665205             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008586737             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008701309             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008048695             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007748547             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M               5.35          6/1/2008         7/1/2008
      1008623331             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008640296             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008267127             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008613440             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008164292             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008737021             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008288729             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008626944             360             60       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008141717             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008141352             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008934139             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008502863             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008331370             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1007897118             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008691819             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008083334             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008639397             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008508377             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008565117             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008623206             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008920894             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008430619             360             60       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008821625             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008958229             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008865150             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008982498             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008767122             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008558474             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008450053             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009044571             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.75          8/1/2009         9/1/2009
      1008887261             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008242500             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008824739             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008524279             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008914794             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008398575             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008425242             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008050814             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008827549             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008361621             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008456084             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008445783             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008624893             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008438657             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008867791             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009078008             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008435829             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007044824             360             60       N               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.95          6/1/2008         7/1/2008
      1008636247             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008141780             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008930650             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008647495             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1007804370             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
        10484424             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008134048             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007994110             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008561193             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008622537             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008601961             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.25          8/1/2009         9/1/2009
      1008567106             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008827941             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008589486             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008846966             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008961288             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008923908             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009013845             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008019495             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008675891             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008875586             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008314852             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008490509             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008217280             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008549056             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008424047             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008657811             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008521076             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008411382             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008119430             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008237990             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1007895539             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008501784             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008446050             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008565830             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               7.05          7/1/2009         8/1/2009
      1008054829             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008481831             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008805992             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008841630             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008053802             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007979048             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008618383             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008617945             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008385473             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008637521             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1008573340             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008143939             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008143378             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008540812             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008385464             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008488861             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008675668             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007590387             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008623395             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008473332             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008866550             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008808766             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008750103             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008434250             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008243572             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008655350             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008526053             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008681580             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008482000             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008608973             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008259742             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008337560             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008260473             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007625885             360             60       N               N               N                     5/1/2008         6/1/2008                           LIBOR6M               5.95          5/1/2008         6/1/2008
      1008043501             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008516509             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008100752             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007965525             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008131675             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008449994             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008623563             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.95          7/1/2009         8/1/2009
      1008543775             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1007964241             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1007826052             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008445532             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008608107             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007967113             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008567204             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008088259             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008871367             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008616955             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008014668             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008255318             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008060475             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008534446             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008559543             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008558704             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008510346             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008828094             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008569480             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008838608             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008568962             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008692382             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008199861             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008999881             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008247578             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008682543             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008358305             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008502881             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008588316             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008315520             360             60       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008849990             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008170695             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008771359             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               7.35          8/1/2009         9/1/2009
      1008464725             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008823678             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008826924             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008621299             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008518703             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008518730             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008492605             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008492561             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008504816             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007913485             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008429355             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008764571             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008664625             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008740240             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008242083             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008656439             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008576267             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008607625             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
        10481581             360              0       Y               Y               N                     5/1/2008         6/1/2008                           LIBOR6M                6.5          5/1/2008         6/1/2008
      1008753299             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008388425             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008948801             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008566848             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008507323             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008059913             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007678685             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008858453             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008486587             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008750531             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1007648771             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008056293             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008304809             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008396005             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008434429             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008492311             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               7.05          7/1/2008         8/1/2008
      1008250732             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008654048             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1007614968             360              0       Y               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1007961002             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008414414             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008556564             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008633393             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008125174             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008485506             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008842997             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008512674             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007560383             360              0       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008589636             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008959004             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008969672             360             60       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M                5.9          8/1/2009         9/1/2009
      1008719906             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008394846             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008614145             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008865365             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008920260             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008575026             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008662431             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008686317             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008433965             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008611816             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008622822             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008615420             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008802664             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008359484             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008164577             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1007846450             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007773304             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008616465             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008629558             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008821448             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008952804             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008224245             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008598840             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008613538             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007701882             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007643525             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007860549             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008278589             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008524180             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008568383             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008638192             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008281156             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008847983             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008620101             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008613002             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008840294             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008021605             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008586489             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008445122             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008235885             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008479256             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008769193             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008882863             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008414478             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008464440             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008565876             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008462282             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008116344             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008619211             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008502792             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008550025             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008752628             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008801031             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008528596             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008351936             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008371647             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008458368             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
        10451329             360              0       Y               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008204864             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1007926408             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008187972             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008476277             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008699170             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008630564             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008466689             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007585589             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008609829             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008395033             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008950548             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008453372             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008185947             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008576837             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008637950             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008429596             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008514226             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008584301             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008133389             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008849482             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008317056             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008316547             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008445934             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008182977             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008465500             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008597921             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008606813             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008609151             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008642926             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008499911             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008043574             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008529327             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008436427             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008640786             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1007861619             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008779431             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008849589             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008609044             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008817916             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008145447             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008444793             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008659490             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008127840             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008273316             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1007882525             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008634542             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008636372             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008594620             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008487381             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008714536             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008897214             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008730457             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008834194             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008980837             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008883318             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008824515             360             60       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008686558             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008681982             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008619872             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008571752             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007861441             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007163473             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008473591             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007313294             360              0       Y               N               Y                     5/1/2008         6/1/2008                           LIBOR6M               7.35          5/1/2008         6/1/2008
      1008120525             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007760425             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008076770             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008423431             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008143742             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008023364             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008267476             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008493445             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008160152             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008587594             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008969690             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008942665             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008850709             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008118413             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007093496             360             60       N               Y               Y                     4/1/2008         5/1/2008                           LIBOR6M                6.3          4/1/2008         5/1/2008
      1007952931             360              0       Y               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008566535             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.5          7/1/2009         8/1/2009
      1008515626             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008668284             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008667702             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008247328             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008344810             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1006944097             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008174655             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008487924             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008122845             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008577257             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008634908             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008504077             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008634695             360              0       Y               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008696690             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008657777             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008825346             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008938091             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008955972             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.7          8/1/2009         9/1/2009
      1008020054             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008491009             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008549733             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008111081             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008664082             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008365798             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008909327             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.55          8/1/2009         9/1/2009
      1008783952             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008819807             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1005094836             360              0       N               N               N                     5/1/2009         6/1/2009                           LIBOR6M               5.95          5/1/2009         6/1/2009
      1008438719             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008458821             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008529559             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008783845             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008983898             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008432537             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008764474             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008207255             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
        10442876             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008111651             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008121622             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008682008             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008424207             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008489539             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
        10443081             360              0       N               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008599251             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008047295             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007278778             360              0       Y               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               7.05          6/1/2008         7/1/2008
      1008473699             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008474073             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008174361             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008215932             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008114747             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008491296             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008361239             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008369632             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008958880             360              0       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008660638             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008637601             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008457564             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008456805             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008134985             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008135145             360             60       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008933069             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008542749             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008209896             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.75          7/1/2009         8/1/2009
      1008578069             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008626016             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008626588             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008528603             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008644522             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008447086             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008517170             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008274903             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008955348             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008640198             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008300732             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008469490             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008603950             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008700694             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008544364             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008544435             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1007771663             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008442018             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007941668             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008203071             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008612888             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008750247             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008850200             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008766427             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008621360             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007967658             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008878850             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008461274             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008185475             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008314184             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008243821             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008017022             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008418296             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008425830             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008422842             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008443927             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008496193             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.95          8/1/2008         9/1/2008
      1008562600             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007789565             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007104448             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008132282             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008355120             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008587772             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008306068             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008133236             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008239989             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007822163             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008504692             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008793255             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008484507             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008577532             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008834504             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008958069             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008658124             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
        10474577             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008261766             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008486346             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008355264             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008315771             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008315290             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008232744             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008697706             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008595816             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008280317             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008267029             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008787057             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008239872             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007954065             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008508625             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008196105             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008858667             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008406316             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008228704             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008219901             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008337739             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008451506             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008357351             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.7          7/1/2009         8/1/2009
      1008052634             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008424939             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008436971             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008805046             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008886912             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008205471             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008523984             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008734658             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008077957             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008440582             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008386837             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008889955             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008559669             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008559017             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007819355             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008718603             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008562094             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008353319             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008136162             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008591730             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008346792             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008346355             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008512594             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008491367             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008040443             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008368081             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008378828             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007927256             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007858400             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008057693             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008606957             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008744246             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008597690             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008440920             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008898598             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008866275             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008179990             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007331201             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008424430             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008364931             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008632027             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008593578             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007345900             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008648555             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008566651             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008465216             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007900104             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008164372             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008236278             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008371175             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008650907             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008645077             360              0       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008960797             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008433019             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008847439             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1007773340             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008144536             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008144313             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008259412             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008749385             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008590278             360             60       N               N               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008296685             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007625563             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               5.95          5/1/2008         6/1/2008
      1008312925             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008316501             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008547192             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008280362             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008451999             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1007253349             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008361587             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008492623             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008240619             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008444935             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1006746630             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1007669454             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1006814110             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007876505             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008400152             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008637978             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008605468             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008694013             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008693265             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008621681             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                5.9          8/1/2009         9/1/2009
      1006665904             360             60       N               Y               Y                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008367867             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008347657             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008544248             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1007603417             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008181308             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008397889             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008461666             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008569168             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008492758             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008649554             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008159459             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008651924             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008363013             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008642187             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008629488             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008196007             360             60       N               Y               N                     6/1/2009         7/1/2009                           LIBOR6M               6.05          6/1/2009         7/1/2009
      1008497799             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008377561             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               7.35          7/1/2009         8/1/2009
      1008533018             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008417787             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008752414             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1007738558             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                5.9          6/1/2008         7/1/2008
      1008464235             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008463913             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008634454             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.25          7/1/2009         8/1/2009
      1008453764             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008740696             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008125762             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008492543             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008273192             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008024808             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007905760             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008531724             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008607493             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008013008             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008012857             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008644078             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008699312             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008147338             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008509928             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008508876             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008455637             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008826238             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008488969             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008080202             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008208593             360             60       N               Y               Y                     6/1/2009         7/1/2009                           LIBOR6M               6.05          6/1/2009         7/1/2009
      1008277358             360             60       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008422557             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008385865             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008622092             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008571486             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008863562             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008622984             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008344801             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008229507             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008354899             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008587166             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008747788             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.15          8/1/2009         9/1/2009
      1008322139             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1006975801             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008511498             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008643907             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008930473             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008401650             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008638021             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008637326             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007940758             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008770617             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008311025             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008425974             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008424733             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008746360             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008297283             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008173736             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1008472253             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008471922             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008855820             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                4.7          8/1/2008         9/1/2008
      1008463405             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008800808             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006717813             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008598261             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008513129             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008665385             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008698821             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008968940             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1006670578             360             60       N               Y               Y                     4/1/2008         5/1/2008                           LIBOR6M               5.95          4/1/2008         5/1/2008
      1009053695             360              0       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1007990123             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008463717             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008463263             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008771386             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008504950             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008428506             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008387131             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008306629             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008505502             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008686308             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008851307             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007219789             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               5.95          5/1/2008         6/1/2008
      1008296382             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
        10438596             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.25          4/1/2008         5/1/2008
      1007394875             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008145508             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008423627             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1008544747             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007995315             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008049747             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008745085             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008617785             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.33          8/1/2009         9/1/2009
      1008501203             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008628979             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008743372             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.45          8/1/2009         9/1/2009
      1008725935             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008421111             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008641419             360              0       Y               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008341582             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008490643             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008397549             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008859675             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1007653782             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008309378             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.45          7/1/2009         8/1/2009
      1008616642             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008384768             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008949631             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008152401             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008014034             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
        10442213             360              0       Y               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008246061             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008938876             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008818069             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008180862             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
        10474025             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1007935835             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007935675             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008367055             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008673713             360              0       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M                5.9          7/1/2009         8/1/2009
      1008697163             360              0       N               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008750764             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008730448             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1006951836             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1007910781             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008129321             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008941210             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008403426             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008944397             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006793669             360             60       N               Y               Y                     4/1/2008         5/1/2008                           LIBOR6M                6.7          4/1/2008         5/1/2008
      1007592615             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
        10465147             360             60       N               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008645353             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008828913             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008749857             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                6.3          8/1/2009         9/1/2009
      1008687129             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007882464             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008439576             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008169233             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007852424             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008006604             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008471879             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007797477             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008105481             360             60       N               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008098603             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008008826             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008146561             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008257511             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008427801             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008528587             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008854162             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007347329             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008553692             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008933657             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008974201             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008042879             360             60       N               Y               N                     6/1/2009         7/1/2009                           LIBOR6M               5.95          6/1/2009         7/1/2009
      1008141334             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008481948             360             60       N               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008505879             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008505469             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008629665             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008646539             360              0       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M                5.9          8/1/2009         9/1/2009
      1008182067             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008781222             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008021071             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008518464             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008489316             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008290020             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008806018             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007973240             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008996465             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008430101             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008477365             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008728424             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               5.95          7/1/2009         8/1/2009
      1007871859             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008647690             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008782374             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008145651             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008447451             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008358234             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007978487             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008062972             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007630717             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008015186             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008597011             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008596735             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008804966             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1007673341             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008357761             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008604334             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008082022             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008608232             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1008714297             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008322807             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008857524             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008242751             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008229874             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008048515             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008191798             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008330914             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008129731             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007656663             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               6.15          5/1/2008         6/1/2008
      1007839306             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008141931             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008308002             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008307101             360             60       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008698796             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008566429             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008941354             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008640660             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1007958542             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.15          6/1/2008         7/1/2008
      1008243144             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1007615155             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008656171             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008132399             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007903539             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008740320             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007966169             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007966070             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008842407             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008310437             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007959131             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1007880938             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008219180             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008237348             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008124736             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008435730             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008435142             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007774946             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008299968             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008299058             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008145170             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008234083             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008163444             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008273995             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007757215             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008514930             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008546978             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008355932             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008391509             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1007779950             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1007741161             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008139631             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008156149             360              0       N               N               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008449048             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008436178             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008846724             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008252945             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008378338             240              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008377696             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008417812             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007970350             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007970181             360             60       N               Y               N                     6/1/2009         7/1/2009                           LIBOR6M               5.95          6/1/2009         7/1/2009
      1008185910             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007939261             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008471682             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008128723             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008004438             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008461540             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008686120             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007016150             360              0       N               N               Y                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008428882             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007976327             360             60       N               N               Y                     6/1/2008         7/1/2008                           LIBOR6M                5.9          6/1/2008         7/1/2008
      1008513600             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008401990             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007913412             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007636187             360             60       N               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008619890             360              0       Y               N               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008501445             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007549968             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008255773             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008098710             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008476972             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008738967             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008847634             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008617776             360              0       Y               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008399280             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008284260             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007935577             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007866712             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1007827612             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1007900293             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008423896             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008422780             360             60       N               N               N                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008061456             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008060901             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008128938             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007589576             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008040915             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008386034             360              0       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1007748725             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.45          6/1/2008         7/1/2008
      1008240851             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008139034             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008144518             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008645861             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1007307906             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1007068683             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008129474             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008400866             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008728772             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008257049             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1007510758             360              0       N               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1007687997             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008392562             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008035020             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008488380             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008488228             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008373217             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008064097             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008626891             360              0       Y               N               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.15          7/1/2009         8/1/2009
      1008538503             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008922179             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008076208             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1007853478             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008644586             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008260044             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008269045             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008565233             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1007283860             360             60       N               Y               N                     5/1/2008         6/1/2008                           LIBOR6M               5.95          5/1/2008         6/1/2008
      1007837807             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008131728             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008636014             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1006990991             360             60       N               N               Y                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008844879             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007603612             360             60       N               N               N                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008057345             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007895254             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008137786             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008317172             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M                6.3          7/1/2009         8/1/2009
      1008419838             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008885450             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1007589488             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008605137             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008076084             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1007651784             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008649475             360              0       Y               Y               N                     7/1/2009         8/1/2009                           LIBOR6M               6.55          7/1/2009         8/1/2009
      1007955484             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007955625             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1007361776             360              0       N               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1007787442             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008412363             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007651052             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008295212             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008295828             360             60       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008227947             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007895557             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1007787852             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008208584             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008208343             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007724509             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008851389             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008362121             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008524297             360             60       N               Y               Y                     7/1/2009         8/1/2009                           LIBOR6M               6.05          7/1/2009         8/1/2009
      1008819488             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008230782             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008700621             360             60       N               Y               Y                     8/1/2009         9/1/2009                           LIBOR6M               6.05          8/1/2009         9/1/2009
      1006935533             360             60       N               N               Y                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1007191273             360             60       N               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1008036902             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007710006             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1007108783             360             60       N               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M               6.05          5/1/2008         6/1/2008
      1007642802             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.25          6/1/2008         7/1/2008
      1008410150             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008212267             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008630047             360              0       Y               N               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008051056             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1007610356             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008004312             360              0       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.15          6/1/2008         7/1/2008
      1008776513             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008703192             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008358680             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008971776             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008377918             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008005026             360             60       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008202447             360             60       N               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008182003             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007861058             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1007725875             360             60       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008542945             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008371898             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008242332             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006884918             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008348683             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007499398             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007587248             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008296612             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008234822             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007678426             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008285688             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008443525             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008359153             120              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008678362             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007335537             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008911680             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008461390             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008579530             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008757918             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008955829             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008920536             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008932097             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009178114             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008828389             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009127553             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007452696             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008021142             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008036172             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008340075             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008340556             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008537737             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009034779             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008967585             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008369936             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008347979             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007701089             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008002902             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007508878             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008203847             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008918415             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008384296             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008228571             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009041823             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1007869979             360              0       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008101500             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009045767             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007282246             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008685292             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007582412             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008717999             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008911779             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008772919             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008842942             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008256807             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008781197             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008908293             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008498725             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008900406             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009002474             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008665401             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008903500             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008819763             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008350697             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008676578             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008350143             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008324226             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008272674             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008405040             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1009006960             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008361710             240              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007745764             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008720654             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008875381             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008786334             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007780252             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008359304             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008056621             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008316538             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008995634             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008141753             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008143412             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008954697             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008099130             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008915230             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008217011             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008118173             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009028107             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008702013             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007539292             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008124175             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008933292             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009089808             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007931802             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008907917             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008817603             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008942727             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008988223             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008700792             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008068119             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008294393             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008968272             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008856883             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007804842             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008256264             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008602096             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008746949             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008299673             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008173549             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008084814             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008836423             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008602693             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008983610             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008853626             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008979331             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008843736             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008878208             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008432289             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008666794             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008059021             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008910128             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007699751             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008657759             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008662556             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1007722663             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008702246             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008538451             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009065147             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008704592             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007768542             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008222997             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009088220             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008962063             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008969912             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007250529             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009045669             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008222684             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007875882             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008583366             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008877094             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008850031             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008890658             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007761727             180              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008291751             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008911065             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009053882             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007010334             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009058930             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008969663             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008986868             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008217574             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008241798             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008328785             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008495960             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008777825             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009003954             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008979830             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008753501             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008187507             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008288541             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008908603             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007410866             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008922678             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008815650             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008891906             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008152349             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008692952             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008834345             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008935726             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009035965             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008200617             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008368036             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008312685             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008265931             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008071098             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008297880             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007642839             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008322077             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008931944             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008432859             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007939902             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008092360             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008337793             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008733212             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008910253             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009096523             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008414281             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008942674             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009094348             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007242245             240              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008972490             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009047649             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008279631             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008031710             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008911378             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008328133             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008910887             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008760067             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009034243             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008784194             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008438256             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008087250             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008970134             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008956418             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008616811             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
        10474558             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.25          6/1/2008         7/1/2008
      1007132998             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008678031             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008795271             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008304319             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008398815             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007383761             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008295711             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008038438             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008011466             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008373253             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008368777             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008264406             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008906311             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009054426             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007257791             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008811100             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008734863             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008136242             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008288079             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008338872             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008198728             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008243395             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008375046             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008866257             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007730994             360             60       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008743443             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009047391             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008406851             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008815286             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008886716             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009035448             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008348692             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008931837             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008794405             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008593079             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007815536             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008788154             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                7.6          8/1/2008         9/1/2008
      1008668729             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008892923             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008915542             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008170267             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008142734             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008224664             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008747449             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008914357             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008866738             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008940774             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007386116             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008910912             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008175770             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008386793             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008455156             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008712422             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007705030             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008687370             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008934629             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007483154             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009074805             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008732044             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008287338             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007866231             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008924248             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008863330             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008449912             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008948669             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009113489             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009116538             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009014130             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008260277             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006767983             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008762341             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008337338             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008779066             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008811459             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008862108             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008920028             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009009173             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008330932             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008991326             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008976254             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008979313             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009025798             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008834835             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008177876             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007443171             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007318182             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008144947             180              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007998526             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008291911             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008426161             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008291261             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008258397             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008909862             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008511746             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008927254             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008981060             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008845538             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008886306             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008768522             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008956506             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008821288             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008322718             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009017495             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008557803             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1007551696             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008281245             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008919085             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007588103             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008791505             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008624205             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008849053             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008925023             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008786940             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1009062827             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008294188             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007389774             360              0       Y               Y               N                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008970704             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008278990             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008956123             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008959166             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008285438             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008104160             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1009168955             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008771322             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008936654             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008912616             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008865169             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008789073             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008880268             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008292331             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008296006             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009051349             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                  6          8/1/2008         9/1/2008
      1008309449             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007893577             360              0       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1009129301             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008779244             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008370933             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008324495             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009061891             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008900781             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008319679             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008331566             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008409340             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008974489             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008891951             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008973382             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008704146             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008997909             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1009067957             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009129551             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008261365             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007503659             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008172666             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008985921             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009064736             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007352839             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007763565             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008666641             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008290903             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008323076             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008753565             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008982336             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009043894             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008864525             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008434312             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008709383             240              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008372904             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008914570             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008276377             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008256488             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008351696             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008141245             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008353435             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008287454             240              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008324832             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008264479             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008934031             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008333868             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007767776             360              0       N               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008366626             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008925719             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008551685             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009010287             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009057174             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007326397             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007572977             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008931622             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008699562             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008875513             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008933256             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008990684             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008210839             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008211179             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008963375             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008292634             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008301777             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008843031             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008222719             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008570593             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1009063238             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008927806             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009137007             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008095571             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008916426             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008249424             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009169053             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009073156             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007963769             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008112641             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008234957             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008193420             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008786502             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007740251             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008978993             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008080088             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008384615             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008970036             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008812127             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008843451             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008232511             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008924462             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008918594             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008915579             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008137198             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008350722             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008323904             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008079474             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008988090             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008849062             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008890907             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008292885             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009057897             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008566125             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008859666             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008954152             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1007188278             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008290636             300              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008945109             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008805402             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009007237             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008148042             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008304783             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008679673             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008680135             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008809024             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008938821             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008981621             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008924042             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008916943             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009010009             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007967060             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008300536             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008851744             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008864749             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008916934             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008868362             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008872099             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009015406             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009042984             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008005963             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008864062             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008485784             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008796298             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008959978             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009063808             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008874024             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008825079             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008917014             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008988713             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008208511             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008206924             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008842700             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008599126             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008244170             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008187106             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008930678             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006902792             360              0       Y               N               Y                     4/1/2008         5/1/2008                           LIBOR6M               5.95          4/1/2008         5/1/2008
      1008035486             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008905599             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008735149             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008075619             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008755484             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008983264             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008898623             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008993128             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008169260             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008910921             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008866346             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1006848815             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008458661             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008289078             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008979705             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008200485             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008344507             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008390788             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008228438             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008853225             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008132558             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008970394             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1006839095             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008495149             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008849883             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008646432             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008857588             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008203703             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008712912             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009009878             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008218010             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009177437             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009060133             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008922008             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008924845             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008959415             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008036270             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008739608             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008177484             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008268554             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008362657             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008899793             120              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008431333             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008794717             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008993020             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008917318             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008633525             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008002715             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008323183             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007756564             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007733713             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008338578             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008180906             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007533207             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008642551             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009053588             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008935780             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008957792             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009074306             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007912574             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008973097             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
        10437582             360              0       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M                6.3          4/1/2008         5/1/2008
      1008093653             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008863438             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                7.6          8/1/2008         9/1/2008
      1008987028             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008582615             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008745575             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008913624             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008988241             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008986680             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009076652             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008324477             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008392009             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008900549             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008695502             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008127742             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009059261             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007240666             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009016432             120              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009055835             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008278240             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008872785             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008700140             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008964061             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009049004             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008192804             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009068625             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008277312             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008332627             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008996232             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008862830             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008702120             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008852084             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009050162             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008872623             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008904625             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009011525             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009063997             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009149726             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008282645             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008862171             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008814606             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009063201             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009047471             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1006989413             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008233431             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008466064             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008765945             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008322987             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009027055             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009091582             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008288569             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008136509             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008385419             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008178376             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008907285             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008867782             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007967854             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008213444             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008578345             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008449510             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008923070             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009007549             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008424403             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008942193             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008090629             240              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008907962             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009115129             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008847581             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008500794             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008876898             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008848483             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008957514             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007302876             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007694140             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.2          7/1/2008         8/1/2008
      1008764161             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008294115             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008795627             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009095953             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008367420             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008923196             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008764562             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008904723             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008463307             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008643596             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008779495             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008836441             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008203277             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008859112             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009024370             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008938787             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008071935             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008018600             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008839812             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008931793             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009092304             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008067085             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008759355             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008782481             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009009976             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008274360             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008476696             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008501962             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.8          7/1/2008         8/1/2008
      1007671085             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008801139             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008791373             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008144901             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008244045             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008968183             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008948366             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008713243             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008466616             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007296277             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009033716             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008842906             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008778753             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008093430             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008764198             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008955197             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008205131             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009061409             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007813119             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008823204             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008943138             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007127860             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008140451             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008832196             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008338033             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008886770             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008236456             180              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008832221             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008964962             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009068037             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008943156             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009033814             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008772036             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1009046668             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.5          8/1/2008         9/1/2008
      1008593890             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1009074100             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008880026             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008418857             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008702594             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008854670             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008880455             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008933826             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009015905             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008663163             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009026190             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008892996             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007997135             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008068146             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008181040             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008254382             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008150314             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008835157             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008178090             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008202474             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008941728             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007979020             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008690099             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008157095             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008999168             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007641073             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008777834             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008670299             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008754644             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008325145             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008708482             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008946297             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008558009             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008888901             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008770573             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008932088             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008944048             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008399994             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1009036857             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008802904             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008923613             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008897875             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008905385             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008815507             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009089443             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009060883             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008945617             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008109548             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008913768             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008983068             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008932284             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008967843             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008930491             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008970580             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008910404             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008746547             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008985495             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008525991             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008194964             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008962116             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1008174236             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008027342             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008896304             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008850479             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008856990             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008922927             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008708614             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008995705             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008727586             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007338847             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               7.05          7/1/2008         8/1/2008
      1008915837             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008926727             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009035616             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008711441             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009087935             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008890514             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008288300             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007665966             180              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009048639             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008332770             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008714420             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008939385             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008944226             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006730790             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006925018             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006936006             360             60       N               Y               N                     4/1/2008         5/1/2008                           LIBOR6M               6.25          4/1/2008         5/1/2008
      1008820797             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009001821             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009082538             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008038964             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008438390             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009054774             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008114881             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009048764             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008207200             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008847064             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008932541             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008293349             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008767649             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008980338             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008198906             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008997099             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008298656             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008281780             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009046301             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008268359             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008866248             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008878119             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008912590             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008902002             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008884399             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008922106             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008233379             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009020187             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008306282             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008851815             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009091626             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008267706             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008501828             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008131096             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008259653             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008564500             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008888288             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008891684             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008926433             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009108725             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008984986             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009051241             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009062060             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008286909             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009063452             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009124495             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007869096             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008907604             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009083886             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008329221             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008172648             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
        10414713             360              0       N               N               N                     3/1/2008         4/1/2008                           LIBOR6M               6.05          3/1/2008         4/1/2008
      1008987796             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008293526             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008410196             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009034993             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008765847             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009069367             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008353257             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008866337             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008021295             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008157843             180              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008923622             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008918228             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008794897             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006923591             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008944039             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008860208             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008986323             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008191663             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007861183             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1007967328             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008287463             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008248327             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008866113             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008896493             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008597191             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008857659             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008858042             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008934905             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008949819             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007942970             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009036394             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008913802             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008045019             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1006825171             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006160600             360              0       Y               N               N                     4/1/2008         5/1/2008                           LIBOR6M                5.8          4/1/2008         5/1/2008
      1008671797             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008911172             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008405077             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008653593             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008829146             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008928404             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007896501             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008504433             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008922302             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008986029             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008130033             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008894093             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008928592             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009020579             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009077964             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008805885             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009153453             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008901664             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008701023             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008924131             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008289933             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008438014             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008976478             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008984496             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008890248             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007395605             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008231433             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008274707             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008982103             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008826194             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008705181             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008713047             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008796555             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008860752             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008888670             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008030392             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008727773             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009023834             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009108985             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007304366             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008209262             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008801889             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007272550             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008826906             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008982265             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008914106             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009000289             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008976502             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1007546694             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008848740             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008956294             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008980604             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008513897             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008711726             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008825373             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008701782             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008379211             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008277063             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008024568             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008783612             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009050545             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008865962             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008706288             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008603362             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008858426             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008957649             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009072460             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009025100             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008426900             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008849197             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008020152             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               7.35          6/1/2008         7/1/2008
      1008286767             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008964613             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008848474             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008939919             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008484071             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008814946             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008709034             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009035849             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008982808             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                7.6          8/1/2008         9/1/2008
      1008913287             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008224646             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008270113             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008476776             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008134100             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007644187             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008926656             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009025654             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008692809             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1009012123             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008923123             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008684845             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008565288             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008957756             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008515617             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008200163             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009000305             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008386944             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008754494             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008563039             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008878440             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008545327             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008648289             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008877664             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008930482             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008361541             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007970797             360              0       Y               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008842121             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008657465             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008746191             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008977850             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009065824             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008095786             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008846895             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008836218             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007980241             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009037687             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008878146             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008919600             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008671788             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008975013             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009014764             120              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007091470             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008292705             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008877959             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008870509             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008904607             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009017093             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008589011             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008968389             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007846101             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008827923             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008822679             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008553291             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008996535             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009042136             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008524037             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008911993             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009078641             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008714778             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008965989             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009145533             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008157683             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008740534             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008086741             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008862028             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008962642             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009010955             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008327697             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008365725             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008886538             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008988054             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008905394             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008512923             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008608697             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008490590             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008920215             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008657535             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008697966             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008676097             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008679780             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008313407             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008688930             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008470843             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008420942             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008913517             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008934148             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008861760             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008877637             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008971151             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009078525             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008878315             360              0       Y               Y               N                     8/1/2009         9/1/2009                           LIBOR6M                6.5          8/1/2009         9/1/2009
      1008390458             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008888457             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008316397             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008863633             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008970777             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007770236             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008961368             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009018582             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008884503             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008729904             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008918353             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009037605             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008967273             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008915114             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007978628             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008874275             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008955721             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008287980             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008274413             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008413451             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               7.45          7/1/2008         8/1/2008
      1008131050             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008605574             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009020926             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008336650             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008938741             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009038016             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008399413             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008668676             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1006915476             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008329533             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008700293             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008721216             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009084518             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008344295             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008963268             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008930954             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008878869             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009003428             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1007078663             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008706340             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008289390             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008985422             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008855394             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008898829             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007839770             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008402267             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008904484             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008312569             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008914017             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008970045             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008947081             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008346854             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008649910             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008766105             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007968862             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007228216             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007265675             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007360599             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008102304             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008670985             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.7          7/1/2008         8/1/2008
      1008710497             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008128304             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008735096             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008875210             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008522770             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                5.9          7/1/2008         8/1/2008
      1008708437             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009106139             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008211758             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008672411             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008100949             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008086563             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008900228             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008871250             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008774221             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008878388             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008427721             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008741695             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009130442             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008890097             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008986421             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008715054             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007970564             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008901432             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008948650             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008236161             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008652326             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008978243             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008781687             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008501640             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007527330             360              0       Y               Y               Y                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008749278             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008988526             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008225155             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008455227             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008442544             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008897170             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008927209             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008852672             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008967683             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008882042             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007972946             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.45          6/1/2008         7/1/2008
      1009032673             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008914393             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008023783             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               7.25          6/1/2008         7/1/2008
      1008931392             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007983550             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008616768             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008125940             240              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008456672             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008775293             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008858694             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008872883             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008986957             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1009023683             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008833854             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008777433             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008181228             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008407618             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008508144             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009090280             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008384483             360              0       Y               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008780606             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008934246             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008483624             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008857409             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009131708             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007023080             360              0       Y               Y               Y                     4/1/2008         5/1/2008                           LIBOR6M               6.05          4/1/2008         5/1/2008
      1008825088             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008897893             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008961885             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007599306             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007926667             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008562183             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008705234             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008009157             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008923203             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008970991             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008912741             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008999060             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008276812             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008706661             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008946037             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008109398             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008885058             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008580074             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008854420             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008814713             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008736148             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008761878             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.16          8/1/2008         9/1/2008
      1008998515             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008756955             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008195767             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008238052             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008520549             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008937528             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007975337             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008899356             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008565821             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008203561             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008589743             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008269161             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008790203             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009003678             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008003723             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008786664             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009059662             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008980908             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008900415             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009012016             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008166281             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008651844             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008760780             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008879797             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008941238             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008850120             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009120471             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008928093             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008907882             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007924856             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008979778             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009063611             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008814955             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008442517             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008696253             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008895494             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008499859             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008927940             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008584775             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008623714             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008747920             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008914197             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008243894             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008853001             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006893579             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007835710             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008434116             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008536925             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008669354             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008699410             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008924373             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008704743             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008209360             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008961867             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008938778             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008862858             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007033248             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007935791             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008085047             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008152189             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009078106             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008959889             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008950316             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008905777             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008986207             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008946117             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008591124             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008940453             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008136670             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008480921             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008778218             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008685096             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008127243             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008813509             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008176984             240              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008038125             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008727942             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008847867             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008908676             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008759319             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008970438             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008683668             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008302703             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008992441             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008835077             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008662841             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008230498             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008967665             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008471977             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009093642             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008945706             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008826899             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009123218             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008992584             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008938714             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008875700             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008920377             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009051722             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009059350             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008838895             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008613093             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007057597             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008795182             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008669577             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008917256             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008991353             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008918512             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008722260             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008564920             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008877218             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008985798             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008213131             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008949132             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008818194             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008736175             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008508723             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008710406             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008555093             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008796957             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008857114             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008196711             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009028928             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008883666             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009042458             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008608170             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008034414             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007718062             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008944486             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008996312             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008803379             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008772713             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008555681             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009007941             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008669746             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008970223             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008872277             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008884013             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008949445             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008963231             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007373433             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008691784             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008860556             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008925595             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008622699             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008955909             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009061034             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008854947             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008826498             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008721485             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008975120             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008316850             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008747056             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008502550             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008443829             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
        10449707             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008566072             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008746930             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009039587             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009001475             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009093517             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008813144             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008835709             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009062462             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008928182             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008997286             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009020392             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008957676             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008971268             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008738431             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009153435             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008761084             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008724614             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008157638             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008709089             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008325528             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008041264             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008533205             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008723777             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008150056             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007804147             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008591838             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008928510             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008766132             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009005355             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008752469             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008993592             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009014363             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009142359             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009022176             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008993002             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009050386             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008895369             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008799712             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1009007978             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008943085             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008953992             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008216682             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007878629             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008874890             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1007343421             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008571994             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008947535             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009009057             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008728193             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008178704             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008179927             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008924195             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008868870             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008899258             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008732357             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008452630             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1007809865             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1009139112             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008636201             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008882364             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008795119             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009005863             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009079267             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008879010             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008380432             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008668177             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008924060             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008783195             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008769665             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008953082             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008525358             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008729502             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008638520             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1008213961             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008267378             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1007301635             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008806312             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008846715             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008713920             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008970937             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008676854             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009009609             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007181596             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008064890             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008795413             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008767541             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008480413             360             24       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008982014             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008819772             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008974416             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006976819             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009047257             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008170365             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008899739             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008892095             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008931917             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008971525             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008639832             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008059101             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008336268             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008353872             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008140102             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008896439             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008845422             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009054444             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009002580             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009122308             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008826880             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008978868             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008457369             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008850727             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008957033             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1008970321             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007926328             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008652558             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008034600             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008064499             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008857383             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008910896             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008273539             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008453158             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1008693835             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008652503             360             60       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008508251             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008900996             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008598154             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008352873             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008985084             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008592481             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008048711             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008740874             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008805019             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008863447             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009011044             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008820314             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008706536             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008913991             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008675917             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008877423             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008882783             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1009004908             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009104220             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009136124             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008964114             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008928164             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008585168             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008856044             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008961108             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008779752             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009090725             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008249228             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008922053             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008686371             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008710004             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008750853             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008947269             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008453103             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008878725             240              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008904064             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008549813             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009070961             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008851922             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008931196             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008917121             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007349050             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008170169             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008868344             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008760414             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008939991             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008876111             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008915873             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008715642             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008768906             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008832203             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008986154             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009083751             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008646469             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009039373             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007852264             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008780027             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009057940             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008855081             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008990899             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008540778             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008389077             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009116958             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008175351             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009065183             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                  7          8/1/2008         9/1/2008
      1008977486             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008923007             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008934736             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009042920             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008967807             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008891782             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008976986             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008776844             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009040922             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008812760             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008877922             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009082912             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008847689             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009120532             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1007421408             360              0       Y               N               N                     5/1/2008         6/1/2008                           LIBOR6M               5.95          5/1/2008         6/1/2008
      1008228376             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008121837             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008601943             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007656217             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008805661             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008964105             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009004196             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009049558             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008647869             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008834684             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008979643             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008940257             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008913223             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008842602             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008339764             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008870162             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008872865             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008952975             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008294927             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008970884             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008888135             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008730493             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008357832             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008807598             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009138444             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008050495             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008507724             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008482983             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008841596             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008415440             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009010946             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008950557             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008792158             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008951896             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008960118             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008489012             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008908505             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1007823607             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008673303             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008918246             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008628103             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008970474             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008835996             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008865524             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008938297             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009120257             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008848143             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007407406             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008830045             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007978824             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008867425             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008961938             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008587914             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008650211             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008741098             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009140976             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009083109             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008342135             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008762314             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008992860             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009180584             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008774098             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008967512             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008732703             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008913713             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009106638             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006824216             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008525018             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.95          7/1/2008         8/1/2008
      1008155426             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007722459             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               7.35          7/1/2008         8/1/2008
      1009080380             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008629371             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009040272             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008131210             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008727292             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008806697             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008285722             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009046472             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009163665             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008983656             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009076395             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008091824             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008885478             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008784817             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008447996             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008924391             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008960010             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008758613             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008246793             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008987965             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008865533             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008690455             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008913090             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008289586             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008984343             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009096710             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009048498             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008785102             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009080889             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008702978             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008872972             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008900086             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008579433             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008822624             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009042751             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008432886             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008833792             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008497325             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008789037             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008812449             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008814884             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008721074             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009074486             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008756526             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008059986             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M               6.25          6/1/2008         7/1/2008
      1008854386             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008539799             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008595497             360             60       N               Y               N                     8/1/2009         9/1/2009                           LIBOR6M               5.95          8/1/2009         9/1/2009
      1008629647             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008240003             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008074344             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009121078             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008487531             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008745762             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008858961             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009064914             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1006816305             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008678727             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1009104239             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008938723             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008277401             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008584588             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008838975             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1009055176             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009011712             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008972230             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008268885             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008984147             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008827344             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008536845             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1007778023             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008919290             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008244740             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008916970             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008721109             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008890925             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009019554             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009020294             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008877673             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008978047             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008830170             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009092607             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008807687             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008983754             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008880400             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008324324             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008153614             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008213970             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008243723             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008188034             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008777889             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008845636             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008964686             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009012098             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008896830             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008747109             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008863946             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008698670             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007110716             360              0       Y               Y               Y                     4/1/2008         5/1/2008                           LIBOR6M                6.3          4/1/2008         5/1/2008
      1008994494             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008831981             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008987055             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008905768             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009093009             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008840659             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008928618             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008366840             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008890890             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008539101             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008507975             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008864151             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008744781             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008280326             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008880632             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008715143             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008988599             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008440742             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008625927             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008912457             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008809578             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008951878             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009098095             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009078099             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008903476             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008863713             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008508304             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008622733             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008600212             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008770252             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008508199             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008829075             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008784657             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008942013             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008661021             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008932113             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008986163             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008566456             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008751291             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008844361             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008536300             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008825408             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008903261             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008918264             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008831188             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008965113             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008922936             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009171344             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008678022             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007855715             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M               7.35          6/1/2008         7/1/2008
      1008602167             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008760708             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007989741             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008768700             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008926683             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008707722             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008169563             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008963428             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008694923             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008818498             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008987750             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009027803             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008481172             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008639100             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008769889             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008864455             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009027028             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008938251             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009065771             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008928217             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008919254             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008924328             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008598733             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008978216             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008988296             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008650630             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008878878             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008942362             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008934380             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008195348             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008440038             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008910468             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008362675             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008754038             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008792345             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008856348             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009107860             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008851566             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008751709             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008736291             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008527150             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008873766             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008947526             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008817881             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008758828             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008349888             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008804519             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008992110             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009128623             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008799197             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008641197             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008346328             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008341421             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008841890             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008916667             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008780241             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008683597             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008918754             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008021883             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008974292             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009104275             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008782025             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008792498             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008883924             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008683720             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008201974             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008876610             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008691007             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008863027             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008630010             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009022318             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009014693             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1007258601             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008980294             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008749054             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008971106             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.5          7/1/2008         8/1/2008
      1008835451             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008865800             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008480912             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008853421             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008994877             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1006866171             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007717456             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008621100             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008872632             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008955428             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008757035             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008846699             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009094231             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007741517             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008586880             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008197195             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008774089             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009072255             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008998668             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008819996             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008975488             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008920652             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008951645             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1007378447             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008925559             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008446666             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008936663             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008317074             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009060053             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009178454             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008754109             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008835683             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008861323             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009014425             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008752245             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008177803             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009086552             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009001108             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008883185             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008944636             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008843549             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008964864             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008979108             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008817328             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008877343             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008927780             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007096448             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009019849             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009103285             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008802520             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008957382             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009014318             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008409448             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008955614             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008920064             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007313356             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008622181             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008847297             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008871946             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008591918             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1006139653             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008724632             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008263899             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008863214             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008937154             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009063041             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1009119018             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008434946             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008903564             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008869012             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008319438             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008808178             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008605823             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008248737             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008677032             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008588860             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008966443             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009014602             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009042243             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008906240             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008717267             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008008210             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008908471             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008738743             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008698153             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008418820             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.45          7/1/2008         8/1/2008
      1008041184             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008860002             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008760628             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008806045             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008826103             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008210955             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008490091             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008826176             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008960653             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009002642             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008676998             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008022668             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008951538             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008809505             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008927478             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008839055             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008028911             360             60       N               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               5.95          6/1/2008         7/1/2008
      1008603068             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008897161             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008757222             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007539194             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008629175             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008943441             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008323717             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008833863             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008833523             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008877085             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009082921             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008916159             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.8          8/1/2008         9/1/2008
      1009013195             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008332690             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1009004720             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008269349             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008619355             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008143458             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008643827             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008179892             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008808374             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008352141             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008923506             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008516625             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008913401             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008575491             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008880115             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007120689             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008959843             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008835031             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009122754             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008956034             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008417162             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008899828             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008921376             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008776407             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009035395             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008956481             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008943664             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008228606             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008556127             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008697029             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008912858             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008937298             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009056291             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1007687023             360              0       N               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008873445             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008916140             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008835727             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008123425             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008990862             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008871704             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008501659             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008914348             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009157459             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008984931             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009087374             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008135671             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008825765             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008825159             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009137702             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008067619             360              0       Y               Y               N                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008913884             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008639324             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008668453             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008781847             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008791676             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008836478             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008890088             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008834611             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008996116             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008538219             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009093447             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1009077143             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008824034             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008880311             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008478505             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008784345             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008979055             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009143134             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1007687390             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008761921             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008616036             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008741203             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008770546             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008779039             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008940658             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009042190             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008871349             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008406888             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008929216             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008839484             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008961723             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008935986             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1009121880             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1007906625             360             60       N               Y               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008665740             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009008272             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008318493             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008980089             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008852805             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008465010             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008868727             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009029053             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008408911             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008919030             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009061007             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009010633             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008641035             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008586620             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008896386             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009018216             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008410445             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008917657             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008315744             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008634301             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.45          8/1/2008         9/1/2008
      1009029044             360             60       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008759649             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008611102             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008209155             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008565812             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008946395             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008984708             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008858532             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008699571             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008872302             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009102240             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008840720             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008958336             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008429998             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008820172             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008816597             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008940667             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008651773             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008911555             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008154356             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008598564             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008342858             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008787315             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008273478             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008608447             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008921269             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008725926             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008583222             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009202677             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009033823             180              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008985609             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008985404             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008625375             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008955240             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009084180             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008888055             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008745851             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008713350             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008831927             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009058191             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1006835918             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008891354             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008612593             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008849909             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008092404             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008815696             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008802726             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008989268             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008907926             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008040540             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008940373             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1007910889             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008834924             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008742079             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009005051             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008904634             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007961146             360              0       Y               N               Y                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1009035279             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008694362             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008665429             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008861966             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009031852             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008864516             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008930810             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008185064             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008868442             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1009118153             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008910672             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008844897             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1008816203             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009007200             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008854359             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008142501             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008831286             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008806624             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008945911             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008664867             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008900594             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008951681             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008695851             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008577550             360              0       N               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008852618             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008863107             300              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008693210             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008956150             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007703005             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007952860             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008339292             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008234270             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008694380             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008990835             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008781188             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008938983             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008964123             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008155284             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008778414             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008817630             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008708375             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008870037             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008181031             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.25          7/1/2008         8/1/2008
      1008984334             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008364487             360              0       Y               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009177473             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008843969             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008192074             360              0       Y               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.05          6/1/2008         7/1/2008
      1008011288             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008791881             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008880071             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008761262             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008819852             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008911859             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009092714             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008878477             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1007747655             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008393204             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1009030318             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008733481             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009009299             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008858603             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008804056             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008869904             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008885995             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               7.05          8/1/2008         9/1/2008
      1008652772             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.75          7/1/2008         8/1/2008
      1008679067             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008777102             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007676623             360              0       Y               N               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008606500             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008898749             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008641482             360             60       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1007320115             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008179464             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008868424             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008860887             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008802780             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008625758             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009088408             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008810664             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.95          8/1/2008         9/1/2008
      1008916694             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008318251             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008988438             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008916827             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009087052             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008874391             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009084340             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007150717             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008079214             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008818746             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008869619             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1007890570             360              0       Y               N               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008808043             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008122300             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008969814             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008661263             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008961590             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008952270             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008473966             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008703539             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008929662             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008808533             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1007558154             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008080131             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008869753             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009010330             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008897937             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008602050             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1009042715             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008650202             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008813769             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008926816             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008937010             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008908596             360              0       Y               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1008816711             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008517688             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008993182             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008276055             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008532304             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008838804             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009131192             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008653557             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008979206             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008974746             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1007051021             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009068643             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008798713             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008342420             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008914160             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008960458             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               7.35          8/1/2008         9/1/2008
      1007322792             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008738217             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008966684             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008341065             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008923025             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009078419             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008868102             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008988063             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008875229             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008870199             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008957042             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008880785             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008857267             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008924319             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008796528             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008818121             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008738128             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008930188             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008944805             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008395514             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008490420             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008638450             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008938395             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009096612             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008098550             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008875158             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008651309             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008622494             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008837832             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008863802             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008770430             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008626374             360             60       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008852379             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008877450             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008909425             360              0       N               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009070015             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009111203             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008570307             360              0       Y               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008595317             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.05          7/1/2008         8/1/2008
      1008899052             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009013006             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008924257             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.7          8/1/2008         9/1/2008
      1008543043             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1007909016             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008990755             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1009128570             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009062925             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008873640             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008999159             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009054596             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008539361             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008969119             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008987251             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008918585             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008952341             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008723447             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008852235             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1006236263             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1009153088             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008882300             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009079490             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008939508             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008837066             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008909915             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008950138             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008978715             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009151696             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009034421             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008601596             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008937591             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008987279             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1009015059             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009038445             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009012784             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008096918             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008882890             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008960047             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008985342             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008338355             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008751718             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008916373             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1007299309             360              0       Y               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008836487             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008806349             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1009023273             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008485169             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008969887             360             60       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008986911             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009075564             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008618043             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008872810             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008517054             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1009055023             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008906062             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008568472             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1007619384             360              0       Y               N               N                     6/1/2008         7/1/2008                           LIBOR6M                6.3          6/1/2008         7/1/2008
      1008044831             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008843692             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008791113             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008637503             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008992851             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1009039756             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008885566             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008691329             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008904153             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008599144             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008876576             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008704495             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008798900             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008196677             360              0       N               N               Y                   /  /             /  /                                                          0        /  /             /  /
      1007971714             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008905027             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008129063             360              0       Y               Y               Y                     6/1/2008         7/1/2008                           LIBOR6M               6.55          6/1/2008         7/1/2008
      1008464039             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008561969             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008976003             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008930044             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008492856             360              0       N               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1009046329             360              0       N               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008416243             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1009098326             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008993761             360              0       Y               N               N                   /  /             /  /                                                          0        /  /             /  /
      1008833845             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008777683             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008344874             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008959567             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1007729443             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008991923             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008878994             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008943281             360             60       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008652040             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008879813             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008754261             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008807357             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.75          8/1/2008         9/1/2008
      1008775872             360              0       N               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008613280             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008735853             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008871447             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009058510             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008993306             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008706750             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.45          8/1/2008         9/1/2008
      1008621869             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008903911             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008612192             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008843665             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008774105             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008966345             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008273959             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008277296             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008985262             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008863928             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008891425             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1009084670             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008283840             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008881098             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008964258             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.5          8/1/2008         9/1/2008
      1008879564             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008582768             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008448343             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008882462             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008495826             360              0       N               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008939036             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008966620             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008712645             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008234298             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008876077             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008942291             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008699517             360              0       N               N               Y                     7/1/2008         8/1/2008                           LIBOR6M                6.3          7/1/2008         8/1/2008
      1008913447             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008654039             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                5.9          8/1/2008         9/1/2008
      1008968414             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008989561             360              0       Y               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008848722             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008898801             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008522315             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1008687183             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008750176             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008311481             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               6.15          7/1/2008         8/1/2008
      1006910239             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1007401171             360              0       Y               N               Y                     5/1/2008         6/1/2008                           LIBOR6M                6.3          5/1/2008         6/1/2008
      1008740473             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008899766             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008419963             360              0       Y               Y               N                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1008942656             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1006999395             360              0       Y               N               Y                     4/1/2008         5/1/2008                           LIBOR6M               5.95          4/1/2008         5/1/2008
      1009050126             360              0       Y               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1006852845             360              0       N               Y               N                   /  /             /  /                                                          0        /  /             /  /
      1008136082             360              0       N               Y               Y                   /  /             /  /                                                          0        /  /             /  /
      1008839643             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.55          8/1/2008         9/1/2008
      1008820136             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008661129             360              0       Y               N               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008782631             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.25          8/1/2008         9/1/2008
      1008873196             360              0       Y               Y               N                     8/1/2008         9/1/2008                           LIBOR6M                6.3          8/1/2008         9/1/2008
      1008768336             360              0       Y               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008924453             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               5.95          8/1/2008         9/1/2008
      1008045206             360              0       Y               Y               Y                     7/1/2008         8/1/2008                           LIBOR6M               5.95          7/1/2008         8/1/2008
      1009171102             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.15          8/1/2008         9/1/2008
      1008589583             360              0       Y               N               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008
      1008758052             360              0       Y               N               N                     7/1/2008         8/1/2008                           LIBOR6M               6.55          7/1/2008         8/1/2008
      1008601319             360              0       N               Y               Y                     8/1/2008         9/1/2008                           LIBOR6M               6.05          8/1/2008         9/1/2008


     LOANID            RFREQ         PFREQ         MONTHROLL        INITCAP         PERCAP          CAPOVER         LIFECAP         LIFEFLOOR        NEGAMFLAG           NEGAMCAP          PAYCAP          CONVERTFLG
     ------            -----         -----         ---------        -------         ------          -------         -------         ---------        ---------           --------          ------          ----------
      1008835941            6             6                23              2            1.5                7           16.05            6.45        N                             0               0
      1008686932            6             6                34              2            1.5                7              16            6.05        N                             0               0
      1008747136            6             6                23              2            1.5                7          16.575            6.05        N                             0               0
      1008848241            6             6                35              2            1.5                7          15.938            6.05        N                             0               0
      1008730689            6             6                23              2            1.5                7          15.675             5.9        N                             0               0
      1008359313            6             6                35              2            1.5                7            15.6             6.3        N                             0               0
      1008612325            6             6                35              2            1.5                7          16.315            5.95        N                             0               0
      1008610782            6             6                23              2            1.5                7          15.525            6.05        N                             0               0
      1008698073            6             6                35              2            1.5                7            16.6            6.45        N                             0               0
      1008948035            6             6                35              2            1.5                7            15.8            5.95        N                             0               0
      1008388862            6             6                34              2            1.5                7          16.325             6.3        N                             0               0
      1007323737            6             6                20            1.5            1.5                7            17.1             6.3        N                             0               0
      1008859559            6             6                23              2            1.5                7          15.475            5.95        N                             0               0
      1008032504            6             6                33            1.5            1.5                7          15.875            6.05        N                             0               0
      1008069877            6             6                34              2            1.5                7           14.35            5.95        N                             0               0
      1008893290            6             6                23              2            1.5                7          15.975            6.15        N                             0               0
      1008775907            6             6                34              2            1.5                7          15.475             6.3        N                             0               0
      1008402472            0             0                 0              0              0                0               0               0        N                             0               0
      1008606822            6             6                23              2            1.5                7           15.75            5.95        N                             0               0
      1008547236            0             0                 0              0              0                0               0               0        N                             0               0
      1009021006            6             6                23              2            1.5                7          15.975            5.95        N                             0               0
      1008687147            0             0                 0              0              0                0               0               0        N                             0               0
      1007156114            0             0                 0              0              0                0               0               0        N                             0               0
      1008537522            0             0                 0              0              0                0               0               0        N                             0               0
      1008640893            6             6                35              1              1                6            14.6            6.05        N                             0               0
      1008429042            0             0                 0              0              0                0               0               0        N                             0               0
      1008210250            0             0                 0              0              0                0               0               0        N                             0               0
      1008008844            0             0                 0              0              0                0               0               0        N                             0               0
      1008238418            6             6                34              2            1.5                7           16.05             6.3        N                             0               0
      1008236367            6             6                34              2            1.5                7          15.925            6.05        N                             0               0
      1008437989            6             6                22              2            1.5                7          14.325            6.05        N                             0               0
      1008146124            6             6                22              1              1                6           14.45            5.95        N                             0               0
      1008566820            6             6                22              2            1.5                7            16.2            6.45        N                             0               0
      1008852690            6             6                23              2            1.5                7           15.25            6.05        N                             0               0
      1007208540            0             0                 0              0              0                0               0               0        N                             0               0
      1008827576            6             6                23              2            1.5                7          14.225            6.05        N                             0               0
      1007581672            0             0                 0              0              0                0               0               0        N                             0               0
      1008680242            6             6                34              2            1.5                7           15.95            6.05        N                             0               0
      1008225020            0             0                 0              0              0                0               0               0        N                             0               0
      1007997778            0             0                 0              0              0                0               0               0        N                             0               0
      1008402935            6             6                34              2            1.5                7           14.65            5.95        N                             0               0
      1008343303            6             6                23              2            1.5                7              16            6.05        N                             0               0
      1008525376            6             6                23              2            1.5                7           15.35            6.45        N                             0               0
      1009054836            6             6                23              2            1.5                7          15.725            6.05        N                             0               0
      1008214390            0             0                 0              0              0                0               0               0        N                             0               0
      1007901522            6             6                22            1.5            1.5                7            15.6            6.05        N                             0               0
      1007900462            0             0                 0              0              0                0               0               0        N                             0               0
      1008292055            0             0                 0              0              0                0               0               0        N                             0               0
      1008178394            6             6                22              2            1.5                7            14.9            6.05        N                             0               0
      1008584739            0             0                 0              0              0                0               0               0        N                             0               0
      1008089800            0             0                 0              0              0                0               0               0        N                             0               0
      1008485365            6             6                35              2            1.5                7          15.675            6.05        N                             0               0
      1008317555            6             6                22              2            1.5                7          15.675            6.05        N                             0               0
      1008333680            6             6                22              2            1.5                7           16.45            7.35        N                             0               0
      1008688663            6             6                35              2            1.5                7          15.588            6.05        N                             0               0
      1008612726            0             0                 0              0              0                0               0               0        N                             0               0
      1008964579            6             6                35              2            1.5                7          17.625             6.3        N                             0               0
      1008643756            6             6                23              2            1.5                7           15.55            6.05        N                             0               0
      1008678610            6             6                23              2            1.5                7           17.75            7.35        N                             0               0
      1008722199            6             6                23              2            1.5                7          17.225            6.45        N                             0               0
      1008853154            6             6                23              2            1.5                7          15.963            6.15        N                             0               0
      1008752085            6             6                23              2            1.5                7            16.1             6.7        N                             0               0
      1007595033            0             0                 0              0              0                0               0               0        N                             0               0
      1008286856            0             0                 0              0              0                0               0               0        N                             0               0
      1008068921            0             0                 0              0              0                0               0               0        N                             0               0
      1008472716            6             6                22              2            1.5                7           18.15            7.35        N                             0               0
      1008235527            6             6                23              2            1.5                7           14.75            6.05        N                             0               0
      1008853671            6             6                23              2            1.5                7          16.575            6.05        N                             0               0
      1009011936            6             6                35              2            1.5                7            14.7            6.05        N                             0               0
      1008792988            6             6                35              2            1.5                7          15.575            5.95        N                             0               0
      1008772722            6             6                35              2            1.5                7          16.075            5.95        N                             0               0
      1008837565            6             6                35              2            1.5                7           15.95            6.05        N                             0               0
      1007743132            6             6                21            1.5            1.5                7            17.1             6.3        N                             0               0
      1007929940            6             6                33            1.5            1.5                7          16.425            5.95        N                             0               0
      1008580181            6             6                34              2            1.5                7          16.125             6.3        N                             0               0
      1008691944            6             6                34              2            1.5                7           16.85            6.05        N                             0               0
      1008450035            0             0                 0              0              0                0               0               0        N                             0               0
      1008987849            6             6                23              2            1.5                7           17.15            6.05        N                             0               0
      1008806740            6             6                35              2            1.5                7           14.95            5.95        N                             0               0
      1008858480            6             6                23              2            1.5                7          14.775            6.15        N                             0               0
      1008813830            6             6                23              2            1.5                7          16.775             6.3        N                             0               0
      1009055844            6             6                35              2            1.5                7           15.35            6.25        N                             0               0
      1008382653            6             6                34              2            1.5                7           16.65             6.3        N                             0               0
      1008757945            6             6                35              2            1.5                7          16.675             6.3        N                             0               0
      1008853074            6             6                23              2            1.5                7          17.425            5.95        N                             0               0
      1008579503            6             6                34              2            1.5                7            15.9            6.05        N                             0               0
      1008834461            6             6                23              2            1.5                7            15.5            6.05        N                             0               0
      1008900451            6             6                35              2            1.5                7            17.1             7.3        N                             0               0
      1009017912            6             6                23              2            1.5                7          15.775            5.95        N                             0               0
      1008937797            6             6                35              2            1.5                7          15.713            5.95        N                             0               0
      1008610416            6             6                35              2            1.5                7           16.15            6.25        N                             0               0
      1008845379            6             6                23              2            1.5                7          15.525            6.05        N                             0               0
      1008671154            6             6                34              2            1.5                7           17.35            6.05        N                             0               0
      1008552755            6             6                34              2            1.5                7           16.65            7.35        N                             0               0
      1008401008            6             6                34              2            1.5                7            16.2             6.3        N                             0               0
      1008644559            6             6                22              2            1.5                7           16.45             6.3        N                             0               0
      1009000421            6             6                23              2            1.5                7          14.675            5.95        N                             0               0
      1008315236            6             6                23              2            1.5                7            16.5            6.05        N                             0               0
      1008687281            6             6                34              2            1.5                7          16.075            5.95        N                             0               0
      1008828673            6             6                23              2            1.5                7          15.525            6.15        N                             0               0
      1006579464            6             6                20            1.5            1.5                7           16.55            6.05        N                             0               0
      1008706723            6             6                22              2            1.5                7          14.525            6.05        N                             0               0
      1008197667            6             6                23              2            1.5                7           17.95            5.95        N                             0               0
      1009008405            6             6                23              2            1.5                7          15.825            6.05        N                             0               0
      1008724598            6             6                23              2            1.5                7          16.488            6.05        N                             0               0
      1008623144            6             6                34              2            1.5                7          14.925            6.25        N                             0               0
      1008747029            6             6                34              2            1.5                7           16.65            6.75        N                             0               0
      1008679717            6             6                34              2            1.5                7           15.55            5.95        N                             0               0
      1008611665            0             0                 0              0              0                0               0               0        N                             0               0
      1008640919            0             0                 0              0              0                0               0               0        N                             0               0
      1008746315            6             6                23              2            1.5                7          16.375             6.3        N                             0               0
      1008580485            6             6                34              2            1.5                7          16.125             6.3        N                             0               0
      1008361006            6             6                22              2            1.5                7           15.85            6.05        N                             0               0
      1008130159            0             0                 0              0              0                0               0               0        N                             0               0
      1008470763            6             6                34              2            1.5                7            14.8             6.3        N                             0               0
      1008881472            6             6                35              2            1.5                7           14.15            6.05        N                             0               0
      1007422194            0             0                 0              0              0                0               0               0        N                             0               0
      1008504335            6             6                22              2            1.5                7          17.675            7.35        N                             0               0
      1008779093            6             6                23              2            1.5                7          15.525             6.3        N                             0               0
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      1008905027            6             6                23              2            1.5                7          17.125            5.95        N                             0               0
      1008129063            6             6                21              2            1.5                7          15.825            6.55        N                             0               0
      1008464039            6             6                22              2            1.5                7          14.775             6.3        N                             0               0
      1008561969            6             6                22              2            1.5                7            14.3            5.95        N                             0               0
      1008976003            6             6                23              2            1.5                7              15            6.05        N                             0               0
      1008930044            0             0                 0              0              0                0               0               0        N                             0               0
      1008492856            6             6                22              2            1.5                7          16.025            5.95        N                             0               0
      1009046329            0             0                 0              0              0                0               0               0        N                             0               0
      1008416243            6             6                23              2            1.5                7           15.75             6.3        N                             0               0
      1009098326            6             6                23              2            1.5                7           14.65            5.95        N                             0               0
      1008993761            0             0                 0              0              0                0               0               0        N                             0               0
      1008833845            6             6                23              2            1.5                7          14.925            6.05        N                             0               0
      1008777683            6             6                23              2            1.5                7          14.175            6.05        N                             0               0
      1008344874            0             0                 0              0              0                0               0               0        N                             0               0
      1008959567            6             6                23              2            1.5                7           15.45            6.15        N                             0               0
      1007729443            0             0                 0              0              0                0               0               0        N                             0               0
      1008991923            6             6                23              2            1.5                7           15.45            6.15        N                             0               0
      1008878994            6             6                23              2            1.5                7           13.75            5.95        N                             0               0
      1008943281            6             6                23              2            1.5                7           14.15            5.95        N                             0               0
      1008652040            6             6                23              2            1.5                7           14.05            6.15        N                             0               0
      1008879813            6             6                23              2            1.5                7          16.325            6.15        N                             0               0
      1008754261            6             6                23              2            1.5                7            17.4            6.75        N                             0               0
      1008807357            6             6                23              2            1.5                7          15.075            6.75        N                             0               0
      1008775872            6             6                23              2            1.5                7            16.4            6.05        N                             0               0
      1008613280            6             6                22              2            1.5                7          14.925             6.3        N                             0               0
      1008735853            6             6                23              2            1.5                7           15.75            5.95        N                             0               0
      1008871447            0             0                 0              0              0                0               0               0        N                             0               0
      1009058510            6             6                23              2            1.5                7           15.99            6.25        N                             0               0
      1008993306            6             6                23              2            1.5                7            16.2             6.3        N                             0               0
      1008706750            6             6                23              2            1.5                7            16.5            6.45        N                             0               0
      1008621869            6             6                22              2            1.5                7           15.45             6.3        N                             0               0
      1008903911            6             6                23              2            1.5                7          15.525            6.05        N                             0               0
      1008612192            6             6                23              2            1.5                7           14.65            6.15        N                             0               0
      1008843665            6             6                23              2            1.5                7            15.7            6.15        N                             0               0
      1008774105            6             6                23              2            1.5                7            13.8             6.3        N                             0               0
      1008966345            6             6                23              2            1.5                7           15.99            6.05        N                             0               0
      1008273959            6             6                22              2            1.5                7           14.45            5.95        N                             0               0
      1008277296            6             6                23              2            1.5                7            14.8             6.3        N                             0               0
      1008985262            6             6                23              2            1.5                7           15.75            5.95        N                             0               0
      1008863928            6             6                23              2            1.5                7          14.275            6.05        N                             0               0
      1008891425            0             0                 0              0              0                0               0               0        N                             0               0
      1009084670            6             6                23              2            1.5                7           16.65            5.95        N                             0               0
      1008283840            0             0                 0              0              0                0               0               0        N                             0               0
      1008881098            0             0                 0              0              0                0               0               0        N                             0               0
      1008964258            6             6                23              2            1.5                7           14.49             6.5        N                             0               0
      1008879564            6             6                23              2            1.5                7          16.375             6.3        N                             0               0
      1008582768            6             6                23              2            1.5                7           14.65            6.15        N                             0               0
      1008448343            6             6                22              2            1.5                7              15             6.3        N                             0               0
      1008882462            0             0                 0              0              0                0               0               0        N                             0               0
      1008495826            6             6                23              2            1.5                7          14.925            6.15        N                             0               0
      1008939036            6             6                23              2            1.5                7           15.65            6.15        N                             0               0
      1008966620            6             6                23              2            1.5                7            15.9            6.05        N                             0               0
      1008712645            6             6                22            1.5            1.5                7           15.99             6.3        N                             0               0
      1008234298            0             0                 0              0              0                0               0               0        N                             0               0
      1008876077            6             6                23              2            1.5                7            14.4             6.3        N                             0               0
      1008942291            6             6                23              2            1.5                7          15.125            6.15        N                             0               0
      1008699517            6             6                22              2            1.5                7            16.3             6.3        N                             0               0
      1008913447            6             6                23              2            1.5                7          15.425            5.95        N                             0               0
      1008654039            6             6                23              2            1.5                7          14.025             5.9        N                             0               0
      1008968414            0             0                 0              0              0                0               0               0        N                             0               0
      1008989561            0             0                 0              0              0                0               0               0        N                             0               0
      1008848722            6             6                23              2            1.5                7            14.1            5.95        N                             0               0
      1008898801            6             6                23              2            1.5                7           14.65            6.05        N                             0               0
      1008522315            6             6                22              2            1.5                7           14.99            6.15        N                             0               0
      1008687183            6             6                23              2            1.5                7          13.725            5.95        N                             0               0
      1008750176            6             6                23              2            1.5                7            14.9            6.15        N                             0               0
      1008311481            6             6                22              2            1.5                7           13.99            6.15        N                             0               0
      1006910239            0             0                 0              0              0                0               0               0        N                             0               0
      1007401171            6             6                20            1.5            1.5                7          16.975             6.3        N                             0               0
      1008740473            6             6                23              2            1.5                7           15.65             6.3        N                             0               0
      1008899766            6             6                23              2            1.5                7            14.6            6.05        N                             0               0
      1008419963            6             6                22              2            1.5                7            14.3            5.95        N                             0               0
      1008942656            6             6                23              2            1.5                7           16.35             6.3        N                             0               0
      1006999395            6             6                19            1.5            1.5                7          16.875            5.95        N                             0               0
      1009050126            0             0                 0              0              0                0               0               0        N                             0               0
      1006852845            0             0                 0              0              0                0               0               0        N                             0               0
      1008136082            0             0                 0              0              0                0               0               0        N                             0               0
      1008839643            6             6                23              2            1.5                7            14.3            6.55        N                             0               0
      1008820136            6             6                23              2            1.5                7          15.275            6.05        N                             0               0
      1008661129            6             6                23              2            1.5                7          16.475             6.3        N                             0               0
      1008782631            6             6                23              2            1.5                7            16.8            6.25        N                             0               0
      1008873196            6             6                23              2            1.5                7           16.55             6.3        N                             0               0
      1008768336            6             6                23              2            1.5                7           13.35            6.05        N                             0               0
      1008924453            6             6                23              2            1.5                7          15.475            5.95        N                             0               0
      1008045206            6             6                22              2            1.5                7            14.6            5.95        N                             0               0
      1009171102            6             6                23              2            1.5                7          14.675            6.15        N                             0               0
      1008589583            6             6                23              2            1.5                7          15.525            6.05        N                             0               0
      1008758052            6             6                22              2            1.5                7           16.99            6.55        N                             0               0
      1008601319            6             6                23              2            1.5                7           14.65            6.05        N                             0               0


     LOANID             LOOKBACK          TIMES30         TIMES60          TIMES90         NXTDUEDATE          DAYSLATE         NETRATE         ARMORFIX          AMORTTERM         TEASER          PPPTERM                  PPPCODE
     ------             --------          -------         -------          -------         ----------          --------         -------         --------          ---------         ------          -------                  -------
      1008835941               45                0               0                0            9/1/2006                0           8.535        A                        480             24               24       24_0_0_N_1_0_1_1
      1008686932               45                0               0                0            9/1/2006                0           8.485        A                        360             36               36       36_0_0_N_1_0_1_1
      1008747136               45                0               0                0            9/1/2006                0            9.06        A                        360             24               24       24_0_0_N_1_0_1_1
      1008848241               45                0               0                0           10/1/2006                0           8.423        A                        360             36               36       36_0_0_N_1_0_1_1
      1008730689               45                0               0                0           10/1/2006                0            8.16        A                        360             24                0       0_100_0_N_0_0_0_1
      1008359313               45                0               0                0            9/1/2006                0           8.085        A                        360             36               36       36_0_0_N_2_0_2_1
      1008612325               45                0               0                0           10/1/2006                0             8.8        A                        360             36                0       0_100_0_N_0_0_0_1
      1008610782               45                0               0                0            9/1/2006                0            8.01        A                        360             24               24       24_20_6_N_0_0_0_1
      1008698073               45                0               0                0            9/1/2006                0           9.085        A                        480             36                0       0_100_0_N_0_0_0_1
      1008948035               45                0               0                0           10/1/2006                0           8.285        A                        360             36                0       0_100_0_N_0_0_0_1
      1008388862               45                0               0                0            9/1/2006                0            8.81        A                        360             36               36       36_20_6_N_0_0_0_1
      1007323737               45                0               0                0            9/1/2006                0           9.585        A                        480             24               24       24_0_0_N_1_0_1_1
      1008859559               45                0               0                0            9/1/2006                0            7.96        A                        480             24               24       24_20_6_N_0_0_0_1
      1008032504               45                0               0                0            9/1/2006                0            8.36        A                        360             36               36       36_0_0_N_5_1_1_12
      1008069877               45                0               0                0           10/1/2006                0           6.835        A                        480             36               36       36_20_6_N_0_0_0_1
      1008893290               45                0               0                0           10/1/2006                0            8.46        A                        360             24               24       24_20_6_N_0_0_0_1
      1008775907               45                0               0                0            9/1/2006                0            7.96        A                        360             36               36       36_0_0_N_5_1_1_12
      1008402472                0                0               0                0            9/1/2006                0           9.285        F                        360              0                0       0_100_0_N_0_0_0_1
      1008606822               45                0               0                0            9/1/2006                0           8.235        A                        360             24               24       24_0_0_N_1_0_1_1
      1008547236                0                0               0                0            9/1/2006                0          11.935        F                        360              0                0       0_100_0_N_0_0_0_1
      1009021006               45                0               0                0            9/1/2006                0            8.46        A                        480             24               24       24_20_6_N_0_0_0_1
      1008687147                0                0               0                0            9/1/2006                0          12.135        F                        360              0                0       0_100_0_N_0_0_0_1
      1007156114                0                0               0                0            9/1/2006                0          11.985        F                        360              0                0       0_100_0_N_0_0_0_1
      1008537522                0                0               0                0            9/1/2006                0          11.885        F                        360              0                0       0_100_0_N_0_0_0_1
      1008640893               45                0               0                0           10/1/2006                0           8.085        A                        360             36                0       0_100_0_N_0_0_0_1
      1008429042                0                0               0                0            9/1/2006                0          11.785        F                        360              0               24       24_20_6_N_0_0_0_1
      1008210250                0                0               0                0            9/1/2006                0          10.985        F                        360              0               36       36_20_6_N_0_0_0_1
      1008008844                0                0               0                0            9/1/2006                0           8.585        F                        360              0               36       36_20_6_N_0_0_0_1
      1008238418               45                0               0                0           10/1/2006                0           8.535        A                        360             36               36       36_20_6_N_0_0_0_1
      1008236367               45                0               0                0            9/1/2006                0            8.41        A                        480             36               36       36_0_0_N_2_0_2_1
      1008437989               45                0               0                0            9/1/2006                0            6.81        A                        360             24               24       24_20_6_N_0_0_0_1
      1008146124               45                0               0                0            9/1/2006                0           7.935        A                        360             24                0       0_100_0_N_0_0_0_1
      1008566820               45                0               0                0            9/1/2006                0           8.685        A                        360             24               24       24_0_0_N_5_1_1_12
      1008852690               45                0               0                0            9/1/2006                0           7.735        A                        360             24               24       24_20_6_N_0_0_0_1
      1007208540                0                0               0                0            9/1/2006                0          11.535        F                        360              0                0       0_100_0_N_0_0_0_1
      1008827576               45                0               0                0            9/1/2006                0            6.71        A                        480             24               24       24_0_0_N_5_1_1_12
      1007581672                0                0               0                0            9/1/2006                0           8.885        F                        360              0                0       0_100_0_N_0_0_0_1
      1008680242               45                0               0                0            9/1/2006                0           8.435        A                        480             36               36       36_0_0_N_1_0_1_1
      1008225020                0                0               0                0            9/1/2006                0          12.435        F                        360              0               24       24_0_0_N_2_0_2_1
      1007997778                0                0               0                0            9/1/2006                0          11.735        F                        360              0               36       36_0_0_N_5_1_1_12
      1008402935               45                0               0                0            9/1/2006                0           7.135        A                        360             36               36       36_20_6_N_0_0_0_1
      1008343303               45                0               0                0           10/1/2006                0           8.485        A                        360             24               24       24_20_6_N_0_0_0_1
      1008525376               45                0               0                0            9/1/2006                0           7.835        A                        360             24               24       24_0_0_N_2_0_2_1
      1009054836               45                0               0                0           10/1/2006                0            8.21        A                        360             24               24       24_0_2_N_0_0_0_1
      1008214390                0                0               0                0            9/1/2006                0           9.285        F                        360              0                0       0_100_0_N_0_0_0_1
      1007901522               45                0               0                0           10/1/2006                0           8.085        A                        360             24               24       24_20_6_N_0_0_0_1
      1007900462                0                0               0                0            9/1/2006                0          11.935        F                        360              0               24       24_20_6_N_0_0_0_1
      1008292055                0                0               0                0            9/1/2006                0           9.285        F                        360              0                0       0_100_0_N_0_0_0_1
      1008178394               45                0               0                0           10/1/2006                0           7.385        A                        360             24                0       0_100_0_N_0_0_0_1
      1008584739                0                0               0                0            9/1/2006                0          12.185        F                        360              0               12       12_0_0_N_1_0_1_1
      1008089800                0                0               0                0           10/1/2006                0           9.285        F                        360              0                0       0_100_0_N_0_0_0_1
      1008485365               45                0               0                0           10/1/2006                0            8.16        A                        360             36               36       36_20_6_N_0_0_0_1
      1008317555               45                0               0                0            9/1/2006                0            8.16        A                        360             24                0       0_100_0_N_0_0_0_1
      1008333680               45                0               0                0           11/1/2006                0           8.935        A                        360             24               24       24_20_6_N_0_0_0_1
      1008688663               45                0               0                0            9/1/2006                0           8.073        A                        360             36               12       12_0_0_N_1_0_1_1
      1008612726                0                0               0                0            9/1/2006                0           9.285        F                        360              0                0       0_100_0_N_0_0_0_1
      1008964579               45                0               0                0            9/1/2006                0           10.11        A                        480             36                0       0_100_0_N_0_0_0_1
      1008643756               45                0               0                0            9/1/2006                0           8.035        A                        360             24               24       24_0_0_N_5_1_1_12
      1008678610               45                0               0                0           10/1/2006                0          10.235        A                        480             24               24       24_0_0_N_5_1_1_12
      1008722199               45                0               0                0            9/1/2006                0            9.71        A                        360             24               24       24_0_0_N_1_0_1_1
      1008853154               45                0               0                0           10/1/2006                0           8.448        A                        480             24               24       24_20_6_N_0_0_0_1
      1008752085               45                0               0                0           10/1/2006                0           8.585        A                        480             24                0       0_100_0_N_0_0_0_1
      1007595033                0                0               0                0            9/1/2006                0          11.035        F                        360              0                0       0_100_0_N_0_0_0_1
      1008286856                0                0               0                0           10/1/2006                0           7.985        F                        360              0               24       24_20_6_N_0_0_0_1
      1008068921                0                0               0                0           10/1/2006                0          11.535        F                        360              0                0       0_100_0_N_0_0_0_1
      1008472716               45                0               0                0            9/1/2006                0          10.635        A                        360             24               24       24_0_0_N_5_1_1_12
      1008235527               45                0               0                0            9/1/2006                0           7.235        A                        360             24                0       0_100_0_N_0_0_0_1
      1008853671               45                0               0                0           10/1/2006                0            9.06        A                        360             24               24       24_20_6_N_0_0_0_1
      1009011936               45                0               0                0            9/1/2006                0           7.185        A                        360             36               36       36_20_6_N_0_0_0_1
      1008792988               45                0               0                0            9/1/2006                0            8.06        A                        360             36               36       36_0_0_N_2_0_2_1
      1008772722               45                0               0                0            9/1/2006                0            8.56        A                        480             36               36       36_0_2_N_0_0_0_1
      1008837565               45                0               0                0           10/1/2006                0           8.435        A                        360             36                0       0_100_0_N_0_0_0_1
      1007743132               45                0               0                0            9/1/2006                0           9.585        A                        480             24                0       0_100_0_N_0_0_0_1
      1007929940               45                0               0                0            9/1/2006                0            8.91        A                        360             36               36       36_20_6_N_0_0_0_1
      1008580181               45                0               0                0           10/1/2006                0            8.61        A                        480             36               36       36_0_0_N_5_0_5_1
      1008691944               45                0               0                0            9/1/2006                0           9.335        A                        480             36               36       36_20_6_N_0_0_0_1
      1008450035                0                0               0                0           10/1/2006                0          11.935        F                        360              0               24       24_0_0_N_1_0_1_1
      1008987849               45                0               0                0            9/1/2006                0           9.635        A                        360             24                0       0_100_0_N_0_0_0_1
      1008806740               45                0               0                0            9/1/2006                0           7.435        A                        360             36                0       0_100_0_N_0_0_0_1
      1008858480               45                0               0                0           10/1/2006                0            7.26        A                        360             24               24       24_20_6_N_0_0_0_1
      1008813830               45                0               0                0            9/1/2006                0            9.26        A                        360             24               12       12_20_6_N_0_0_0_1
      1009055844               45                0               0                0            9/1/2006                0           7.835        A                        360             36               36       36_0_0_N_5_1_1_12
      1008382653               45                0               0                0            9/1/2006                0           9.135        A                        360             36               36       36_0_0_N_1_0_1_1
      1008757945               45                0               0                0           10/1/2006                0            9.16        A                        360             36               36       36_20_6_N_0_0_0_1
      1008853074               45                0               0                0            9/1/2006                0            9.91        A                        360             24                0       0_100_0_N_0_0_0_1
      1008579503               45                0               0                0            9/1/2006                0           8.385        A                        360             36               36       36_20_6_N_0_0_0_1
      1008834461               45                0               0                0            9/1/2006                0           7.985        A                        360             24               24       24_0_0_N_2_0_2_1
      1008900451               45                0               0                0            9/1/2006                0           9.585        A                        360             36                0       0_100_0_N_0_0_0_1
      1009017912               45                0               0                0            9/1/2006                0            8.26        A                        480             24               12       12_20_6_N_0_0_0_1
      1008937797               45                0               0                0           10/1/2006                0           8.198        A                        360             36                0       0_100_0_N_0_0_0_1
      1008610416               45                0               0                0            9/1/2006                0           8.635        A                        480             36               36       36_0_0_N_1_0_1_1
      1008845379               45                0               0                0           10/1/2006                0            8.01        A                        360             24               24       24_20_6_N_0_0_0_1
      1008671154               45                0               0                0            9/1/2006                0           9.835        A                        360             36                0       0_100_0_N_0_0_0_1
      1008552755               45                0               0                0            9/1/2006                0           9.135        A                        360             36                0       0_100_0_N_0_0_0_1
      1008401008               45                0               0                0            9/1/2006                0           8.685        A                        360             36               36       36_0_0_N_5_1_1_12
      1008644559               45                0               0                0            9/1/2006                0           8.935        A                        480             24               24       24_0_0_N_1_0_1_1
      1009000421               45                0               0                0            9/1/2006                0            7.16        A                        480             24               24       24_20_6_N_0_0_0_1
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      1008837066               45                0               0                0            9/1/2006                0            7.51        A                        480             24               24       24_20_6_N_0_0_0_1
      1008909915               45                0               0                0           10/1/2006                0            6.11        A                        480             24               24       24_20_6_N_0_0_0_1
      1008950138                0                0               0                0            9/1/2006                0           5.885        F                        360              0               36       36_33.3_2_N_0_0_0_1
      1008978715                0                0               0                0           10/1/2006                0            6.31        F                        360              0               36       36_20_6_N_0_0_0_1
      1009151696               45                0               0                0            9/1/2006                0            6.06        A                        480             24               24       24_20_6_N_0_0_0_1
      1009034421               45                0               0                0            9/1/2006                0           6.885        A                        480             24               24       24_0_0_N_2_0_2_1
      1008601596               45                0               0                0            9/1/2006                0           8.185        A                        480             24               24       24_20_6_N_0_0_0_1
      1008937591               45                0               0                0            9/1/2006                0            7.31        A                        480             24                0       0_100_0_N_0_0_0_1
      1008987279               45                0               0                0           10/1/2006                0            6.36        A                        480             24               24       24_20_6_N_0_0_0_1
      1009015059               45                0               0                0           10/1/2006                0           7.475        A                        480             24               24       24_20_6_N_0_0_0_1
      1009038445               45                0               0                0            9/1/2006                0            8.11        A                        480             24                0       0_100_0_N_0_0_0_1
      1009012784               45                0               0                0           10/1/2006                0           7.785        A                        480             24               12       12_20_6_N_0_0_0_1
      1008096918               45                0               0                0           10/1/2006                0            8.46        A                        480             24                0       0_100_0_N_0_0_0_1
      1008882890               45                0               0                0            9/1/2006                0            6.31        A                        480             24               24       24_20_6_N_0_0_0_1
      1008960047                0                0               0                0            9/1/2006                0           6.085        F                        480              0               12       12_20_6_N_0_0_0_1
      1008985342               45                0               0                0            9/1/2006                0           6.885        A                        480             24                0       0_100_0_N_0_0_0_1
      1008338355               45                0               0                0            9/1/2006                0           7.885        A                        480             24               24       24_20_6_N_0_0_0_1
      1008751718               45                0               0                0            9/1/2006                0           8.085        A                        360             24               24       24_20_6_N_0_0_0_1
      1008916373               45                0               0                0           10/1/2006                0            7.96        A                        360             24               12       12_20_6_N_0_0_0_1
      1007299309               45                0               0                0            9/1/2006                0           8.035        A                        480             24               24       24_20_6_N_0_0_0_1
      1008836487               45                0               0                0            9/1/2006                0            6.86        A                        480             24               24       24_20_6_N_0_0_0_1
      1008806349               45                0               0                0            9/1/2006                0            7.11        A                        480             24               24       24_20_6_N_0_0_0_1
      1009023273                0                0               0                0            9/1/2006                0           5.985        F                        480              0               36       36_20_6_N_0_0_0_1
      1008485169               45                0               0                0           10/1/2006                0           5.485        A                        480             24               24       24_0_0_N_5_1_1_12
      1008969887               45                0               0                0            9/1/2006                0           8.335        A                        360             24               24       24_20_6_N_0_0_0_1
      1008986911               45                0               0                0            9/1/2006                0           9.285        A                        480             24                0       0_100_0_N_0_0_0_1
      1009075564               45                0               0                0            9/1/2006                0          10.085        A                        480             24                0       0_100_0_N_0_0_0_1
      1008618043               45                0               0                0            9/1/2006                0            8.81        A                        360             24               12       12_20_6_N_0_0_0_1
      1008872810               45                0               0                0           10/1/2006                0           7.635        A                        480             24                0       0_100_0_N_0_0_0_1
      1008517054               45                0               0                0            9/1/2006                0           7.485        A                        480             24               24       24_20_6_N_0_0_0_1
      1009055023               45                0               0                0            9/1/2006                0            6.86        A                        480             24               24       24_20_6_N_0_0_0_1
      1008906062               45                0               0                0           10/1/2006                0            8.96        A                        480             24                0       0_100_0_N_0_0_0_1
      1008568472               45                0               0                0            9/1/2006                0           7.485        A                        480             24               24       24_20_6_N_0_0_0_1
      1007619384               45                0               0                0           10/1/2006                0            9.01        A                        480             24                0       0_100_0_N_0_0_0_1
      1008044831               45                0               0                0            9/1/2006                0            8.66        A                        480             24                0       0_100_0_N_0_0_0_1
      1008843692               45                0               0                0            9/1/2006                0           9.175        A                        480             24               24       24_20_6_N_0_0_0_1
      1008791113               45                0               0                0           10/1/2006                0           7.885        A                        480             24               24       24_20_6_N_0_0_0_1
      1008637503               45                0               0                0            9/1/2006                0           5.635        A                        480             24               24       24_20_6_N_0_0_0_1
      1008992851               45                0               0                0           10/1/2006                0            9.46        A                        480             24               12       12_20_6_N_0_0_0_1
      1009039756               45                0               0                0            9/1/2006                0            8.11        A                        480             24               24       24_20_6_N_0_0_0_1
      1008885566               45                0               0                0            9/1/2006                0           7.335        A                        480             24               24       24_20_6_N_0_0_0_1
      1008691329               45                0               0                0            9/1/2006                0            6.81        A                        480             24               24       24_20_6_N_0_0_0_1
      1008904153               45                0               0                0            9/1/2006                0           8.485        A                        480             24                0       0_100_0_N_0_0_0_1
      1008599144               45                0               0                0            9/1/2006                0            7.86        A                        480             24               24       24_20_6_N_0_0_0_1
      1008876576               45                0               0                0            9/1/2006                0           7.835        A                        480             24                0       0_100_0_N_0_0_0_1
      1008704495               45                0               0                0            9/1/2006                0            6.91        A                        480             24               24       24_20_6_N_0_0_0_1
      1008798900               45                0               0                0            9/1/2006                0           6.835        A                        360             24               24       24_20_6_N_0_0_0_1
      1008196677                0                0               0                0           10/1/2006                0            8.26        F                        360              0                0       0_100_0_N_0_0_0_1
      1007971714               45                0               0                0            9/1/2006                0           7.885        A                        480             24               24       24_20_6_N_0_0_0_1
      1008905027               45                0               0                0            9/1/2006                0            9.61        A                        480             24               12       12_20_6_N_0_0_0_1
      1008129063               45                0               0                0            9/1/2006                0            8.31        A                        480             24               24       24_20_6_N_0_0_0_1
      1008464039               45                0               0                0            9/1/2006                0            7.26        A                        480             24               24       24_20_6_N_0_0_0_1
      1008561969               45                0               0                0            9/1/2006                0           6.785        A                        480             24               24       24_20_6_N_0_0_0_1
      1008976003               45                0               0                0           10/1/2006                0           7.485        A                        480             24               24       24_20_6_N_0_0_0_1
      1008930044                0                0               0                0            9/1/2006                0           6.485        F                        480              0               12       12_20_6_N_0_0_0_1
      1008492856               45                0               0                0            9/1/2006                0            8.51        A                        360             24               12       12_20_6_N_0_0_0_1
      1009046329                0                0               0                0            9/1/2006                0            6.76        F                        360              0                0       0_100_0_N_0_0_0_1
      1008416243               45                0               0                0            9/1/2006                0           8.235        A                        480             24                0       0_100_0_N_0_0_0_1
      1009098326               45                0               0                0            9/1/2006                0           7.135        A                        480             24               24       24_20_6_N_0_0_0_1
      1008993761                0                0               0                0           10/1/2006                0           6.735        F                        480              0                0       0_100_0_N_0_0_0_1
      1008833845               45                0               0                0            9/1/2006                0            7.41        A                        480             24               24       24_33.3_2_N_0_0_0_1
      1008777683               45                0               0                0            9/1/2006                0            6.66        A                        480             24               24       24_20_6_N_0_0_0_1
      1008344874                0                0               0                0            9/1/2006                0            6.36        F                        480              0               36       36_20_6_N_0_0_0_1
      1008959567               45                0               0                0            9/1/2006                0           7.935        A                        480             24                0       0_100_0_N_0_0_0_1
      1007729443                0                0               0                0            9/1/2006                0           6.135        F                        360              0               36       36_20_6_N_0_0_0_1
      1008991923               45                0               0                0            9/1/2006                0           7.935        A                        480             24                0       0_100_0_N_0_0_0_1
      1008878994               45                0               0                0            9/1/2006                0           6.235        A                        360             24               24       24_20_6_N_0_0_0_1
      1008943281               45                0               0                0            9/1/2006                0           6.635        A                        360             24               24       24_20_6_N_0_0_0_1
      1008652040               45                0               0                0           10/1/2006                0           6.535        A                        360             24               24       24_20_6_N_0_0_0_1
      1008879813               45                0               0                0            9/1/2006                0            8.81        A                        480             24                0       0_100_0_N_0_0_0_1
      1008754261               45                0               0                0            9/1/2006                0           9.885        A                        480             24                0       0_100_0_N_0_0_0_1
      1008807357               45                0               0                0            9/1/2006                0            7.56        A                        480             24               24       24_20_6_N_0_0_0_1
      1008775872               45                0               0                0            9/1/2006                0           8.885        A                        360             24                0       0_100_0_N_0_0_0_1
      1008613280               45                0               0                0            9/1/2006                0            7.41        A                        480             24               24       24_20_6_N_0_0_0_1
      1008735853               45                0               0                0            9/1/2006                0           8.235        A                        480             24               24       24_20_6_N_0_0_0_1
      1008871447                0                0               0                0            9/1/2006                0           5.985        F                        480              0               12       12_20_6_N_0_0_0_1
      1009058510               45                0               0                0            9/1/2006                0           8.475        A                        480             24               24       24_20_6_N_0_0_0_1
      1008993306               45                0               0                0            9/1/2006                0           8.685        A                        480             24               24       24_20_6_N_0_0_0_1
      1008706750               45                0               0                0            9/1/2006                0           8.985        A                        480             24               24       24_20_6_N_0_0_0_1
      1008621869               45                0               0                0            9/1/2006                0           7.935        A                        480             24               24       24_20_6_N_0_0_0_1
      1008903911               45                0               0                0            9/1/2006                0            8.01        A                        480             24                0       0_100_0_N_0_0_0_1
      1008612192               45                0               0                0            9/1/2006                0           7.135        A                        480             24                0       0_100_0_N_0_0_0_1
      1008843665               45                0               0                0            9/1/2006                0           8.185        A                        480             24               12       12_20_6_N_0_0_0_1
      1008774105               45                0               0                0            9/1/2006                0           6.285        A                        480             24               24       24_20_6_N_0_0_0_1
      1008966345               45                0               0                0            9/1/2006                0           8.475        A                        480             24                0       0_100_0_N_0_0_0_1
      1008273959               45                0               0                0            9/1/2006                0           6.935        A                        480             24               24       24_20_6_N_0_0_0_1
      1008277296               45                0               0                0           11/1/2006                0           7.285        A                        480             24               24       24_20_6_N_0_0_0_1
      1008985262               45                0               0                0            9/1/2006                0           8.235        A                        480             24                0       0_100_0_N_0_0_0_1
      1008863928               45                0               0                0           10/1/2006                0            6.76        A                        480             24                0       0_100_0_N_0_0_0_1
      1008891425                0                0               0                0           10/1/2006                0            7.31        F                        480              0               12       12_20_6_N_0_0_0_1
      1009084670               45                0               0                0            9/1/2006                0           9.135        A                        480             24                0       0_100_0_N_0_0_0_1
      1008283840                0                0               0                0           10/1/2006                0           5.985        F                        360              0               36       36_20_6_N_0_0_0_1
      1008881098                0                0               0                0            9/1/2006                0           8.475        F                        480              0               12       12_20_6_N_0_0_0_1
      1008964258               45                0               0                0            9/1/2006                0           6.975        A                        480             24               24       24_20_6_N_0_0_0_1
      1008879564               45                0               0                0            9/1/2006                0            8.86        A                        480             24               12       12_20_6_N_0_0_0_1
      1008582768               45                0               0                0            9/1/2006                0           7.135        A                        480             24                0       0_100_0_N_0_0_0_1
      1008448343               45                0               0                0            9/1/2006                0           7.485        A                        480             24               24       24_20_6_N_0_0_0_1
      1008882462                0                0               0                0           10/1/2006                0           6.485        F                        480              0               36       36_0_2_N_0_0_0_1
      1008495826               45                0               0                0           10/1/2006                0            7.41        A                        360             24               24       24_20_6_N_0_0_0_1
      1008939036               45                0               0                0            9/1/2006                0           8.135        A                        480             24                0       0_100_0_N_0_0_0_1
      1008966620               45                0               0                0            9/1/2006                0           8.385        A                        480             24                0       0_100_0_N_0_0_0_1
      1008712645               45                0               0                0            9/1/2006                0           8.475        A                        480             24               24       24_20_6_N_0_0_0_1
      1008234298                0                0               0                0            9/1/2006                0           6.785        F                        360              0               36       36_20_6_N_0_0_0_1
      1008876077               45                0               0                0            9/1/2006                0           6.885        A                        480             24               24       24_20_6_N_0_0_0_1
      1008942291               45                0               0                0            9/1/2006                0            7.61        A                        480             24               24       24_20_6_N_0_0_0_1
      1008699517               45                0               0                0            9/1/2006                0           8.785        A                        360             24                0       0_100_0_N_0_0_0_1
      1008913447               45                0               0                0            9/1/2006                0            7.91        A                        480             24                0       0_100_0_N_0_0_0_1
      1008654039               45                0               0                0           10/1/2006                0            6.51        A                        480             24               24       24_20_6_N_0_0_0_1
      1008968414                0                0               0                0            9/1/2006                0           6.285        F                        360              0               36       36_20_6_N_0_0_0_1
      1008989561                0                0               0                0            9/1/2006                0           5.985        F                        480              0               36       36_20_6_N_0_0_0_1
      1008848722               45                0               0                0            9/1/2006                0           6.585        A                        360             24               24       24_20_6_N_0_0_0_1
      1008898801               45                0               0                0            9/1/2006                0           7.135        A                        480             24               24       24_20_6_N_0_0_0_1
      1008522315               45                0               0                0            9/1/2006                0           7.475        A                        480             24               24       24_20_6_N_0_0_0_1
      1008687183               45                0               0                0            9/1/2006                0            6.21        A                        480             24               24       24_20_6_N_0_0_0_1
      1008750176               45                0               0                0            9/1/2006                0           7.385        A                        480             24               24       24_20_6_N_0_0_0_1
      1008311481               45                0               0                0           10/1/2006                0           6.475        A                        480             24               24       24_20_6_N_0_0_0_1
      1006910239                0                0               0                0            9/1/2006                0           5.785        F                        360              0               36       36_20_6_N_0_0_0_1
      1007401171               45                0               0                0            9/1/2006                0            9.46        A                        480             24                0       0_100_0_N_0_0_0_1
      1008740473               45                0               0                0            9/1/2006                0           8.135        A                        360             24               24       24_0_2_N_0_0_0_1
      1008899766               45                0               0                0            9/1/2006                0           7.085        A                        480             24               24       24_20_6_N_0_0_0_1
      1008419963               45                0               0                0            9/1/2006                0           6.785        A                        480             24               24       24_20_6_N_0_0_0_1
      1008942656               45                0               0                0            9/1/2006                0           8.835        A                        480             24                0       0_100_0_N_0_0_0_1
      1006999395               45                0               0                0            9/1/2006                0            9.36        A                        480             24                0       0_100_0_N_0_0_0_1
      1009050126                0                0               0                0            9/1/2006                0            6.36        F                        480              0               12       12_20_6_N_0_0_0_1
      1006852845                0                0               0                0            9/1/2006                0           6.985        F                        360              0               12       12_20_6_N_0_0_0_1
      1008136082                0                0               0                0            9/1/2006                0           6.985        F                        360              0               36       36_20_6_N_0_0_0_1
      1008839643               45                0               0                0            9/1/2006                0           6.785        A                        480             24               24       24_20_6_N_0_0_0_1
      1008820136               45                0               0                0            9/1/2006                0            7.76        A                        360             24               12       12_20_6_N_0_0_0_1
      1008661129               45                0               0                0            9/1/2006                0            8.96        A                        480             24                0       0_100_0_N_0_0_0_1
      1008782631               45                0               0                0            9/1/2006                0           9.285        A                        480             24                0       0_100_0_N_0_0_0_1
      1008873196               45                0               0                0            9/1/2006                0           9.035        A                        480             24               24       24_20_6_N_0_0_0_1
      1008768336               45                0               0                0           10/1/2006                0           5.835        A                        480             24               24       24_20_6_N_0_0_0_1
      1008924453               45                0               0                0            9/1/2006                0            7.96        A                        480             24                0       0_100_0_N_0_0_0_1
      1008045206               45                0               0                0            9/1/2006                0           7.085        A                        480             24               24       24_20_6_N_0_0_0_1
      1009171102               45                0               0                0            9/1/2006                0            7.16        A                        480             24                0       0_100_0_N_0_0_0_1
      1008589583               45                0               0                0            9/1/2006                0            8.01        A                        480             24                0       0_100_0_N_0_0_0_1
      1008758052               45                0               0                0            9/1/2006                0           9.475        A                        480             24                0       0_100_0_N_0_0_0_1
      1008601319               45                0               0                0            9/1/2006                0           7.135        A                        360             24               24       24_20_6_N_0_0_0_1


     LOANID                        LENDERPPP                   CURLTV          POOL_NAME
     ------                        ---------                   ------          ---------
      1008835941       1% int (2years)                           89.98        Group-1
      1008686932       1% int (3years)                           79.91        Group-2
      1008747136       1% int (2years)                           89.96        Group-2
      1008848241       1% int (3years)                           84.95        Group-2
      1008730689       No PPP                                    79.95        Group-2
      1008359313       2% int (3years)                           79.95        Group-2
      1008612325       No PPP                                    79.96        Group-2
      1008610782       6m int on 80%  (2years)                   79.95        Group-2
      1008698073       No PPP                                    63.94        Group-2
      1008948035       No PPP                                    89.71        Group-1
      1008388862       6m int on 80%  (3years)                   79.92        Group-2
      1007323737       1% int (2years)                           89.94        Group-2
      1008859559       6m int on 80%  (2years)                   79.98        Group-2
      1008032504       5%4%3%2%1% int (3years)                   79.86        Group-1
      1008069877       6m int on 80%  (3years)                   79.92        Group-1
      1008893290       6m int on 80%  (2years)                   79.96        Group-2
      1008775907       5%4%3%2%1% int (3years)                   89.89        Group-1
      1008402472       No PPP                                    19.98        Group-1
      1008606822       1% int (2years)                           79.95        Group-2
      1008547236       No PPP                                    19.97        Group-2
      1009021006       6m int on 80%  (2years)                   79.98        Group-2
      1008687147       No PPP                                    19.99        Group-1
      1007156114       No PPP                                    19.98        Group-2
      1008537522       No PPP                                    19.99        Group-1
      1008640893       No PPP                                    79.95        Group-2
      1008429042       6m int on 80%  (2years)                   19.99        Group-1
      1008210250       6m int on 80%  (3years)                   19.82        Group-1
      1008008844       6m int on 80%  (3years)                   19.98        Group-1
      1008238418       6m int on 80%  (3years)                   89.83        Group-1
      1008236367       2% int (3years)                           84.27        Group-1
      1008437989       6m int on 80%  (2years)                   79.88        Group-2
      1008146124       No PPP                                     79.9        Group-2
      1008566820       5%4%3%2%1% int (2years)                   84.91        Group-2
      1008852690       6m int on 80%  (2years)                   79.95        Group-2
      1007208540       No PPP                                    19.98        Group-2
      1008827576       5%4%3%2%1% int (2years)                   79.97        Group-2
      1007581672       No PPP                                    19.96        Group-1
      1008680242       1% int (3years)                           94.96        Group-2
      1008225020       2% int (2years)                           19.99        Group-1
      1007997778       5%4%3%2%1% int (3years)                   19.98        Group-2
      1008402935       6m int on 80%  (3years)                   69.12        Group-2
      1008343303       6m int on 80%  (2years)                   79.96        Group-2
      1008525376       2% int (2years)                           71.52        Group-2
      1009054836       2m int  (2years)                          79.95        Group-2
      1008214390       No PPP                                    19.98        Group-1
      1007901522       6m int on 80%  (2years)                   89.89        Group-2
      1007900462       6m int on 80%  (2years)                   19.98        Group-2
      1008292055       No PPP                                    19.98        Group-2
      1008178394       No PPP                                    89.09        Group-2
      1008584739       1% int (1year)                            19.99        Group-1
      1008089800       No PPP                                    19.97        Group-2
      1008485365       6m int on 80%  (3years)                    92.8        Group-2
      1008317555       No PPP                                       80        Group-2
      1008333680       6m int on 80%  (2years)                   41.95        Group-1
      1008688663       1% int (1year)                               80        Group-2
      1008612726       No PPP                                    19.98        Group-2
      1008964579       No PPP                                    89.99        Group-2
      1008643756       5%4%3%2%1% int (2years)                   89.95        Group-2
      1008678610       5%4%3%2%1% int (2years)                    77.7        Group-1
      1008722199       1% int (2years)                           84.96        Group-1
      1008853154       6m int on 80%  (2years)                   79.98        Group-1
      1008752085       No PPP                                    84.98        Group-1
      1007595033       No PPP                                    19.97        Group-2
      1008286856       6m int on 80%  (2years)                   19.98        Group-2
      1008068921       No PPP                                    19.99        Group-1
      1008472716       5%4%3%2%1% int (2years)                   79.94        Group-1
      1008235527       No PPP                                    79.94        Group-2
      1008853671       6m int on 80%  (2years)                   89.89        Group-2
      1009011936       6m int on 80%  (3years)                   79.94        Group-2
      1008792988       2% int (3years)                           79.95        Group-2
      1008772722       2m int  (3years)                          48.45        Group-1
      1008837565       No PPP                                    89.95        Group-2
      1007743132       No PPP                                    94.96        Group-2
      1007929940       6m int on 80%  (3years)                   73.72        Group-1
      1008580181       5% int (3years)                           94.96        Group-2
      1008691944       6m int on 80%  (3years)                   79.97        Group-2
      1008450035       1% int (2years)                           19.99        Group-2
      1008987849       No PPP                                    94.96        Group-1
      1008806740       No PPP                                    79.95        Group-2
      1008858480       6m int on 80%  (2years)                   79.94        Group-2
      1008813830       6m int on 80%  (1year)                    89.96        Group-2
      1009055844       5%4%3%2%1% int (3years)                   79.95        Group-2
      1008382653       1% int (3years)                           89.91        Group-2
      1008757945       6m int on 80%  (3years)                   79.96        Group-2
      1008853074       No PPP                                    79.97        Group-2
      1008579503       6m int on 80%  (3years)                   79.91        Group-1
      1008834461       2% int (2years)                           79.95        Group-1
      1008900451       No PPP                                    73.52        Group-2
      1009017912       6m int on 80%  (1year)                    79.98        Group-2
      1008937797       No PPP                                    79.95        Group-1
      1008610416       1% int (3years)                           89.98        Group-2
      1008845379       6m int on 80%  (2years)                   84.95        Group-2
      1008671154       No PPP                                    84.93        Group-2
      1008552755       No PPP                                    74.93        Group-2
      1008401008       5%4%3%2%1% int (3years)                   79.92        Group-2
      1008644559       1% int (2years)                           94.96        Group-2
      1009000421       6m int on 80%  (2years)                   79.97        Group-1
      1008315236       1% int (2years)                           94.95        Group-2
      1008687281       2% int (3years)                            89.9        Group-2
      1008828673       6m int on 80%  (2years)                   79.95        Group-2
      1006579464       1% int (2years)                           88.91        Group-2
      1008706723       6m int on 80%  (2years)                   79.88        Group-2
      1008197667       No PPP                                    84.97        Group-2
      1009008405       1% int (2years)                           79.98        Group-2
      1008724598       6m int on 80%  (2years)                   84.96        Group-1
      1008623144       6m int on 80%  (3years)                   79.95        Group-2
      1008747029       1% int (3years)                           69.93        Group-1
      1008679717       No PPP                                     79.9        Group-2
      1008611665       1% int (1year)                            19.99        Group-1
      1008640919       2% int (2years)                           19.99        Group-2
      1008746315       6m int on 80%  (2years)                   89.98        Group-2
      1008580485       2m int  (3years)                          79.97        Group-2
      1008361006       6m int on 80%  (2years)                   79.88        Group-2
      1008130159       No PPP                                    19.85        Group-2
      1008470763       6m int on 80%  (3years)                    69.9        Group-2
      1008881472       No PPP                                    79.94        Group-1
      1007422194       No PPP                                    19.99        Group-1
      1008504335       6m int on 80%  (2years)                    54.1        Group-2
      1008779093       6m int on 80%  (2years)                   79.98        Group-1
      1008660120       5%4%3%2%1% int (3years)                   79.98        Group-2
      1008439709       1% int (3years)                           79.96        Group-2
      1008319161       No PPP                                    94.97        Group-2
      1008659864       No PPP                                    19.98        Group-1
      1008456128       6m int on 80%  (2years)                   77.13        Group-2
      1008659203       6m int on 80%  (3years)                   89.98        Group-2
      1008691748       6m int on 80%  (3years)                   19.99        Group-2
      1008641188       6m int on 80%  (2years)                      80        Group-2
      1008370292       No PPP                                    19.94        Group-1
      1008279052       No PPP                                     79.9        Group-2
      1008101323       6m int on 80%  (2years)                   19.98        Group-2
      1008409616       6m int on 80%  (2years)                   19.98        Group-2
      1008487942       6m int on 80%  (2years)                   19.99        Group-2
      1008776853       6m int on 80%  (2years)                   84.98        Group-1
      1008288649       6m int on 80%  (3years)                   74.89        Group-1
      1008420657       No PPP                                    19.98        Group-2
      1007675303       No PPP                                    19.97        Group-1
      1008720930       6m int on 80%  (2years)                   79.96        Group-2
      1008432868       6m int on 80%  (2years)                    84.9        Group-2
      1008301312       5%4%3%2%1% int (2years)                   84.92        Group-1
      1008074031       6m int on 80%  (2years)                   79.94        Group-2
      1008827013       No PPP                                    68.65        Group-1
      1008661888       No PPP                                    89.78        Group-2
      1008346006       1% int (1year)                            84.87        Group-1
      1009065325       1% int (2years)                           84.96        Group-2
      1008557643       6m int on 80%  (3years)                   89.69        Group-2
      1009017789       6m int on 80%  (3years)                   79.94        Group-2
      1008746137       6m int on 80%  (2years)                   79.98        Group-2
      1008713038       1% int (3years)                           79.95        Group-2
      1008637905       6m int on 80%  (1year)                    84.98        Group-1
      1008863964       1% int (2years)                           84.98        Group-2
      1008833051       2% int (2years)                           84.98        Group-1
      1008835594       6m int on 80%  (2years)                   79.95        Group-2
      1008438880       6m int on 80%  (2years)                   74.73        Group-2
      1008656867       No PPP                                    71.67        Group-2
      1008289381       No PPP                                    19.98        Group-2
      1008523127       6m int on 80%  (3years)                   79.92        Group-2
      1008543490       2% int (2years)                           79.92        Group-2
      1008853350       No PPP                                    94.93        Group-2
      1008970624       No PPP                                    79.96        Group-2
      1008808472       No PPP                                    79.95        Group-2
      1008602121       6m int on 80%  (3years)                   79.91        Group-2
      1008690375       6m int on 80%  (3years)                   94.97        Group-1
      1008482956       5%4%3%2%1% int (2years)                   79.96        Group-2
      1008987741       6m int on 80%  (2years)                      80        Group-2
      1008503899       6m int on 80%  (3years)                   79.91        Group-2
      1008643033       6m int on 80%  (2years)                   79.96        Group-2
      1008776345       No PPP                                    89.96        Group-2
      1008819718       No PPP                                    79.95        Group-1
      1009025066       6m int on 80%  (3years)                   79.95        Group-2
      1008934255       2% int (2years)                           84.06        Group-2
      1008142084       No PPP                                    19.97        Group-2
      1008176083       No PPP                                    19.99        Group-2
      1008073808       No PPP                                    19.97        Group-2
      1008803930       No PPP                                    84.96        Group-1
      1008373351       6m int on 80%  (2years)                      80        Group-2
      1008224290       No PPP                                    72.35        Group-2
      1008785889       1% int (1year)                             77.5        Group-2
      1008521897       No PPP                                     84.9        Group-2
      1008581563       6m int on 80%  (2years)                      80        Group-2
      1008747314       2% int (2years)                              80        Group-2
      1008311533       6m int on 80%  (3years)                   79.91        Group-1
      1008593854       6m int on 80%  (3years)                   35.67        Group-2
      1008657018       2% int (3years)                           74.91        Group-2
      1008580591       No PPP                                    79.96        Group-2
      1008656581       6m int on 80%  (3years)                   62.91        Group-2
      1007785337       1% int (2years)                            89.9        Group-2
      1009036553       2% int (2years)                           79.98        Group-1
      1008853724       No PPP                                    79.97        Group-2
      1008578942       6m int on 80%  (2years)                   19.99        Group-1
      1008373468       No PPP                                    19.99        Group-1
      1008387630       No PPP                                    19.99        Group-1
      1008616312       6m int on 80%  (2years)                    79.9        Group-1
      1008571440       6m int on 80%  (3years)                   79.91        Group-1
      1008809550       1% int (2years)                           79.96        Group-2
      1008527061       2% int (3years)                           89.96        Group-2
      1008350919       1% int (3years)                           79.96        Group-1
      1008791024       No PPP                                    54.78        Group-1
      1008757133       1% int (2years)                           79.98        Group-2
      1008349343       No PPP                                    19.98        Group-2
      1008610363       No PPP                                    19.99        Group-2
      1008541269       2m int  (2years)                          74.98        Group-1
      1008630118       6m int on 80%  (2years)                   79.95        Group-2
      1008532910       6m int on 80%  (2years)                   70.56        Group-2
      1008510872       No PPP                                    94.96        Group-1
      1008751184       2% int (2years)                           69.97        Group-2
      1008608081       1% int (3years)                           84.98        Group-2
      1008607778       1% int (3years)                           84.98        Group-1
      1008361220       6m int on 80%  (2years)                   79.95        Group-1
      1008772982       6m int on 80%  (2years)                   72.82        Group-2
      1008856561       No PPP                                    74.93        Group-2
      1008665125       6m int on 80%  (2years)                      85        Group-2
      1008620049       No PPP                                    74.91        Group-1
      1008537032       No PPP                                    77.93        Group-2
      1008891808       No PPP                                    89.95        Group-2
      1008790212       6m int on 80%  (2years)                   89.98        Group-2
      1008548823       6m int on 80%  (3years)                   79.91        Group-2
      1008748180       No PPP                                    79.94        Group-2
      1008945323       6m int on 80%  (3years)                      80        Group-2
      1008408403       6m int on 80%  (1year)                    79.96        Group-1
      1007548549       1% int (2years)                           89.97        Group-2
      1008463655       5%4%3%2%1% int (2years)                   19.99        Group-1
      1008855152       6m int on 80%  (2years)                   79.94        Group-2
      1008253515       No PPP                                    19.98        Group-2
      1008723189       6m int on 80%  (2years)                   74.48        Group-1
      1008849721       No PPP                                    84.94        Group-2
      1007864545       6m int on 80%  (2years)                   19.98        Group-1
      1008148630       No PPP                                    69.94        Group-1
      1008803100       2% int (2years)                           72.53        Group-1
      1008308912       6m int on 80%  (2years)                   89.86        Group-1
      1008569195       6m int on 80%  (2years)                   84.91        Group-2
      1008499118       2% int (2years)                           89.92        Group-1
      1008523957       2m int  (3years)                           79.9        Group-2
      1008643060       6m int on 80%  (3years)                   72.08        Group-2
      1008243180       5%4%3%2%1% int (2years)                   60.59        Group-2
      1008831339       6m int on 80%  (2years)                   79.86        Group-2
      1008708017       6m int on 80%  (3years)                   79.91        Group-2
      1008391242       6m int on 80%  (2years)                   19.99        Group-2
      1008390760       6m int on 80%  (2years)                   79.96        Group-2
      1008529568       No PPP                                    79.91        Group-2
      1008686594       No PPP                                    19.99        Group-1
      1008160928       6m int on 80%  (3years)                   48.78        Group-2
      1008909023       1% int (2years)                           84.96        Group-2
      1008653664       1% int (3years)                           69.99        Group-2
      1008537960       2% int (2years)                           94.91        Group-1
      1008849687       No PPP                                    89.95        Group-2
      1008955669       1% int (3years)                           89.95        Group-2
      1008540055       6m int on 80%  (3years)                   94.98        Group-2
      1008162221       6m int on 80%  (2years)                   89.91        Group-2
      1008633856       No PPP                                    89.98        Group-2
      1008642855       6m int on 80%  (3years)                   79.96        Group-2
      1008848223       No PPP                                    84.95        Group-2
      1008934362       6m int on 80%  (3years)                   79.95        Group-1
      1008796591       1% int (3years)                           79.95        Group-2
      1008502649       6m int on 80%  (2years)                   19.98        Group-2
      1008641687       1% int (3years)                            79.9        Group-1
      1008549449       No PPP                                    79.98        Group-2
      1008003055       No PPP                                    19.98        Group-2
      1008684710       6m int on 80%  (3years)                   79.98        Group-2
      1008580920       6m int on 80%  (3years)                   67.78        Group-1
      1008237044       No PPP                                       80        Group-2
      1008779903       6m int on 80%  (2years)                   79.94        Group-2
      1008718195       1% int (3years)                           79.96        Group-1
      1008501864       1% int (2years)                           89.96        Group-2
      1008337123       6m int on 80%  (2years)                   66.56        Group-2
      1007789725       6m int on 80%  (3years)                   86.05        Group-2
      1008660754       1% int (1year)                            84.97        Group-1
      1008462406       6m int on 80%  (2years)                   84.96        Group-1
      1008557206       6m int on 80%  (2years)                   89.97        Group-2
      1008827120       No PPP                                    79.95        Group-2
      1008494863       6m int on 80%  (2years)                   79.95        Group-1
      1008281904       No PPP                                    79.47        Group-2
      1008825550       6m int on 80%  (3years)                   79.97        Group-1
      1008856954       5%4%3%2%1% int (2years)                   84.96        Group-1
      1008800489       1% int (3years)                           79.97        Group-1
      1008771723       2m int  (2years)                          94.98        Group-2
      1008337025       No PPP                                    79.95        Group-2
      1008627649       6m int on 80%  (3years)                   79.91        Group-2
      1008244223       6m int on 80%  (2years)                   79.95        Group-2
      1008632688       No PPP                                    89.97        Group-2
      1008477267       2m int  (2years)                          19.98        Group-1
      1008535141       1% int (2years)                           84.95        Group-1
      1008626882       6m int on 80%  (3years)                   86.14        Group-2
      1008769576       6m int on 80%  (2years)                   79.95        Group-2
      1007933141       6m int on 80%  (2years)                      80        Group-2
      1007854627       3m int  (2years)                          19.97        Group-2
      1008932729       1% int (1year)                               80        Group-2
        10476228       6m int on 80%  (2years)                   79.87        Group-2
      1008693452       2% int (3years)                           71.93        Group-2
      1008553932       2% int (2years)                           94.94        Group-1
      1009002483       No PPP                                    79.93        Group-2
      1008840695       No PPP                                    79.95        Group-2
      1009061230       No PPP                                    79.95        Group-2
      1008896714       6m int on 80%  (3years)                      80        Group-2
      1008411863       6m int on 80%  (2years)                   19.98        Group-2
        10443299       6m int on 80%  (2years)                      80        Group-2
      1007996760       6m int on 80%  (2years)                   19.97        Group-2
      1008231870       6m int on 80%  (3years)                   47.96        Group-2
      1008771457       2% int (2years)                           94.95        Group-1
      1008882934       6m int on 80%  (2years)                   84.97        Group-2
      1008444061       2% int (2years)                           84.96        Group-2
      1008386141       2% int (3years)                           79.91        Group-2
      1008933103       6m int on 80%  (3years)                   79.98        Group-1
      1008030258       6m int on 80%  (3years)                   89.91        Group-2
      1009009155       6m int on 80%  (2years)                   89.95        Group-2
      1008254701       No PPP                                     79.9        Group-1
      1008664180       6m int on 80%  (2years)                   79.94        Group-1
      1008767248       6m int on 80%  (2years)                   79.94        Group-1
      1007171918       6m int on 80%  (3years)                   79.94        Group-1
      1008535347       No PPP                                    19.99        Group-1
      1008526865       6m int on 80%  (2years)                   89.94        Group-1
      1007857232       No PPP                                    19.99        Group-2
      1008417304       1% int (3years)                           78.84        Group-2
      1008318395       6m int on 80%  (2years)                   89.88        Group-1
      1008874569       6m int on 80%  (2years)                   79.97        Group-2
      1008426349       6m int on 80%  (2years)                   19.99        Group-2
      1008216156       No PPP                                     89.9        Group-1
      1008731214       6m int on 80%  (1year)                    79.98        Group-2
      1008863697       6m int on 80%  (2years)                   84.98        Group-1
      1008865454       2m int on 66.6% (2years)                  79.98        Group-2
      1008648001       6m int on 80%  (3years)                   79.61        Group-2
      1008884665       6m int on 80%  (2years)                   79.95        Group-2
      1008154695       No PPP                                    69.94        Group-2
      1008161883       1% int (2years)                           84.68        Group-2
      1008893058       1% int (2years)                           89.95        Group-2
      1008769512       2% int (2years)                           79.96        Group-2
      1008564797       1% int (2years)                           89.96        Group-1
      1008622458       6m int on 80%  (3years)                   79.91        Group-2
      1008298718       1% int (3years)                           89.91        Group-2
      1008404997       No PPP                                    78.15        Group-2
      1008933737       6m int on 80%  (3years)                   89.98        Group-2
      1008750470       2% int (2years)                           89.98        Group-2
      1008997874       6m int on 80%  (2years)                   84.97        Group-2
      1008633945       6m int on 80%  (2years)                   79.86        Group-1
      1008693826       No PPP                                    94.92        Group-1
      1008887868       6m int on 80%  (2years)                   79.97        Group-2
      1008405335       No PPP                                    78.02        Group-1
      1008580902       2% int (3years)                            94.9        Group-1
      1008846911       5% int (2years)                           89.96        Group-2
      1008640937       No PPP                                    74.99        Group-2
      1008897866       No PPP                                    79.95        Group-1
      1008857748       1% int (2years)                           89.96        Group-2
      1008187491       No PPP                                       80        Group-2
      1008660834       2% int (3years)                           84.94        Group-2
      1009007120       2% int (2years)                           79.96        Group-2
      1008149158       No PPP                                    84.92        Group-2
      1008656108       No PPP                                    79.95        Group-1
      1008981453       1% int (3years)                           84.93        Group-2
      1008922909       6m int on 80%  (2years)                   79.95        Group-2
      1008659221       6m int on 80%  (3years)                   79.95        Group-2
      1008819549       6m int on 80%  (2years)                   94.96        Group-1
      1009024441       6m int on 80%  (2years)                   94.96        Group-1
      1008747387       No PPP                                    79.96        Group-2
      1008908202       6m int on 80%  (3years)                   94.93        Group-1
      1008559366       6m int on 80%  (2years)                   79.93        Group-2
      1008338792       No PPP                                       90        Group-2
      1008440396       6m int on 80%  (2years)                   74.97        Group-2
      1008554575       6m int on 80%  (2years)                      80        Group-2
      1008556644       6m int on 80%  (2years)                   79.91        Group-2
      1008479559       1% int (1year)                            61.43        Group-2
      1008912304       6m int on 80%  (2years)                   79.96        Group-2
      1007915768       6m int on 80%  (3years)                   74.92        Group-2
      1008494417       No PPP                                    74.97        Group-2
      1008605869       No PPP                                    89.95        Group-2
      1008832837       6m int on 80%  (2years)                   79.95        Group-2
      1008848839       1% int (3years)                           79.95        Group-1
      1008677666       1% int (1year)                            79.95        Group-2
      1008172504       6m int on 80%  (3years)                   74.96        Group-1
      1008825195       No PPP                                    89.93        Group-2
      1008500339       6m int on 80%  (2years)                   53.29        Group-2
      1008540858       No PPP                                    84.92        Group-2
      1008439111       No PPP                                    86.65        Group-2
      1008965337       6m int on 80%  (2years)                      80        Group-2
      1008437970       1% int (3years)                            89.9        Group-1
      1008802192       5%4%3%2%1% int (2years)                   74.99        Group-2
      1008850549       1% int (2years)                           89.96        Group-2
      1008578737       6m int on 80%  (2years)                   79.98        Group-1
      1008221630       2% int (3years)                           69.91        Group-2
      1006792198       6m int on 80%  (2years)                   89.93        Group-2
      1008789206       No PPP                                    77.83        Group-2
      1008731811       6m int on 80%  (2years)                   84.96        Group-2
      1007926373       6m int on 80%  (3years)                   89.91        Group-2
      1008482812       6m int on 80%  (3years)                   89.91        Group-1
      1008887617       No PPP                                    74.95        Group-2
      1008559767       1% int (3years)                           79.92        Group-2
      1008806946       No PPP                                    79.97        Group-2
      1008737218       5%4%3%2%1% int (3years)                   89.96        Group-2
      1008592515       No PPP                                    19.99        Group-1
      1008563100       6m int on 80%  (3years)                   94.95        Group-1
      1008239122       No PPP                                    19.98        Group-1
      1008280095       6m int on 80%  (2years)                   79.95        Group-2
      1008134397       6m int on 80%  (2years)                   19.96        Group-1
      1008145893       No PPP                                    19.99        Group-2
      1008570325       6m int on 80%  (3years)                   19.99        Group-2
      1008782891       No PPP                                    79.96        Group-2
      1009014522       6m int on 80%  (2years)                   79.96        Group-2
      1008228562       1% int (3years)                           54.76        Group-2
      1008482297       6m int on 80%  (2years)                   69.97        Group-2
      1008259145       No PPP                                    94.72        Group-1
      1008467394       1% int (3years)                           74.93        Group-2
      1008644906       6m int on 80%  (3years)                   79.91        Group-1
      1008526598       1% int (3years)                           89.96        Group-2
      1008127528       2% int (3years)                           19.99        Group-1
      1008621752       6m int on 80%  (3years)                   49.97        Group-1
      1008581411       6m int on 80%  (2years)                   89.86        Group-1
      1008223978       No PPP                                    84.92        Group-2
      1008521254       1% int (3years)                           79.91        Group-1
      1008540215       2% int (3years)                           89.18        Group-2
      1008930589       6m int on 80%  (2years)                   79.96        Group-2
      1007683848       1% int (2years)                            81.5        Group-2
      1008503826       6m int on 80%  (3years)                   89.92        Group-1
      1008780688       No PPP                                    79.94        Group-2
      1008787510       6m int on 80%  (2years)                   79.94        Group-2
      1008905884       2% int (2years)                           79.98        Group-2
      1007760719       No PPP                                    84.96        Group-2
      1008948008       No PPP                                    89.99        Group-2
      1008847821       1% int (2years)                           89.96        Group-1
      1008167084       No PPP                                    19.98        Group-1
      1008280291       1% int (2years)                           79.96        Group-2
      1008653799       No PPP                                    84.98        Group-2
      1008718177       No PPP                                    78.09        Group-1
      1008312970       6m int on 80%  (3years)                   79.91        Group-1
      1008751610       6m int on 80%  (2years)                   79.95        Group-2
      1008852039       No PPP                                    79.96        Group-2
      1008862439       No PPP                                    79.97        Group-2
      1008616973       2m int  (2years)                          19.98        Group-1
      1008847616       6m int on 80%  (2years)                   79.98        Group-2
      1008645656       No PPP                                    42.84        Group-1
      1007919452       6m int on 80%  (2years)                   19.98        Group-2
      1008647146       1% int (3years)                            89.9        Group-1
      1008626935       No PPP                                    19.98        Group-2
      1008390911       No PPP                                    74.94        Group-1
      1008344516       6m int on 80%  (2years)                   74.94        Group-2
      1008724053       1% int (2years)                           84.94        Group-1
      1008957104       2% int (2years)                           89.96        Group-2
      1008522128       No PPP                                     84.9        Group-2
      1008903975       No PPP                                    74.96        Group-2
      1008833159       1% int (2years)                           79.96        Group-2
      1008733472       1% int (3years)                           79.95        Group-2
      1008514440       6m int on 80%  (3years)                   83.27        Group-2
      1008875826       No PPP                                    79.97        Group-2
      1008748554       2% int (2years)                           89.95        Group-2
      1008376928       6m int on 80%  (2years)                   79.96        Group-2
      1008659150       2% int (3years)                            89.9        Group-2
      1008173479       No PPP                                    79.95        Group-2
      1008679487       1% int (3years)                           89.98        Group-2
      1008265511       6m int on 80%  (3years)                   71.25        Group-2
      1008662388       6m int on 80%  (2years)                   79.91        Group-2
      1008332306       1% int (1year)                             79.4        Group-1
      1008620236       1% int (3years)                           75.23        Group-2
      1008689804       5%4%3%2%1% int (3years)                   55.92        Group-2
      1008763395       1% int (3years)                           74.98        Group-2
      1008934166       6m int on 80%  (3years)                   94.95        Group-1
      1008962385       No PPP                                    89.96        Group-2
      1008521192       1% int (3years)                           89.92        Group-2
      1008646904       6m int on 80%  (3years)                   89.98        Group-1
      1008940382       1% int (2years)                           89.97        Group-2
      1008847901       6m int on 80%  (3years)                   84.95        Group-1
      1008798697       6m int on 80%  (3years)                   89.99        Group-2
      1008323290       6m int on 80%  (3years)                   84.09        Group-2
      1008807311       1% int (2years)                           89.94        Group-2
      1008806116       1% int (2years)                           89.94        Group-2
      1008804797       1% int (2years)                           89.94        Group-2
      1008375643       1% int (3years)                           89.97        Group-1
      1008960476       2% int (1year)                            89.96        Group-2
        10437309       1% int (2years)                           89.95        Group-2
      1008512184       No PPP                                    80.61        Group-1
      1008573395       No PPP                                    79.23        Group-2
      1008293508       No PPP                                    79.92        Group-1
      1008419641       1% int (3years)                           89.97        Group-2
      1008446862       6m int on 80%  (2years)                   79.97        Group-1
      1008439521       6m int on 80%  (2years)                   79.97        Group-2
      1008624786       No PPP                                    79.97        Group-1
      1008555921       6m int on 80%  (2years)                   93.05        Group-2
      1008799375       6m int on 80%  (2years)                   94.96        Group-2
      1008572742       1% int (3years)                           89.98        Group-2
      1008897321       6m int on 80%  (2years)                   94.99        Group-2
      1008395569       6m int on 80%  (3years)                   79.47        Group-2
      1008217066       2% int (3years)                           76.64        Group-2
      1008086910       2% int (2years)                           89.95        Group-2
      1008353177       6m int on 80%  (2years)                   79.94        Group-2
      1009043037       5% int (2years)                           89.98        Group-2
      1008689421       2% int (3years)                           94.92        Group-2
      1008704903       No PPP                                    84.92        Group-2
      1008696734       1% int (2years)                           89.96        Group-1
      1008650088       1% int (3years)                           89.92        Group-1
      1008752833       No PPP                                    79.97        Group-2
      1008518936       5%4%3%2%1% int (3years)                   74.93        Group-1
      1008748331       1% int (2years)                           89.97        Group-2
      1008865043       No PPP                                    89.95        Group-1
      1007626054       6m int on 80%  (2years)                   79.91        Group-2
      1008640802       1% int (3years)                           89.95        Group-1
      1008898712       6m int on 80%  (2years)                   79.95        Group-2
      1008717230       No PPP                                    89.95        Group-2
      1008439068       2% int (3years)                           79.92        Group-2
      1008901575       2% int (2years)                           79.96        Group-2
      1007872947       No PPP                                    79.96        Group-2
      1009007736       6m int on 80%  (3years)                   79.95        Group-2
      1008551435       No PPP                                    89.96        Group-2
      1009007674       2% int (2years)                           89.96        Group-2
      1008718925       6m int on 80%  (3years)                   79.94        Group-1
      1008885156       6m int on 80%  (2years)                    74.4        Group-2
      1008973220       6m int on 80%  (2years)                   84.99        Group-2
      1008664420       6m int on 80%  (3years)                   94.91        Group-1
        10438112       No PPP                                    79.83        Group-2
      1008582125       1% int (3years)                            89.9        Group-2
      1008670100       1% int (3years)                            89.9        Group-1
      1008824944       No PPP                                    74.97        Group-2
      1008870000       No PPP                                    79.95        Group-2
      1008664359       1% int (3years)                           79.97        Group-1
      1008496709       2% int (2years)                           62.47        Group-1
      1008418465       1% int (3years)                           94.94        Group-1
      1008650970       6m int on 80%  (2years)                   89.96        Group-2
      1008770047       1% int (3years)                           89.95        Group-2
      1008543178       1% int (2years)                           89.96        Group-2
      1008825792       2% int (2years)                           73.74        Group-2
      1008798928       6m int on 80%  (3years)                   79.95        Group-2
      1009035741       6m int on 80%  (1year)                    79.96        Group-2
      1008592748       No PPP                                    89.96        Group-2
      1008701390       2% int (3years)                           79.99        Group-2
      1008270541       2% int (3years)                           89.97        Group-2
      1008235028       No PPP                                    79.91        Group-2
      1009029473       6m int on 80%  (2years)                   94.96        Group-1
      1008579095       1% int (3years)                           64.92        Group-2
      1008670912       No PPP                                    79.89        Group-1
      1008821956       6m int on 80%  (2years)                   89.85        Group-1
      1009011758       No PPP                                    84.99        Group-2
      1008132068       No PPP                                    19.99        Group-2
      1007996494       No PPP                                    84.01        Group-2
      1008379710       No PPP                                    19.98        Group-2
      1008555949       6m int on 80%  (3years)                   94.95        Group-1
      1008973792       6m int on 80%  (2years)                   79.98        Group-2
      1008372824       No PPP                                    19.98        Group-1
      1008340191       No PPP                                    19.98        Group-2
      1008068244       No PPP                                    19.98        Group-2
      1008403097       6m int on 80%  (2years)                   19.99        Group-2
      1008458554       6m int on 80%  (2years)                   89.93        Group-2
      1008071828       6m int on 80%  (3years)                   19.96        Group-1
      1007846405       No PPP                                    19.97        Group-2
      1008389442       No PPP                                    19.98        Group-2
      1008528319       6m int on 80%  (3years)                    79.9        Group-1
      1008723394       6m int on 80%  (3years)                   69.41        Group-2
      1008187945       5%4%3%2%1% int (2years)                   69.91        Group-1
      1008947009       No PPP                                    54.19        Group-1
      1007918006       No PPP                                    19.99        Group-2
      1008660424       6m int on 80%  (2years)                   19.99        Group-1
      1008659837       6m int on 80%  (2years)                   79.96        Group-2
      1008436034       6m int on 80%  (2years)                   19.99        Group-1
      1008508484       No PPP                                    19.98        Group-2
      1008719620       6m int on 80%  (2years)                   79.94        Group-2
      1008611399       No PPP                                    94.85        Group-2
      1008606430       5%4%3%2%1% int (3years)                   19.93        Group-2
      1008456495       1% int (3years)                           19.99        Group-1
      1008620815       6m int on 80%  (3years)                   74.94        Group-2
      1007841758       No PPP                                    79.95        Group-2
      1008760673       2m int  (2years)                          79.95        Group-1
      1008822599       No PPP                                    94.98        Group-2
      1008253542       6m int on 80%  (2years)                   79.89        Group-1
      1008612824       No PPP                                    19.98        Group-2
      1008331101       6m int on 80%  (2years)                   82.82        Group-2
      1008805858       2% int (2years)                           79.89        Group-2
      1008358485       6m int on 80%  (2years)                   19.99        Group-1
      1008169723       No PPP                                    19.98        Group-2
      1008652585       6m int on 80%  (2years)                   89.81        Group-2
      1008583375       No PPP                                    19.98        Group-2
      1006355954       No PPP                                    69.91        Group-2
      1008263826       6m int on 80%  (2years)                   66.63        Group-1
      1008532983       No PPP                                    79.97        Group-2
      1008664448       6m int on 80%  (2years)                   79.93        Group-2
      1008541090       6m int on 80%  (3years)                   19.99        Group-2
      1007800828       1% int (2years)                           19.92        Group-2
      1007892783       No PPP                                    84.97        Group-2
      1008161525       6m int on 80%  (2years)                   19.98        Group-2
      1008484758       No PPP                                    19.99        Group-2
      1008936173       2m int  (3years)                             80        Group-1
      1008387168       No PPP                                    19.99        Group-1
      1008528836       No PPP                                    78.43        Group-1
      1008706073       1% int (3years)                           89.99        Group-2
      1008762010       6m int on 80%  (2years)                   79.87        Group-2
      1008328259       2% int (2years)                            79.9        Group-2
      1008643514       No PPP                                    79.87        Group-1
      1007598815       No PPP                                    19.97        Group-2
      1008531911       5%4%3%2%1% int (2years)                    84.9        Group-2
      1008828593       5%4%3%2%1% int (3years)                   63.62        Group-1
      1008720253       1% int (2years)                           89.92        Group-1
      1008828780       6m int on 80%  (2years)                   79.95        Group-2
      1008540224       6m int on 80%  (2years)                   84.95        Group-2
      1008363228       No PPP                                    19.99        Group-1
      1008620986       6m int on 80%  (3years)                   89.91        Group-2
      1009006942       6m int on 80%  (2years)                   79.97        Group-1
      1008587576       No PPP                                    19.99        Group-2
      1008472075       6m int on 80%  (2years)                   19.99        Group-2
      1008578684       6m int on 80%  (2years)                   19.99        Group-1
      1007414595       No PPP                                    19.98        Group-1
      1007593357       No PPP                                    19.97        Group-2
      1008280442       No PPP                                       95        Group-2
      1008049854       5%4%3%2%1% int (3years)                   51.86        Group-2
      1008363932       6m int on 80%  (2years)                      80        Group-2
      1008584686       6m int on 80%  (3years)                   56.16        Group-2
      1008684809       6m int on 80%  (3years)                   94.91        Group-2
      1008735185       2% int (2years)                           69.96        Group-2
      1008780152       No PPP                                    79.98        Group-2
      1008119555       6m int on 80%  (2years)                   19.98        Group-1
      1008850157       6m int on 80%  (2years)                   79.98        Group-2
      1009015692       5%4%3%2%1% int (2years)                   64.99        Group-2
      1008504503       2% int (2years)                           64.97        Group-1
      1008692097       1% int (1year)                            19.99        Group-2
      1008675132       1% int (2years)                           19.98        Group-2
      1008650569       6m int on 80%  (3years)                   19.98        Group-2
      1008007523       No PPP                                    19.99        Group-1
      1008007159       No PPP                                     79.9        Group-1
      1008349584       6m int on 80%  (2years)                    79.1        Group-2
      1008480690       6m int on 80%  (3years)                   19.98        Group-2
      1008547575       1% int (2years)                            94.9        Group-1
      1008589841       6m int on 80%  (3years)                   79.94        Group-2
      1008102448       No PPP                                    19.99        Group-2
      1008791104       5%4%3%2%1% int (2years)                   58.79        Group-2
      1008396684       No PPP                                    19.98        Group-2
      1007746120       No PPP                                    19.97        Group-2
      1008620968       No PPP                                    84.52        Group-2
      1008771778       6m int on 80%  (2years)                   59.47        Group-1
      1008649812       6m int on 80%  (2years)                   60.98        Group-1
      1007878503       2% int (2years)                           19.98        Group-2
      1008871964       6m int on 80%  (2years)                   79.94        Group-1
      1008209182       6m int on 80%  (2years)                   19.99        Group-2
      1008469908       No PPP                                    19.99        Group-1
      1008450918       No PPP                                    19.98        Group-1
      1008467875       No PPP                                    19.98        Group-2
        10446809       No PPP                                    89.94        Group-2
      1006234997       6m int on 80%  (2years)                   84.92        Group-1
      1008424966       6m int on 80%  (2years)                   19.99        Group-2
      1007902781       5%4%3%2%1% int (2years)                   19.99        Group-1
      1008340093       6m int on 80%  (2years)                   94.94        Group-1
      1008429462       No PPP                                    94.94        Group-2
      1008861608       6m int on 80%  (2years)                      90        Group-2
      1008906749       No PPP                                    79.98        Group-2
      1008112419       No PPP                                    19.99        Group-2
      1008085163       6m int on 80%  (2years)                   19.97        Group-1
      1009021471       1% int (2years)                           59.51        Group-1
      1008573082       No PPP                                    19.99        Group-1
      1008522002       6m int on 80%  (2years)                   19.98        Group-1
      1008612566       6m int on 80%  (2years)                   79.03        Group-2
      1008804939       1% int (2years)                           94.91        Group-2
      1008666473       6m int on 80%  (3years)                   94.93        Group-2
      1008575124       5%4%3%2%1% int (2years)                   19.99        Group-2
      1008855615       No PPP                                       80        Group-1
      1007881045       6m int on 80%  (2years)                   19.98        Group-2
      1008802959       5%4%3%2%1% int (2years)                      95        Group-1
      1007975934       6m int on 80%  (2years)                   19.98        Group-1
      1008493481       No PPP                                    19.99        Group-2
      1008800149       2m int  (3years)                          79.96        Group-1
      1006893515       6m int on 80%  (2years)                      95        Group-2
      1008183422       No PPP                                    79.86        Group-2
      1008189514       6m int on 80%  (2years)                   79.89        Group-2
      1008646450       No PPP                                    19.98        Group-1
      1008447889       6m int on 80%  (2years)                   89.91        Group-2
      1008659052       6m int on 80%  (2years)                   74.37        Group-2
      1008717873       6m int on 80%  (2years)                   79.03        Group-2
      1008842755       2m int on 66.6% (3years)                  79.93        Group-2
      1008125389       No PPP                                    19.99        Group-1
      1008349209       6m int on 80%  (2years)                   19.98        Group-2
      1008765543       6m int on 80%  (2years)                   79.94        Group-2
      1009020588       No PPP                                    79.98        Group-2
      1009030265       5%4%3%2%1% int (2years)                   94.96        Group-2
      1008348601       6m int on 80%  (3years)                   79.89        Group-2
      1008529381       6m int on 80%  (2years)                   94.86        Group-2
      1008546585       6m int on 80%  (2years)                   19.99        Group-2
      1008357654       6m int on 80%  (2years)                   19.98        Group-2
      1008485409       6m int on 80%  (3years)                   64.99        Group-1
      1008283948       6m int on 80%  (2years)                    71.9        Group-2
      1008883425       2m int  (3years)                          79.98        Group-2
      1008482331       6m int on 80%  (2years)                   19.99        Group-2
      1008324896       6m int on 80%  (3years)                   19.99        Group-1
      1008936100       2% int (1year)                            57.56        Group-1
      1008572298       5%4%3%2%1% int (2years)                   79.96        Group-1
      1008278712       6m int on 80%  (3years)                   90.81        Group-2
      1008749875       6m int on 80%  (2years)                   73.82        Group-2
      1007687078       No PPP                                    19.98        Group-1
      1008880721       6m int on 80%  (2years)                   94.92        Group-2
      1008269090       No PPP                                    19.99        Group-1
      1008143724       5%4%3%2%1% int (2years)                   19.98        Group-1
      1008523001       5%4%3%2%1% int (2years)                   19.98        Group-2
      1008524108       5%4%3%2%1% int (2years)                   79.86        Group-2
      1008238659       No PPP                                    79.94        Group-2
      1008406361       No PPP                                    19.98        Group-2
      1008293170       No PPP                                    89.72        Group-2
      1008556537       2% int (2years)                           89.95        Group-2
      1008543604       1% int (2years)                           89.95        Group-1
      1007494268       2m int  (2years)                          19.99        Group-2
      1007493893       2m int  (2years)                             80        Group-2
      1007896967       No PPP                                    94.97        Group-2
      1008857061       6m int on 80%  (2years)                   79.95        Group-2
      1008858505       6m int on 80%  (2years)                      80        Group-2
      1008394944       5%4%3%2%1% int (2years)                   19.99        Group-1
      1008631199       5%4%3%2%1% int (2years)                    79.9        Group-2
      1008269394       1% int (3years)                           79.89        Group-2
      1008503274       6m int on 80%  (3years)                   63.91        Group-1
      1008575669       6m int on 80%  (3years)                   89.87        Group-2
      1007999623       6m int on 80%  (3years)                   79.88        Group-2
      1008620076       No PPP                                    79.91        Group-2
      1008601391       6m int on 80%  (2years)                   74.95        Group-1
      1008589315       5%4%3%2%1% int (3years)                   79.97        Group-2
      1008749241       2% int (2years)                           83.45        Group-2
      1008778334       6m int on 80%  (2years)                   89.98        Group-2
      1008783382       5%4%3%2%1% int (3years)                    74.2        Group-2
      1008826988       6m int on 80%  (2years)                   64.99        Group-2
      1007623477       6m int on 80%  (2years)                   19.96        Group-2
      1008493365       No PPP                                    19.99        Group-1
      1009011099       6m int on 80%  (2years)                   84.96        Group-2
      1008633883       6m int on 80%  (2years)                   79.88        Group-2
      1008610817       6m int on 80%  (2years)                      80        Group-2
      1008846412       No PPP                                    66.63        Group-2
      1008424305       6m int on 80%  (2years)                   19.99        Group-1
      1009051679       2% int (2years)                           79.99        Group-2
      1008454335       5%4%3%2%1% int (3years)                   19.99        Group-2
      1007853904       5%4%3%2%1% int (2years)                   19.98        Group-2
      1008444454       6m int on 80%  (2years)                   79.97        Group-2
      1008553503       2m int  (2years)                          19.98        Group-2
      1008514896       No PPP                                    19.98        Group-2
      1008628764       6m int on 80%  (2years)                      80        Group-2
      1007924259       No PPP                                    19.98        Group-2
      1007824615       No PPP                                    19.98        Group-2
      1006961362       No PPP                                    89.91        Group-2
      1008320471       6m int on 80%  (3years)                   74.91        Group-2
      1008578504       6m int on 80%  (2years)                   79.91        Group-1
      1008482340       6m int on 80%  (2years)                   19.99        Group-2
      1008534008       No PPP                                    84.97        Group-1
      1008184555       2m int  (2years)                          79.97        Group-2
      1008182904       No PPP                                    89.01        Group-2
      1008479675       5%4%3%2%1% int (2years)                   19.99        Group-2
      1008344829       No PPP                                    89.96        Group-1
      1008338140       5%4%3%2%1% int (2years)                   84.94        Group-1
      1008818595       No PPP                                    94.98        Group-2
      1008580840       No PPP                                    24.98        Group-2
      1008594416       No PPP                                    43.43        Group-1
      1008870224       6m int on 80%  (2years)                      80        Group-2
      1008320417       5%4%3%2%1% int (2years)                   89.98        Group-2
      1008369017       6m int on 80%  (2years)                   19.99        Group-2
      1008900442       5%4%3%2%1% int (2years)                   84.95        Group-2
      1008799311       2m int  (2years)                          79.89        Group-1
      1008772802       1% int (1year)                            94.89        Group-2
      1008474395       2m int  (3years)                          79.95        Group-2
      1007996537       No PPP                                    19.98        Group-2
      1007915401       6m int on 80%  (2years)                   19.98        Group-2
      1008428187       No PPP                                       80        Group-2
      1008791462       6m int on 80%  (2years)                   79.95        Group-2
      1008863223       6m int on 80%  (2years)                   89.98        Group-2
      1008899329       2% int (1year)                            85.82        Group-2
      1008636489       No PPP                                       80        Group-1
      1008236820       No PPP                                     89.9        Group-1
      1008682151       6m int on 80%  (1year)                    74.95        Group-1
      1008368232       6m int on 80%  (1year)                    79.95        Group-2
      1008704262       No PPP                                    79.96        Group-2
      1007639282       6m int on 80%  (2years)                   79.92        Group-2
      1008564298       No PPP                                    53.17        Group-2
      1008405512       6m int on 80%  (2years)                   79.93        Group-2
      1008605976       6m int on 80%  (3years)                   79.94        Group-2
      1008638628       6m int on 80%  (2years)                   87.87        Group-1
      1008182487       6m int on 80%  (1year)                    64.61        Group-2
      1008544845       5%4%3%2%1% int (2years)                   51.03        Group-2
      1008632633       No PPP                                    19.98        Group-1
      1008926380       5%4%3%2%1% int (2years)                      80        Group-1
      1008596780       No PPP                                    79.96        Group-2
      1009042537       No PPP                                    79.95        Group-2
      1008584347       6m int on 80%  (3years)                   19.99        Group-2
      1008371415       6m int on 80%  (3years)                   19.99        Group-1
      1008033530       6m int on 80%  (2years)                   19.96        Group-2
      1008521469       6m int on 80%  (2years)                   71.99        Group-2
      1008393696       6m int on 80%  (2years)                   83.42        Group-1
      1007353794       No PPP                                    19.98        Group-2
      1008724776       6m int on 80%  (2years)                   79.72        Group-2
      1008798287       No PPP                                    89.76        Group-2
      1008607466       2% int (2years)                           89.95        Group-2
      1008703691       6m int on 80%  (3years)                      85        Group-2
      1008451203       No PPP                                    19.99        Group-2
      1008425046       5%4%3%2%1% int (2years)                   19.96        Group-2
      1008384982       No PPP                                    89.96        Group-1
      1008902075       No PPP                                    79.95        Group-2
      1008937083       2% int (3years)                              80        Group-2
      1008172568       6m int on 80%  (2years)                   79.89        Group-2
      1008609320       No PPP                                    14.99        Group-1
      1008452088       No PPP                                    19.99        Group-2
      1007673216       No PPP                                    19.98        Group-2
      1008490055       No PPP                                    19.99        Group-2
      1008489753       6m int on 80%  (2years)                   79.94        Group-2
      1008075405       6m int on 80%  (2years)                   19.98        Group-2
      1008106809       No PPP                                    14.99        Group-2
      1008565162       6m int on 80%  (3years)                   68.72        Group-2
      1008520184       6m int on 80%  (1year)                     88.6        Group-1
      1007694756       No PPP                                    19.96        Group-2
      1008197015       2m int  (2years)                          19.98        Group-1
      1008427311       6m int on 80%  (2years)                   79.87        Group-1
      1008695520       6m int on 80%  (3years)                   79.94        Group-1
      1008537327       6m int on 80%  (3years)                   89.98        Group-1
      1008804779       5%4%3%2%1% int (2years)                   74.95        Group-1
      1008523485       6m int on 80%  (3years)                   94.96        Group-2
      1008735942       No PPP                                    39.58        Group-2
      1008834041       No PPP                                    89.99        Group-2
      1007916179       6m int on 80%  (2years)                   19.99        Group-2
      1008615340       6m int on 80%  (2years)                      85        Group-2
      1008614270       No PPP                                    79.97        Group-2
      1008576800       6m int on 80%  (3years)                   79.98        Group-2
      1008044396       2% int (2years)                           19.98        Group-2
      1008832891       6m int on 80%  (1year)                    79.95        Group-1
      1008568016       No PPP                                    19.98        Group-1
      1007677640       6m int on 80%  (3years)                   14.99        Group-2
      1007677588       6m int on 80%  (2years)                      85        Group-2
      1008276475       No PPP                                     51.2        Group-1
      1008472645       6m int on 80%  (2years)                   19.99        Group-2
      1006927926       No PPP                                    84.83        Group-2
      1007119245       2m int  (3years)                           79.8        Group-1
      1008585701       6m int on 80%  (3years)                   79.93        Group-2
      1008658776       6m int on 80%  (3years)                   79.94        Group-2
      1008660825       6m int on 80%  (3years)                   74.98        Group-2
      1008776452       5%4%3%2%1% int (2years)                   89.97        Group-2
      1007982588       No PPP                                    83.65        Group-1
      1008785987       6m int on 80%  (2years)                   60.36        Group-1
      1008835745       6m int on 80%  (2years)                      80        Group-2
      1008447861       6m int on 80%  (3years)                   19.98        Group-2
      1008629763       5%4%3%2%1% int (2years)                   81.28        Group-1
      1008632161       No PPP                                    79.93        Group-2
      1008333056       6m int on 80%  (3years)                   75.66        Group-2
      1008405647       5%4%3%2%1% int (3years)                   19.99        Group-1
      1008403701       No PPP                                    19.99        Group-1
      1008770760       2% int (1year)                            81.02        Group-2
      1008673198       6m int on 80%  (2years)                      80        Group-2
      1008898437       No PPP                                    79.94        Group-2
      1008700747       6m int on 80%  (3years)                   79.96        Group-2
      1007536892       6m int on 80%  (2years)                   19.97        Group-2
      1008633712       6m int on 80%  (1year)                    79.98        Group-2
      1008422174       No PPP                                       20        Group-2
      1008421255       No PPP                                    79.96        Group-2
      1008386481       6m int on 80%  (2years)                   19.98        Group-1
      1007831242       No PPP                                    19.98        Group-2
      1008134315       6m int on 80%  (3years)                   19.97        Group-2
      1008462558       6m int on 80%  (3years)                   62.72        Group-2
      1008502701       6m int on 80%  (2years)                      80        Group-2
      1008497879       No PPP                                    19.99        Group-1
      1008596511       No PPP                                    19.99        Group-1
      1008657394       6m int on 80%  (3years)                   79.89        Group-2
      1008568720       6m int on 80%  (3years)                   19.98        Group-1
      1008722983       1% int (3years)                           59.92        Group-1
      1008618249       2m int  (2years)                          79.88        Group-2
      1008832267       No PPP                                    87.94        Group-1
      1008805689       1% int (2years)                           66.77        Group-2
      1008750504       2m int  (2years)                          75.56        Group-1
      1008886262       6m int on 80%  (1year)                     79.4        Group-2
      1008938518       2% int (2years)                           84.95        Group-2
      1008773375       6m int on 80%  (2years)                   89.97        Group-1
      1008843567       6m int on 80%  (3years)                      90        Group-2
      1008732160       5%4%3%2%1% int (2years)                   71.99        Group-2
      1008666687       5%4%3%2%1% int (3years)                   69.99        Group-2
      1008893343       No PPP                                       95        Group-2
      1008066317       6m int on 80%  (2years)                   89.87        Group-2
      1008135412       No PPP                                    19.98        Group-2
      1008859791       6m int on 80%  (2years)                   79.95        Group-2
      1008338943       No PPP                                    89.84        Group-2
      1008122836       6m int on 80%  (2years)                   19.99        Group-2
      1008534794       No PPP                                    19.99        Group-1
      1008534918       6m int on 80%  (2years)                   79.98        Group-2
      1009014078       5%4%3%2%1% int (2years)                   79.97        Group-1
      1008599288       No PPP                                    72.62        Group-2
      1008227199       6m int on 80%  (2years)                      80        Group-2
      1008567286       No PPP                                    19.99        Group-2
      1008393525       No PPP                                    19.98        Group-2
      1008117049       5%4%3%2%1% int (2years)                   19.97        Group-2
      1008622779       6m int on 80%  (3years)                   79.87        Group-2
      1007408815       6m int on 80%  (3years)                      90        Group-2
      1008859817       6m int on 80%  (2years)                      90        Group-2
      1008179749       No PPP                                    19.99        Group-2
      1008468320       6m int on 80%  (3years)                   19.98        Group-2
      1008496068       No PPP                                    19.99        Group-1
      1008231111       6m int on 80%  (3years)                   69.92        Group-1
      1008577701       No PPP                                    67.83        Group-1
      1008784871       6m int on 80%  (2years)                   89.98        Group-2
      1008891130       6m int on 80%  (2years)                   84.96        Group-2
      1008503648       No PPP                                    69.96        Group-1
      1008857454       5%4%3%2%1% int (2years)                   78.42        Group-1
      1008863973       6m int on 80%  (2years)                      80        Group-1
      1008635131       No PPP                                    79.31        Group-1
      1008883871       1% int (2years)                           79.95        Group-2
      1008048356       6m int on 80%  (2years)                   19.98        Group-2
      1008091389       No PPP                                    19.99        Group-2
      1008426410       1% int (3years)                           89.91        Group-2
      1008610149       No PPP                                    79.97        Group-1
      1008434278       6m int on 80%  (2years)                   19.99        Group-2
      1008575954       6m int on 80%  (3years)                   89.98        Group-2
      1008451551       6m int on 80%  (3years)                   19.98        Group-1
      1009020935       No PPP                                    79.94        Group-1
      1008565439       6m int on 80%  (3years)                   19.99        Group-2
      1008535855       No PPP                                    65.73        Group-2
      1008825015       6m int on 80%  (2years)                   74.98        Group-2
      1008872543       6m int on 80%  (1year)                    82.63        Group-2
      1008859121       6m int on 80%  (2years)                   84.99        Group-1
      1008774463       6m int on 80%  (2years)                   84.97        Group-2
      1008633428       2% int (1year)                            79.95        Group-1
      1008447219       6m int on 80%  (2years)                   19.99        Group-2
      1008790702       6m int on 80%  (3years)                   79.95        Group-2
      1008529390       2% int (1year)                            89.98        Group-1
      1008376811       5%4%3%2%1% int (2years)                      80        Group-2
      1008539110       No PPP                                    19.99        Group-2
      1008615830       6m int on 80%  (2years)                      72        Group-2
      1007979084       6m int on 80%  (2years)                      80        Group-2
      1008912625       6m int on 80%  (2years)                   84.97        Group-1
      1008531010       6m int on 80%  (2years)                   69.98        Group-2
      1007447596       No PPP                                       80        Group-2
      1008498431       No PPP                                    19.99        Group-2
      1008065238       6m int on 80%  (2years)                   19.99        Group-1
      1008260393       6m int on 80%  (2years)                   79.94        Group-2
      1008660022       1% int (2years)                           84.86        Group-1
      1008933666       6m int on 80%  (2years)                      80        Group-2
      1008900013       No PPP                                    48.27        Group-1
      1008730527       6m int on 80%  (2years)                   79.98        Group-2
      1008803609       No PPP                                    76.37        Group-2
      1008044626       6m int on 80%  (2years)                   19.99        Group-1
      1008196061       2% int (1year)                            89.89        Group-2
      1008447656       6m int on 80%  (3years)                   19.98        Group-2
      1008797956       No PPP                                       80        Group-1
      1008956392       6m int on 80%  (3years)                   79.94        Group-2
      1008609687       6m int on 80%  (2years)                   89.94        Group-1
      1008392045       5%4%3%2%1% int (3years)                   62.16        Group-2
      1007755075       6m int on 80%  (2years)                   19.97        Group-1
      1008042977       6m int on 80%  (1year)                    19.99        Group-2
      1008205293       No PPP                                       90        Group-2
      1008595273       6m int on 80%  (2years)                   19.99        Group-2
      1008466830       No PPP                                    19.99        Group-2
      1008621226       6m int on 80%  (2years)                   79.88        Group-2
      1007577124       2m int  (2years)                          84.93        Group-2
      1008456538       6m int on 80%  (2years)                      90        Group-2
      1008545498       6m int on 80%  (3years)                   69.77        Group-1
      1008260302       No PPP                                    19.99        Group-2
      1008629638       6m int on 80%  (3years)                   89.97        Group-2
      1008280497       No PPP                                    79.91        Group-2
      1008075343       6m int on 80%  (3years)                   77.35        Group-2
      1008854518       5%4%3%2%1% int (2years)                      80        Group-1
      1008849623       6m int on 80%  (1year)                       80        Group-1
      1008835567       2m int  (3years)                             80        Group-2
      1008256308       No PPP                                     84.9        Group-1
      1008935281       6m int on 80%  (3years)                   89.96        Group-2
      1008468678       No PPP                                    19.39        Group-2
      1007994851       6m int on 80%  (2years)                   19.99        Group-2
      1008344641       6m int on 80%  (2years)                   19.99        Group-2
      1008585809       1% int (3years)                           79.95        Group-2
      1008262024       6m int on 80%  (2years)                   19.99        Group-2
      1008301624       6m int on 80%  (3years)                   19.98        Group-2
      1008458466       2m int  (3years)                          79.42        Group-2
      1008033139       6m int on 80%  (2years)                   19.98        Group-2
      1007482477       6m int on 80%  (2years)                   84.93        Group-2
      1008708810       No PPP                                    89.94        Group-2
      1008476357       6m int on 80%  (3years)                   19.99        Group-2
      1007856340       No PPP                                    19.98        Group-2
      1007866721       6m int on 80%  (2years)                      80        Group-2
        10484563       6m int on 80%  (2years)                   79.95        Group-2
      1008004973       6m int on 80%  (3years)                   19.98        Group-1
      1008579763       No PPP                                    19.99        Group-2
      1008545899       No PPP                                    74.97        Group-2
      1008660095       No PPP                                    67.61        Group-2
      1008895010       6m int on 80%  (2years)                   72.71        Group-2
      1008326420       2% int (1year)                            89.91        Group-2
      1008312328       No PPP                                    19.99        Group-1
      1008667105       No PPP                                    78.13        Group-2
      1008803743       No PPP                                    79.95        Group-2
      1007968103       6m int on 80%  (2years)                   19.98        Group-2
      1008796216       6m int on 80%  (3years)                   79.92        Group-2
      1009088612       6m int on 80%  (2years)                   79.98        Group-2
      1008461960       6m int on 80%  (2years)                   19.99        Group-2
      1008849222       6m int on 80%  (2years)                   84.98        Group-1
      1008872491       No PPP                                    75.06        Group-2
      1008943487       6m int on 80%  (2years)                    84.6        Group-2
      1008191440       5%4%3%2%1% int (2years)                   19.98        Group-2
      1008250466       6m int on 80%  (3years)                   89.91        Group-1
      1008382378       6m int on 80%  (3years)                   19.99        Group-2
      1008651345       6m int on 80%  (2years)                      80        Group-2
      1008453700       No PPP                                    19.99        Group-1
      1008002920       No PPP                                    19.98        Group-1
      1007771789       6m int on 80%  (2years)                      80        Group-2
      1008085653       2m int  (2years)                          19.98        Group-1
      1007944861       No PPP                                    19.98        Group-1
      1008236553       6m int on 80%  (2years)                   19.99        Group-2
      1008565643       6m int on 80%  (3years)                   66.33        Group-2
      1008528809       No PPP                                    86.45        Group-2
      1008574508       5%4%3%2%1% int (3years)                   19.98        Group-2
      1008661682       5%4%3%2%1% int (3years)                   78.84        Group-2
      1008574090       5%4%3%2%1% int (3years)                   79.94        Group-2
      1008567366       No PPP                                    17.84        Group-2
      1008544827       6m int on 80%  (3years)                   87.81        Group-2
      1008845565       6m int on 80%  (2years)                   79.98        Group-2
      1009077447       6m int on 80%  (2years)                   19.98        Group-2
      1008601426       6m int on 80%  (2years)                   19.99        Group-1
      1008700783       No PPP                                    89.92        Group-2
      1009076554       6m int on 80%  (2years)                   79.95        Group-2
      1008600819       6m int on 80%  (2years)                      80        Group-2
      1008925416       5%4%3%2%1% int (2years)                      80        Group-2
      1008435892       6m int on 80%  (2years)                   19.99        Group-2
      1008456814       No PPP                                    19.99        Group-1
      1008983683       No PPP                                    79.95        Group-2
      1008558250       6m int on 80%  (2years)                      80        Group-2
      1008534311       6m int on 80%  (2years)                   79.89        Group-2
      1008315192       2m int  (3years)                          19.98        Group-1
      1008150181       No PPP                                    68.72        Group-1
      1008315076       2% int (3years)                           63.03        Group-2
      1008360668       6m int on 80%  (2years)                    84.9        Group-2
      1006418450       No PPP                                    19.97        Group-1
      1008121472       6m int on 80%  (2years)                   89.91        Group-2
      1008358092       6m int on 80%  (2years)                   19.99        Group-2
      1008130701       6m int on 80%  (3years)                   19.98        Group-2
      1008537498       2m int on 66.6% (3years)                  49.98        Group-1
      1008726541       6m int on 80%  (2years)                   73.65        Group-2
      1008651817       6m int on 80%  (2years)                   79.93        Group-2
      1008929001       6m int on 80%  (2years)                      80        Group-2
      1008881294       6m int on 80%  (2years)                   79.98        Group-2
      1008454139       6m int on 80%  (2years)                   19.99        Group-1
      1008900399       No PPP                                       80        Group-2
      1008044369       6m int on 80%  (2years)                   19.98        Group-2
      1008460131       No PPP                                    19.99        Group-2
      1008165843       5%4%3%2%1% int (2years)                   81.82        Group-2
      1008837761       No PPP                                    79.99        Group-1
      1007876140       1% int (2years)                           83.16        Group-2
      1008601630       5%4%3%2%1% int (3years)                   19.99        Group-2
      1008600506       5%4%3%2%1% int (3years)                   79.96        Group-2
      1007945726       6m int on 80%  (2years)                      80        Group-2
      1008576150       6m int on 80%  (2years)                   19.99        Group-2
      1008256317       No PPP                                    19.98        Group-2
      1008794771       No PPP                                    79.91        Group-2
      1008553077       No PPP                                    19.99        Group-2
      1007462676       No PPP                                    19.29        Group-1
      1008037974       No PPP                                    19.98        Group-1
      1008549109       2% int (3years)                           74.01        Group-2
      1008272825       No PPP                                     79.9        Group-1
      1008588307       6m int on 80%  (2years)                   19.99        Group-2
      1007067425       No PPP                                    19.99        Group-2
      1008628817       5%4%3%2%1% int (2years)                   89.87        Group-2
      1008872419       No PPP                                    79.97        Group-1
      1008254587       6m int on 80%  (2years)                   63.71        Group-2
      1008453381       No PPP                                    79.97        Group-2
      1008529899       No PPP                                    19.99        Group-2
      1008736745       1% int (1year)                            79.92        Group-2
      1008733356       No PPP                                    79.96        Group-2
      1008396862       6m int on 80%  (2years)                   19.99        Group-2
      1008592034       6m int on 80%  (2years)                   89.86        Group-1
      1008412238       No PPP                                    19.99        Group-2
      1008873882       6m int on 80%  (2years)                   89.87        Group-1
      1008697859       6m int on 80%  (2years)                   84.98        Group-2
      1008821518       No PPP                                    42.49        Group-1
      1008471673       6m int on 80%  (2years)                   19.99        Group-2
      1008471405       6m int on 80%  (2years)                      80        Group-2
      1008441518       No PPP                                    79.89        Group-2
      1008094055       No PPP                                    19.99        Group-1
      1008560764       2% int (2years)                           19.94        Group-2
      1008451953       No PPP                                    19.99        Group-1
      1008775596       5%4%3%2%1% int (2years)                   47.43        Group-1
      1008820840       6m int on 80%  (2years)                   79.94        Group-1
      1007076923       No PPP                                    19.98        Group-2
      1008512077       6m int on 80%  (2years)                      80        Group-2
      1008501873       6m int on 80%  (1year)                    19.99        Group-2
      1008706992       6m int on 80%  (3years)                   89.95        Group-1
      1008775783       No PPP                                     42.2        Group-1
      1007886816       No PPP                                    19.98        Group-2
      1008982988       6m int on 80%  (2years)                   79.95        Group-2
      1008137483       6m int on 80%  (2years)                   19.99        Group-2
      1008356511       6m int on 80%  (2years)                   19.99        Group-2
      1008356502       6m int on 80%  (2years)                      80        Group-2
      1008668408       2% int (3years)                           94.95        Group-2
      1008731526       6m int on 80%  (2years)                   74.96        Group-2
      1008750906       6m int on 80%  (3years)                   73.18        Group-2
      1008359698       6m int on 80%  (3years)                   19.99        Group-2
      1007420846       No PPP                                    19.98        Group-2
      1007776926       6m int on 80%  (2years)                   69.94        Group-1
      1008565634       No PPP                                    19.99        Group-2
      1008655617       No PPP                                     89.3        Group-1
      1008940596       6m int on 80%  (2years)                   79.98        Group-2
      1008898794       6m int on 80%  (3years)                   94.91        Group-1
      1008340048       6m int on 80%  (2years)                   83.27        Group-2
      1008880810       6m int on 80%  (2years)                   72.32        Group-1
      1008538120       6m int on 80%  (3years)                   59.98        Group-2
      1008559339       No PPP                                       80        Group-2
      1008719764       2% int (3years)                           79.95        Group-2
      1008711520       2% int (3years)                           79.96        Group-2
      1008926512       2m int  (3years)                             85        Group-1
      1007665467       No PPP                                    85.06        Group-2
      1008908809       6m int on 80%  (3years)                   69.97        Group-2
      1008200476       6m int on 80%  (2years)                   19.99        Group-2
      1008410640       6m int on 80%  (3years)                   94.86        Group-2
      1008995368       6m int on 80%  (2years)                      80        Group-2
      1008036430       6m int on 80%  (2years)                   19.98        Group-2
      1007893700       No PPP                                    19.98        Group-1
      1008498020       6m int on 80%  (3years)                   19.96        Group-1
      1008547799       6m int on 80%  (2years)                   89.92        Group-2
      1007950489       No PPP                                    94.91        Group-1
      1008657241       No PPP                                    79.97        Group-1
      1008439870       6m int on 80%  (3years)                   19.99        Group-2
      1008346569       No PPP                                    89.46        Group-2
      1008858462       No PPP                                    69.25        Group-2
      1008430254       6m int on 80%  (3years)                   19.98        Group-2
      1008052297       6m int on 80%  (2years)                   79.83        Group-2
      1008785200       6m int on 80%  (2years)                   84.99        Group-2
      1008536738       1% int (1year)                            79.94        Group-2
      1008699875       6m int on 80%  (3years)                   79.95        Group-2
      1008665205       No PPP                                    81.09        Group-1
      1008586737       6m int on 80%  (3years)                    79.9        Group-2
      1008701309       6m int on 80%  (2years)                      80        Group-2
      1008048695       6m int on 80%  (2years)                   19.98        Group-2
      1007748547       No PPP                                    89.06        Group-2
      1008623331       6m int on 80%  (3years)                   77.96        Group-1
      1008640296       2m int  (2years)                             80        Group-2
      1008267127       No PPP                                    89.95        Group-2
      1008613440       6m int on 80%  (2years)                   89.86        Group-1
      1008164292       No PPP                                    19.99        Group-2
      1008737021       No PPP                                    64.49        Group-2
      1008288729       1% int (3years)                           19.99        Group-1
      1008626944       No PPP                                       95        Group-1
      1008141717       No PPP                                       20        Group-2
      1008141352       No PPP                                    79.98        Group-2
      1008934139       6m int on 80%  (2years)                   79.44        Group-2
      1008502863       6m int on 80%  (3years)                   19.99        Group-2
      1008331370       2% int (1year)                            79.96        Group-2
      1007897118       2m int  (3years)                          19.97        Group-1
      1008691819       No PPP                                    19.99        Group-2
      1008083334       No PPP                                    19.98        Group-1
      1008639397       6m int on 80%  (2years)                      80        Group-2
      1008508377       2% int (1year)                            94.96        Group-1
      1008565117       6m int on 80%  (2years)                   19.99        Group-2
      1008623206       6m int on 80%  (3years)                   79.89        Group-2
      1008920894       6m int on 80%  (2years)                   79.98        Group-2
      1008430619       No PPP                                       90        Group-1
      1008821625       No PPP                                    94.98        Group-1
      1008958229       No PPP                                    80.62        Group-1
      1008865150       No PPP                                    79.96        Group-2
      1008982498       No PPP                                    79.98        Group-2
      1008767122       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008558474       6m int on 80%  (1year)                    79.98        Group-2
      1008450053       No PPP                                    19.99        Group-2
      1009044571       No PPP                                    52.36        Group-2
      1008887261       6m int on 80%  (2years)                   89.94        Group-2
      1008242500       5%4%3%2%1% int (2years)                      80        Group-2
      1008824739       No PPP                                     57.4        Group-1
      1008524279       6m int on 80%  (3years)                   79.96        Group-2
      1008914794       6m int on 80%  (2years)                      80        Group-2
      1008398575       2m int  (3years)                          19.98        Group-2
      1008425242       6m int on 80%  (2years)                   19.99        Group-2
      1008050814       6m int on 80%  (2years)                   19.98        Group-2
      1008827549       2% int (1year)                            79.96        Group-2
      1008361621       2m int  (3years)                          19.98        Group-2
      1008456084       2m int  (3years)                          19.98        Group-2
      1008445783       6m int on 80%  (2years)                   19.99        Group-2
      1008624893       6m int on 80%  (2years)                   84.96        Group-1
      1008438657       2% int (1year)                            69.95        Group-1
      1008867791       No PPP                                    89.98        Group-2
      1009078008       2% int (2years)                           19.99        Group-2
      1008435829       6m int on 80%  (2years)                   94.96        Group-1
      1007044824       No PPP                                    86.34        Group-2
      1008636247       No PPP                                    94.98        Group-1
      1008141780       6m int on 80%  (2years)                   19.99        Group-2
      1008930650       No PPP                                    79.95        Group-2
      1008647495       6m int on 80%  (3years)                   79.95        Group-2
      1007804370       5%4%3%2%1% int (2years)                   19.97        Group-1
        10484424       6m int on 80%  (2years)                   79.98        Group-2
      1008134048       6m int on 80%  (2years)                   19.99        Group-2
      1007994110       No PPP                                    82.98        Group-2
      1008561193       6m int on 80%  (3years)                   86.41        Group-1
      1008622537       6m int on 80%  (3years)                   79.96        Group-1
      1008601961       6m int on 80%  (3years)                   47.66        Group-1
      1008567106       No PPP                                    79.98        Group-2
      1008827941       6m int on 80%  (2years)                   84.89        Group-2
      1008589486       6m int on 80%  (2years)                   79.96        Group-2
      1008846966       6m int on 80%  (2years)                   76.87        Group-2
      1008961288       No PPP                                    79.95        Group-2
      1008923908       6m int on 80%  (2years)                      90        Group-1
      1009013845       2m int on 66.6% (3years)                     80        Group-1
      1008019495       6m int on 80%  (3years)                   19.99        Group-2
      1008675891       6m int on 80%  (2years)                   19.99        Group-2
      1008875586       2m int  (2years)                          79.95        Group-2
      1008314852       6m int on 80%  (2years)                   19.99        Group-2
      1008490509       6m int on 80%  (3years)                   19.98        Group-1
      1008217280       No PPP                                    19.98        Group-2
      1008549056       No PPP                                    19.99        Group-1
      1008424047       No PPP                                    19.99        Group-2
      1008657811       No PPP                                    79.97        Group-2
      1008521076       6m int on 80%  (2years)                      80        Group-2
      1008411382       6m int on 80%  (3years)                   19.99        Group-2
      1008119430       6m int on 80%  (2years)                   19.99        Group-2
      1008237990       6m int on 80%  (3years)                   51.43        Group-2
      1007895539       6m int on 80%  (2years)                   19.99        Group-2
      1008501784       No PPP                                    19.99        Group-1
      1008446050       6m int on 80%  (2years)                   19.99        Group-2
      1008565830       6m int on 80%  (3years)                   74.98        Group-2
      1008054829       1% int (1year)                            19.97        Group-2
      1008481831       No PPP                                    89.93        Group-1
      1008805992       No PPP                                    84.95        Group-2
      1008841630       6m int on 80%  (2years)                   89.97        Group-2
      1008053802       5%4%3%2%1% int (2years)                   19.98        Group-2
      1007979048       6m int on 80%  (2years)                    67.4        Group-1
      1008618383       6m int on 80%  (2years)                   19.99        Group-2
      1008617945       6m int on 80%  (2years)                   79.94        Group-2
      1008385473       No PPP                                    19.98        Group-2
      1008637521       No PPP                                    84.71        Group-2
      1008573340       6m int on 80%  (2years)                   79.95        Group-2
      1008143939       5%4%3%2%1% int (2years)                   19.98        Group-1
      1008143378       5%4%3%2%1% int (2years)                      80        Group-2
      1008540812       6m int on 80%  (3years)                   72.04        Group-2
      1008385464       No PPP                                    19.99        Group-2
      1008488861       No PPP                                    19.99        Group-2
      1008675668       6m int on 80%  (2years)                      80        Group-2
      1007590387       6m int on 80%  (2years)                   19.38        Group-1
      1008623395       No PPP                                    19.98        Group-2
      1008473332       6m int on 80%  (2years)                   19.99        Group-1
      1008866550       6m int on 80%  (2years)                      80        Group-2
      1008808766       No PPP                                    84.98        Group-2
      1008750103       6m int on 80%  (2years)                   79.98        Group-2
      1008434250       6m int on 80%  (3years)                   19.99        Group-2
      1008243572       No PPP                                    19.99        Group-2
      1008655350       No PPP                                    89.98        Group-2
      1008526053       6m int on 80%  (2years)                   79.95        Group-2
      1008681580       1% int (2years)                           84.95        Group-1
      1008482000       No PPP                                     84.9        Group-1
      1008608973       No PPP                                    94.82        Group-2
      1008259742       No PPP                                    19.99        Group-2
      1008337560       No PPP                                    19.99        Group-1
      1008260473       6m int on 80%  (3years)                   19.99        Group-2
      1007625885       No PPP                                       95        Group-1
      1008043501       No PPP                                    19.99        Group-2
      1008516509       6m int on 80%  (1year)                       80        Group-2
      1008100752       No PPP                                    19.98        Group-1
      1007965525       6m int on 80%  (2years)                   19.97        Group-1
      1008131675       No PPP                                    19.98        Group-1
      1008449994       2m int on 66.6% (2years)                  59.02        Group-2
      1008623563       No PPP                                    84.96        Group-1
      1008543775       No PPP                                    79.96        Group-2
      1007964241       No PPP                                    79.92        Group-2
      1007826052       No PPP                                    19.97        Group-2
      1008445532       6m int on 80%  (2years)                      80        Group-2
      1008608107       6m int on 80%  (2years)                   94.89        Group-2
      1007967113       No PPP                                    19.98        Group-2
      1008567204       No PPP                                    84.98        Group-1
      1008088259       No PPP                                    19.99        Group-2
      1008871367       No PPP                                    64.83        Group-1
      1008616955       No PPP                                    89.99        Group-1
      1008014668       No PPP                                    19.99        Group-2
      1008255318       No PPP                                    19.99        Group-2
      1008060475       6m int on 80%  (3years)                   19.98        Group-2
      1008534446       No PPP                                       84        Group-2
      1008559543       6m int on 80%  (2years)                   19.99        Group-2
      1008558704       6m int on 80%  (2years)                      80        Group-2
      1008510346       6m int on 80%  (2years)                   82.82        Group-2
      1008828094       2% int (2years)                              80        Group-1
      1008569480       6m int on 80%  (2years)                   19.99        Group-2
      1008838608       No PPP                                    79.95        Group-2
      1008568962       6m int on 80%  (2years)                      80        Group-2
      1008692382       No PPP                                    79.26        Group-2
      1008199861       No PPP                                    19.98        Group-2
      1008999881       2% int (3years)                           79.99        Group-2
      1008247578       No PPP                                    19.82        Group-1
      1008682543       6m int on 80%  (2years)                      80        Group-2
      1008358305       No PPP                                    89.92        Group-1
      1008502881       No PPP                                    19.99        Group-1
      1008588316       6m int on 80%  (3years)                   72.82        Group-2
      1008315520       No PPP                                       68        Group-2
      1008849990       No PPP                                    89.95        Group-2
      1008170695       No PPP                                    79.91        Group-1
      1008771359       6m int on 80%  (1year)                    69.95        Group-1
      1008464725       6m int on 80%  (2years)                      80        Group-2
      1008823678       6m int on 80%  (2years)                   79.98        Group-2
      1008826924       6m int on 80%  (3years)                   79.93        Group-2
      1008621299       6m int on 80%  (2years)                   19.99        Group-2
      1008518703       No PPP                                    19.99        Group-2
      1008518730       No PPP                                       80        Group-2
      1008492605       No PPP                                    19.99        Group-2
      1008492561       6m int on 80%  (1year)                       80        Group-2
      1008504816       6m int on 80%  (3years)                   19.99        Group-2
      1007913485       6m int on 80%  (2years)                   54.88        Group-2
      1008429355       No PPP                                    19.98        Group-2
      1008764571       6m int on 80%  (2years)                      80        Group-2
      1008664625       6m int on 80%  (2years)                   39.65        Group-1
      1008740240       No PPP                                     62.3        Group-1
      1008242083       6m int on 80%  (3years)                   19.98        Group-1
      1008656439       No PPP                                    89.97        Group-2
      1008576267       2m int  (2years)                          84.41        Group-1
      1008607625       1% int (3years)                           19.99        Group-2
        10481581       6m int on 80%  (2years)                    79.9        Group-2
      1008753299       6m int on 80%  (1year)                    79.96        Group-2
      1008388425       2% int (1year)                            79.95        Group-2
      1008948801       6m int on 80%  (2years)                   94.98        Group-2
      1008566848       No PPP                                    83.76        Group-2
      1008507323       6m int on 80%  (2years)                   19.99        Group-2
      1008059913       No PPP                                    19.99        Group-1
      1007678685       6m int on 80%  (2years)                    82.3        Group-2
      1008858453       No PPP                                    79.96        Group-2
      1008486587       6m int on 80%  (2years)                   19.99        Group-2
      1008750531       1% int (3years)                           79.95        Group-2
      1007648771       No PPP                                    19.98        Group-1
      1008056293       No PPP                                    19.99        Group-1
      1008304809       No PPP                                    94.91        Group-2
      1008396005       6m int on 80%  (2years)                   19.99        Group-2
      1008434429       No PPP                                    19.99        Group-2
      1008492311       No PPP                                    74.87        Group-1
      1008250732       6m int on 80%  (2years)                      80        Group-2
      1008654048       6m int on 80%  (3years)                   79.95        Group-2
      1007614968       6m int on 80%  (2years)                   79.96        Group-2
      1007961002       6m int on 80%  (2years)                   19.98        Group-1
      1008414414       6m int on 80%  (3years)                   19.98        Group-2
      1008556564       No PPP                                    79.97        Group-2
      1008633393       No PPP                                    54.11        Group-2
      1008125174       No PPP                                    57.05        Group-2
      1008485506       No PPP                                    84.97        Group-1
      1008842997       6m int on 80%  (2years)                   79.98        Group-2
      1008512674       No PPP                                    84.97        Group-1
      1007560383       6m int on 80%  (2years)                   52.05        Group-1
      1008589636       6m int on 80%  (3years)                   77.78        Group-1
      1008959004       6m int on 80%  (3years)                      80        Group-2
      1008969672       No PPP                                       80        Group-2
      1008719906       6m int on 80%  (3years)                   89.93        Group-2
      1008394846       5%4%3%2%1% int (2years)                   78.08        Group-2
      1008614145       No PPP                                    74.95        Group-2
      1008865365       6m int on 80%  (2years)                   74.28        Group-1
      1008920260       6m int on 80%  (2years)                   82.42        Group-2
      1008575026       6m int on 80%  (2years)                      80        Group-2
      1008662431       No PPP                                    94.91        Group-2
      1008686317       6m int on 80%  (2years)                   19.99        Group-2
      1008433965       6m int on 80%  (2years)                   19.99        Group-2
      1008611816       6m int on 80%  (3years)                   79.95        Group-2
      1008622822       1% int (1year)                            19.99        Group-2
      1008615420       6m int on 80%  (3years)                   79.95        Group-2
      1008802664       No PPP                                    79.95        Group-1
      1008359484       6m int on 80%  (2years)                   19.99        Group-2
      1008164577       6m int on 80%  (1year)                    75.96        Group-1
      1007846450       No PPP                                    19.99        Group-2
      1007773304       6m int on 80%  (2years)                      80        Group-2
      1008616465       6m int on 80%  (3years)                   79.94        Group-2
      1008629558       6m int on 80%  (3years)                   19.99        Group-2
      1008821448       No PPP                                    94.98        Group-1
      1008952804       6m int on 80%  (2years)                   89.02        Group-2
      1008224245       No PPP                                    19.98        Group-2
      1008598840       6m int on 80%  (1year)                       90        Group-2
      1008613538       1% int (1year)                            19.99        Group-2
      1007701882       6m int on 80%  (3years)                   19.97        Group-1
      1007643525       2% int (2years)                           19.98        Group-1
      1007860549       No PPP                                    19.98        Group-2
      1008278589       No PPP                                    84.87        Group-2
      1008524180       6m int on 80%  (2years)                   89.91        Group-2
      1008568383       6m int on 80%  (3years)                   79.91        Group-2
      1008638192       6m int on 80%  (3years)                   79.98        Group-2
      1008281156       No PPP                                       80        Group-2
      1008847983       6m int on 80%  (3years)                   66.65        Group-1
      1008620101       No PPP                                       80        Group-2
      1008613002       1% int (1year)                            79.96        Group-2
      1008840294       6m int on 80%  (2years)                   84.24        Group-2
      1008021605       6m int on 80%  (2years)                      95        Group-2
      1008586489       2% int (2years)                           89.97        Group-2
      1008445122       6m int on 80%  (3years)                   19.99        Group-2
      1008235885       No PPP                                    66.26        Group-2
      1008479256       No PPP                                    66.24        Group-1
      1008769193       No PPP                                    89.95        Group-2
      1008882863       6m int on 80%  (1year)                       80        Group-2
      1008414478       6m int on 80%  (3years)                   83.04        Group-2
      1008464440       6m int on 80%  (2years)                   19.99        Group-2
      1008565876       No PPP                                    89.96        Group-1
      1008462282       6m int on 80%  (2years)                   44.68        Group-2
      1008116344       2% int (2years)                           76.26        Group-2
      1008619211       No PPP                                    74.97        Group-1
      1008502792       No PPP                                    19.99        Group-2
      1008550025       No PPP                                    19.99        Group-2
      1008752628       2m int  (3years)                             80        Group-2
      1008801031       6m int on 80%  (2years)                   79.93        Group-1
      1008528596       6m int on 80%  (3years)                   79.97        Group-2
      1008351936       No PPP                                    19.98        Group-2
      1008371647       No PPP                                    94.95        Group-1
      1008458368       6m int on 80%  (2years)                   79.91        Group-2
        10451329       6m int on 80%  (2years)                   79.91        Group-2
      1008204864       6m int on 80%  (1year)                    94.96        Group-2
      1007926408       6m int on 80%  (2years)                      80        Group-2
      1008187972       6m int on 80%  (3years)                   69.94        Group-2
      1008476277       No PPP                                    59.02        Group-2
      1008699170       2% int (1year)                            84.93        Group-2
      1008630564       6m int on 80%  (3years)                   79.93        Group-2
      1008466689       6m int on 80%  (2years)                   19.99        Group-2
      1007585589       6m int on 80%  (1year)                       90        Group-2
      1008609829       6m int on 80%  (3years)                   61.84        Group-1
      1008395033       6m int on 80%  (2years)                   19.99        Group-2
      1008950548       1% int (3years)                              80        Group-2
      1008453372       6m int on 80%  (2years)                   19.98        Group-2
      1008185947       6m int on 80%  (2years)                      80        Group-2
      1008576837       6m int on 80%  (2years)                   19.98        Group-1
      1008637950       6m int on 80%  (1year)                    79.97        Group-2
      1008429596       No PPP                                    19.99        Group-2
      1008514226       6m int on 80%  (1year)                       80        Group-2
      1008584301       6m int on 80%  (2years)                      80        Group-2
      1008133389       6m int on 80%  (2years)                   19.99        Group-2
      1008849482       No PPP                                    83.16        Group-2
      1008317056       6m int on 80%  (2years)                   19.99        Group-2
      1008316547       6m int on 80%  (2years)                   79.95        Group-2
      1008445934       No PPP                                    19.99        Group-2
      1008182977       2m int  (2years)                             90        Group-2
      1008465500       No PPP                                    19.99        Group-2
      1008597921       5%4%3%2%1% int (2years)                   19.99        Group-2
      1008606813       1% int (2years)                           19.99        Group-2
      1008609151       No PPP                                       80        Group-1
      1008642926       2% int (2years)                            57.2        Group-1
      1008499911       6m int on 80%  (2years)                   19.99        Group-2
      1008043574       No PPP                                    19.98        Group-2
      1008529327       6m int on 80%  (1year)                    79.94        Group-2
      1008436427       6m int on 80%  (3years)                   19.98        Group-2
      1008640786       6m int on 80%  (2years)                      80        Group-2
      1007861619       No PPP                                    19.97        Group-1
      1008779431       6m int on 80%  (3years)                   79.98        Group-2
      1008849589       2% int (3years)                           94.91        Group-1
      1008609044       5%4%3%2%1% int (2years)                   19.99        Group-2
      1008817916       No PPP                                    79.98        Group-2
      1008145447       6m int on 80%  (2years)                   19.99        Group-2
      1008444793       6m int on 80%  (2years)                   19.99        Group-2
      1008659490       No PPP                                    79.95        Group-2
      1008127840       No PPP                                    19.98        Group-2
      1008273316       6m int on 80%  (3years)                   37.43        Group-2
      1007882525       6m int on 80%  (3years)                   89.94        Group-2
      1008634542       No PPP                                    89.97        Group-2
      1008636372       6m int on 80%  (2years)                      95        Group-2
      1008594620       5% int (3years)                           19.94        Group-1
      1008487381       No PPP                                    89.95        Group-2
      1008714536       6m int on 80%  (3years)                   31.23        Group-2
      1008897214       2% int (2years)                              80        Group-2
      1008730457       1% int (2years)                           39.23        Group-2
      1008834194       6m int on 80%  (2years)                   89.97        Group-1
      1008980837       6m int on 80%  (2years)                   79.97        Group-2
      1008883318       6m int on 80%  (3years)                      90        Group-2
      1008824515       No PPP                                       80        Group-1
      1008686558       6m int on 80%  (3years)                   79.96        Group-2
      1008681982       No PPP                                    89.92        Group-2
      1008619872       6m int on 80%  (1year)                       80        Group-2
      1008571752       6m int on 80%  (2years)                      95        Group-2
      1007861441       6m int on 80%  (3years)                   19.98        Group-2
      1007163473       6m int on 80%  (1year)                       80        Group-2
      1008473591       No PPP                                    19.99        Group-2
      1007313294       No PPP                                    74.95        Group-2
      1008120525       6m int on 80%  (2years)                   19.99        Group-2
      1007760425       6m int on 80%  (2years)                   19.97        Group-2
      1008076770       No PPP                                    79.96        Group-1
      1008423431       6m int on 80%  (2years)                   19.99        Group-2
      1008143742       6m int on 80%  (2years)                   79.99        Group-2
      1008023364       6m int on 80%  (2years)                   19.97        Group-2
      1008267476       6m int on 80%  (1year)                    89.88        Group-2
      1008493445       6m int on 80%  (2years)                   19.99        Group-2
      1008160152       No PPP                                    19.98        Group-2
      1008587594       6m int on 80%  (1year)                    73.15        Group-1
      1008969690       6m int on 80%  (2years)                      80        Group-2
      1008942665       6m int on 80%  (2years)                   68.26        Group-2
      1008850709       No PPP                                    79.95        Group-2
      1008118413       No PPP                                    19.99        Group-2
      1007093496       6m int on 80%  (2years)                      80        Group-1
      1007952931       No PPP                                    94.92        Group-1
      1008566535       6m int on 80%  (1year)                    64.54        Group-2
      1008515626       6m int on 80%  (3years)                   94.94        Group-1
      1008668284       6m int on 80%  (3years)                   19.99        Group-2
      1008667702       6m int on 80%  (3years)                      80        Group-2
      1008247328       No PPP                                    19.99        Group-2
      1008344810       No PPP                                    19.98        Group-2
      1006944097       2m int on 66.6% (2years)                     80        Group-2
      1008174655       6m int on 80%  (2years)                   19.99        Group-2
      1008487924       6m int on 80%  (2years)                   19.99        Group-2
      1008122845       6m int on 80%  (2years)                   19.99        Group-2
      1008577257       6m int on 80%  (3years)                   19.99        Group-2
      1008634908       No PPP                                    19.99        Group-2
      1008504077       No PPP                                       20        Group-2
      1008634695       6m int on 80%  (1year)                    79.97        Group-2
      1008696690       6m int on 80%  (3years)                   89.97        Group-2
      1008657777       6m int on 80%  (1year)                    89.97        Group-2
      1008825346       3m int  (1year)                           84.96        Group-2
      1008938091       6m int on 80%  (2years)                   47.58        Group-1
      1008955972       No PPP                                    77.36        Group-2
      1008020054       No PPP                                    19.99        Group-2
      1008491009       6m int on 80%  (2years)                   19.99        Group-2
      1008549733       6m int on 80%  (2years)                      80        Group-2
      1008111081       No PPP                                    19.99        Group-2
      1008664082       6m int on 80%  (1year)                    59.98        Group-1
      1008365798       No PPP                                    19.99        Group-2
      1008909327       6m int on 80%  (3years)                   89.99        Group-2
      1008783952       5%4%3%2%1% int (3years)                   48.36        Group-1
      1008819807       No PPP                                    79.96        Group-1
      1005094836       No PPP                                    60.27        Group-1
      1008438719       6m int on 80%  (2years)                      80        Group-2
      1008458821       6m int on 80%  (2years)                   19.98        Group-2
      1008529559       No PPP                                    74.97        Group-2
      1008783845       6m int on 80%  (1year)                    84.86        Group-2
      1008983898       6m int on 80%  (2years)                   88.37        Group-2
      1008432537       6m int on 80%  (2years)                   19.99        Group-2
      1008764474       6m int on 80%  (2years)                   79.97        Group-2
      1008207255       No PPP                                    89.96        Group-2
        10442876       6m int on 80%  (2years)                      90        Group-2
      1008111651       6m int on 80%  (2years)                   19.98        Group-2
      1008121622       No PPP                                    19.99        Group-2
      1008682008       6m int on 80%  (2years)                   19.99        Group-2
      1008424207       6m int on 80%  (1year)                    19.98        Group-2
      1008489539       6m int on 80%  (2years)                      80        Group-2
        10443081       6m int on 80%  (2years)                   84.81        Group-2
      1008599251       6m int on 80%  (2years)                   19.99        Group-2
      1008047295       6m int on 80%  (2years)                   19.98        Group-2
      1007278778       6m int on 80%  (2years)                   78.36        Group-1
      1008473699       No PPP                                    19.98        Group-2
      1008474073       6m int on 80%  (2years)                      80        Group-1
      1008174361       6m int on 80%  (1year)                    74.95        Group-2
      1008215932       No PPP                                     89.9        Group-2
      1008114747       No PPP                                     79.9        Group-1
      1008491296       6m int on 80%  (2years)                   89.88        Group-1
      1008361239       6m int on 80%  (2years)                   19.98        Group-2
      1008369632       6m int on 80%  (2years)                   19.99        Group-2
      1008958880       No PPP                                    51.76        Group-2
      1008660638       6m int on 80%  (3years)                   74.99        Group-1
      1008637601       No PPP                                    89.98        Group-2
      1008457564       No PPP                                    14.99        Group-2
      1008456805       6m int on 80%  (1year)                       85        Group-2
      1008134985       No PPP                                    19.99        Group-2
      1008135145       No PPP                                       80        Group-2
      1008933069       No PPP                                    33.24        Group-2
      1008542749       No PPP                                       80        Group-2
      1008209896       No PPP                                    79.93        Group-1
      1008578069       No PPP                                    14.99        Group-2
      1008626016       No PPP                                    58.86        Group-2
      1008626588       No PPP                                    58.86        Group-2
      1008528603       No PPP                                    79.91        Group-2
      1008644522       6m int on 80%  (2years)                   79.93        Group-2
      1008447086       No PPP                                    79.91        Group-2
      1008517170       6m int on 80%  (3years)                      80        Group-2
      1008274903       6m int on 80%  (1year)                    89.96        Group-2
      1008955348       No PPP                                    84.42        Group-2
      1008640198       6m int on 80%  (2years)                      80        Group-2
      1008300732       6m int on 80%  (3years)                   19.95        Group-2
      1008469490       6m int on 80%  (2years)                   19.98        Group-2
      1008603950       6m int on 80%  (3years)                   49.83        Group-2
      1008700694       No PPP                                    74.98        Group-2
      1008544364       No PPP                                    19.99        Group-2
      1008544435       No PPP                                    79.96        Group-2
      1007771663       No PPP                                    49.98        Group-2
      1008442018       No PPP                                       15        Group-2
      1007941668       6m int on 80%  (2years)                   84.95        Group-2
      1008203071       6m int on 80%  (2years)                   19.99        Group-2
      1008612888       6m int on 80%  (3years)                   84.93        Group-2
      1008750247       6m int on 80%  (1year)                    56.48        Group-1
      1008850200       5%4%3%2%1% int (2years)                   89.97        Group-2
      1008766427       6m int on 80%  (3years)                      80        Group-2
      1008621360       6m int on 80%  (2years)                   19.99        Group-2
      1007967658       No PPP                                    87.15        Group-2
      1008878850       No PPP                                    77.13        Group-2
      1008461274       6m int on 80%  (2years)                   19.98        Group-2
      1008185475       No PPP                                    19.99        Group-2
      1008314184       No PPP                                    19.99        Group-2
      1008243821       6m int on 80%  (3years)                   19.99        Group-2
      1008017022       6m int on 80%  (3years)                   92.78        Group-2
      1008418296       6m int on 80%  (2years)                   19.99        Group-2
      1008425830       6m int on 80%  (2years)                   19.99        Group-2
      1008422842       1% int (2years)                           84.91        Group-1
      1008443927       6m int on 80%  (2years)                      80        Group-2
      1008496193       No PPP                                    84.29        Group-2
      1008562600       6m int on 80%  (2years)                   19.99        Group-2
      1007789565       6m int on 80%  (1year)                    17.16        Group-1
      1007104448       6m int on 80%  (2years)                      80        Group-1
      1008132282       6m int on 80%  (2years)                   19.97        Group-2
      1008355120       6m int on 80%  (3years)                   19.98        Group-2
      1008587772       6m int on 80%  (1year)                    19.99        Group-2
      1008306068       No PPP                                     89.9        Group-1
      1008133236       No PPP                                    19.98        Group-2
      1008239989       6m int on 80%  (2years)                   19.99        Group-2
      1007822163       6m int on 80%  (3years)                   19.99        Group-2
      1008504692       6m int on 80%  (2years)                      80        Group-2
      1008793255       6m int on 80%  (2years)                   79.87        Group-2
      1008484507       No PPP                                    84.14        Group-2
      1008577532       6m int on 80%  (3years)                   19.98        Group-2
      1008834504       6m int on 80%  (2years)                   79.98        Group-1
      1008958069       6m int on 80%  (1year)                       80        Group-2
      1008658124       6m int on 80%  (1year)                    79.97        Group-2
        10474577       6m int on 80%  (2years)                      80        Group-2
      1008261766       6m int on 80%  (2years)                   19.99        Group-2
      1008486346       6m int on 80%  (3years)                   19.98        Group-2
      1008355264       No PPP                                    19.99        Group-2
      1008315771       6m int on 80%  (3years)                   19.99        Group-2
      1008315290       6m int on 80%  (2years)                   79.98        Group-2
      1008232744       6m int on 80%  (1year)                    78.65        Group-1
      1008697706       6m int on 80%  (3years)                   79.89        Group-2
      1008595816       No PPP                                       80        Group-2
      1008280317       6m int on 80%  (1year)                    72.88        Group-1
      1008267029       No PPP                                    24.97        Group-2
      1008787057       6m int on 80%  (2years)                   94.96        Group-2
      1008239872       No PPP                                    19.99        Group-2
      1007954065       6m int on 80%  (3years)                   19.98        Group-2
      1008508625       6m int on 80%  (2years)                   41.62        Group-2
      1008196105       No PPP                                    19.99        Group-2
      1008858667       6m int on 80%  (2years)                      90        Group-2
      1008406316       6m int on 80%  (2years)                   19.99        Group-2
      1008228704       6m int on 80%  (2years)                   19.99        Group-2
      1008219901       6m int on 80%  (2years)                      80        Group-2
      1008337739       6m int on 80%  (1year)                    74.89        Group-2
      1008451506       No PPP                                    19.99        Group-2
      1008357351       No PPP                                    72.09        Group-1
      1008052634       6m int on 80%  (2years)                   19.97        Group-2
      1008424939       No PPP                                    89.92        Group-2
      1008436971       6m int on 80%  (3years)                      95        Group-2
      1008805046       6m int on 80%  (3years)                   74.23        Group-1
      1008886912       6m int on 80%  (2years)                      80        Group-2
      1008205471       6m int on 80%  (2years)                      80        Group-2
      1008523984       No PPP                                    79.95        Group-2
      1008734658       No PPP                                    90.99        Group-2
      1008077957       No PPP                                    19.98        Group-1
      1008440582       6m int on 80%  (2years)                   89.89        Group-2
      1008386837       6m int on 80%  (2years)                   19.99        Group-2
      1008889955       6m int on 80%  (2years)                   36.41        Group-2
      1008559669       6m int on 80%  (2years)                   19.99        Group-2
      1008559017       6m int on 80%  (2years)                      80        Group-2
      1007819355       6m int on 80%  (2years)                      80        Group-2
      1008718603       2% int (2years)                              80        Group-2
      1008562094       No PPP                                    79.89        Group-2
      1008353319       6m int on 80%  (2years)                   19.99        Group-2
      1008136162       6m int on 80%  (2years)                   14.99        Group-2
      1008591730       6m int on 80%  (2years)                    84.9        Group-2
      1008346792       No PPP                                    19.98        Group-2
      1008346355       5%4%3%2%1% int (2years)                   66.59        Group-2
      1008512594       No PPP                                    89.96        Group-2
      1008491367       No PPP                                    19.99        Group-2
      1008040443       6m int on 80%  (2years)                   79.99        Group-2
      1008368081       No PPP                                    79.91        Group-2
      1008378828       6m int on 80%  (2years)                   19.99        Group-2
      1007927256       6m int on 80%  (3years)                   19.97        Group-2
      1007858400       No PPP                                    19.98        Group-2
      1008057693       6m int on 80%  (3years)                   19.99        Group-2
      1008606957       No PPP                                    79.97        Group-1
      1008744246       6m int on 80%  (3years)                      80        Group-2
      1008597690       6m int on 80%  (3years)                      80        Group-1
      1008440920       2% int (3years)                           19.99        Group-2
      1008898598       6m int on 80%  (2years)                   59.97        Group-1
      1008866275       6m int on 80%  (2years)                      80        Group-2
      1008179990       6m int on 80%  (2years)                   19.96        Group-2
      1007331201       6m int on 80%  (2years)                      80        Group-2
      1008424430       2% int (2years)                           72.97        Group-1
      1008364931       6m int on 80%  (2years)                      80        Group-2
      1008632027       6m int on 80%  (1year)                    72.65        Group-1
      1008593578       No PPP                                    89.07        Group-2
      1007345900       6m int on 80%  (2years)                   19.98        Group-2
      1008648555       No PPP                                    94.96        Group-2
      1008566651       No PPP                                    14.99        Group-2
      1008465216       6m int on 80%  (3years)                   19.99        Group-1
      1007900104       6m int on 80%  (2years)                   19.98        Group-2
      1008164372       2% int (2years)                           79.97        Group-2
      1008236278       6m int on 80%  (2years)                   19.99        Group-2
      1008371175       2m int  (3years)                             90        Group-2
      1008650907       6m int on 80%  (2years)                      80        Group-2
      1008645077       No PPP                                    79.91        Group-2
      1008960797       6m int on 80%  (2years)                    88.2        Group-2
      1008433019       6m int on 80%  (2years)                   94.87        Group-2
      1008847439       6m int on 80%  (2years)                   52.71        Group-1
      1007773340       6m int on 80%  (3years)                   19.98        Group-2
      1008144536       6m int on 80%  (3years)                   19.99        Group-2
      1008144313       6m int on 80%  (2years)                      80        Group-2
      1008259412       No PPP                                    89.82        Group-2
      1008749385       No PPP                                    51.43        Group-1
      1008590278       No PPP                                       80        Group-2
      1008296685       6m int on 80%  (2years)                   19.99        Group-2
      1007625563       2% int (2years)                              95        Group-2
      1008312925       No PPP                                    19.99        Group-2
      1008316501       No PPP                                    79.89        Group-2
      1008547192       6m int on 80%  (1year)                    74.94        Group-2
      1008280362       6m int on 80%  (2years)                   19.99        Group-2
      1008451999       6m int on 80%  (2years)                   79.88        Group-2
      1007253349       6m int on 80%  (2years)                      80        Group-2
      1008361587       2m int on 66.6% (2years)                  44.38        Group-1
      1008492623       No PPP                                    19.98        Group-2
      1008240619       2% int (2years)                              80        Group-2
      1008444935       No PPP                                    19.98        Group-2
      1006746630       6m int on 80%  (2years)                      80        Group-2
      1007669454       No PPP                                    19.98        Group-2
      1006814110       No PPP                                    19.98        Group-2
      1007876505       6m int on 80%  (2years)                      95        Group-2
      1008400152       6m int on 80%  (1year)                    84.94        Group-1
      1008637978       6m int on 80%  (3years)                   79.95        Group-2
      1008605468       6m int on 80%  (1year)                    89.98        Group-2
      1008694013       6m int on 80%  (3years)                   19.99        Group-2
      1008693265       6m int on 80%  (2years)                      80        Group-2
      1008621681       6m int on 80%  (3years)                      80        Group-2
      1006665904       6m int on 80%  (2years)                   79.98        Group-2
      1008367867       6m int on 80%  (2years)                   19.99        Group-2
      1008347657       6m int on 80%  (2years)                      80        Group-2
      1008544248       6m int on 80%  (3years)                      90        Group-2
      1007603417       6m int on 80%  (3years)                   19.96        Group-2
      1008181308       No PPP                                    19.98        Group-2
      1008397889       2% int (2years)                           19.99        Group-2
      1008461666       6m int on 80%  (2years)                   19.97        Group-2
      1008569168       6m int on 80%  (2years)                      80        Group-2
      1008492758       6m int on 80%  (1year)                    84.92        Group-2
      1008649554       6m int on 80%  (3years)                   84.93        Group-2
      1008159459       6m int on 80%  (1year)                    89.94        Group-2
      1008651924       6m int on 80%  (3years)                   83.13        Group-2
      1008363013       No PPP                                       15        Group-2
      1008642187       2% int (2years)                           93.38        Group-2
      1008629488       No PPP                                       90        Group-1
      1008196007       6m int on 80%  (1year)                       80        Group-2
      1008497799       6m int on 80%  (2years)                   19.96        Group-2
      1008377561       6m int on 80%  (3years)                   54.96        Group-1
      1008533018       6m int on 80%  (3years)                   94.94        Group-2
      1008417787       6m int on 80%  (3years)                   64.74        Group-2
      1008752414       6m int on 80%  (2years)                      80        Group-2
      1007738558       1% int (2years)                              80        Group-2
      1008464235       6m int on 80%  (2years)                   19.99        Group-2
      1008463913       6m int on 80%  (2years)                      80        Group-2
      1008634454       2m int on 66.6% (3years)                  84.93        Group-2
      1008453764       6m int on 80%  (3years)                   19.99        Group-2
      1008740696       6m int on 80%  (2years)                      80        Group-2
      1008125762       6m int on 80%  (2years)                      80        Group-2
      1008492543       6m int on 80%  (2years)                   19.98        Group-2
      1008273192       No PPP                                    15.69        Group-2
      1008024808       6m int on 80%  (1year)                    19.98        Group-2
      1007905760       6m int on 80%  (1year)                    83.55        Group-2
      1008531724       6m int on 80%  (1year)                       80        Group-2
      1008607493       6m int on 80%  (3years)                   19.98        Group-2
      1008013008       6m int on 80%  (3years)                   19.98        Group-2
      1008012857       6m int on 80%  (2years)                      80        Group-2
      1008644078       6m int on 80%  (3years)                   79.93        Group-2
      1008699312       6m int on 80%  (2years)                   94.97        Group-2
      1008147338       No PPP                                    74.49        Group-2
      1008509928       6m int on 80%  (2years)                   19.99        Group-2
      1008508876       6m int on 80%  (2years)                      80        Group-2
      1008455637       No PPP                                    19.99        Group-2
      1008826238       1% int (2years)                           79.95        Group-2
      1008488969       6m int on 80%  (1year)                    19.99        Group-2
      1008080202       6m int on 80%  (2years)                   19.98        Group-2
      1008208593       6m int on 80%  (1year)                       80        Group-2
      1008277358       No PPP                                    79.97        Group-2
      1008422557       6m int on 80%  (3years)                   19.98        Group-2
      1008385865       No PPP                                    89.91        Group-2
      1008622092       6m int on 80%  (1year)                    79.89        Group-2
      1008571486       6m int on 80%  (2years)                      80        Group-2
      1008863562       2% int (2years)                           79.87        Group-2
      1008622984       6m int on 80%  (2years)                   19.99        Group-2
      1008344801       No PPP                                    79.96        Group-2
      1008229507       No PPP                                    78.57        Group-2
      1008354899       6m int on 80%  (2years)                      80        Group-2
      1008587166       6m int on 80%  (2years)                   19.95        Group-2
      1008747788       No PPP                                    79.98        Group-2
      1008322139       6m int on 80%  (2years)                      80        Group-2
      1006975801       5%4%3%2%1% int (2years)                      80        Group-2
      1008511498       No PPP                                    19.99        Group-2
      1008643907       6m int on 80%  (2years)                      85        Group-2
      1008930473       2% int (1year)                            89.95        Group-2
      1008401650       No PPP                                    19.99        Group-2
      1008638021       No PPP                                    19.99        Group-2
      1008637326       6m int on 80%  (1year)                    79.95        Group-2
      1007940758       6m int on 80%  (2years)                   84.87        Group-2
      1008770617       6m int on 80%  (1year)                    79.94        Group-2
      1008311025       6m int on 80%  (2years)                   19.98        Group-2
      1008425974       No PPP                                    19.99        Group-2
      1008424733       6m int on 80%  (1year)                    79.95        Group-2
      1008746360       No PPP                                    87.38        Group-2
      1008297283       6m int on 80%  (1year)                    19.99        Group-2
      1008173736       1% int (2years)                           64.95        Group-1
      1008472253       2m int  (3years)                          19.98        Group-2
      1008471922       2m int  (2years)                          79.89        Group-2
      1008855820       No PPP                                    79.98        Group-2
      1008463405       2% int (3years)                           81.22        Group-2
      1008800808       6m int on 80%  (2years)                      80        Group-2
      1006717813       6m int on 80%  (2years)                      95        Group-2
      1008598261       6m int on 80%  (3years)                   33.61        Group-2
      1008513129       6m int on 80%  (2years)                      90        Group-2
      1008665385       6m int on 80%  (3years)                   79.83        Group-2
      1008698821       6m int on 80%  (3years)                   89.86        Group-2
      1008968940       No PPP                                    59.99        Group-2
      1006670578       6m int on 80%  (2years)                      80        Group-2
      1009053695       2% int (3years)                           94.95        Group-2
      1007990123       6m int on 80%  (2years)                   19.98        Group-2
      1008463717       6m int on 80%  (2years)                   19.99        Group-2
      1008463263       6m int on 80%  (2years)                      80        Group-2
      1008771386       6m int on 80%  (2years)                   79.88        Group-2
      1008504950       6m int on 80%  (3years)                   84.56        Group-2
      1008428506       6m int on 80%  (3years)                   19.98        Group-2
      1008387131       6m int on 80%  (3years)                   89.91        Group-2
      1008306629       No PPP                                    19.98        Group-2
      1008505502       No PPP                                    18.31        Group-2
      1008686308       6m int on 80%  (2years)                      80        Group-2
      1008851307       2m int on 66.6% (2years)                  74.41        Group-2
      1007219789       6m int on 80%  (2years)                      90        Group-2
      1008296382       6m int on 80%  (2years)                   19.99        Group-2
        10438596       6m int on 80%  (2years)                      95        Group-2
      1007394875       6m int on 80%  (2years)                   19.98        Group-2
      1008145508       6m int on 80%  (2years)                   19.99        Group-2
      1008423627       6m int on 80%  (1year)                       95        Group-2
      1008544747       6m int on 80%  (3years)                   19.98        Group-2
      1007995315       No PPP                                    19.98        Group-2
      1008049747       6m int on 80%  (1year)                       20        Group-2
      1008745085       6m int on 80%  (2years)                   79.97        Group-2
      1008617785       No PPP                                    75.81        Group-2
      1008501203       No PPP                                    19.99        Group-2
      1008628979       6m int on 80%  (2years)                   19.99        Group-2
      1008743372       6m int on 80%  (3years)                   56.67        Group-1
      1008725935       6m int on 80%  (3years)                      75        Group-2
      1008421111       6m int on 80%  (2years)                   89.89        Group-2
      1008641419       6m int on 80%  (1year)                    79.96        Group-2
      1008341582       No PPP                                    19.98        Group-2
      1008490643       6m int on 80%  (2years)                   19.99        Group-2
      1008397549       6m int on 80%  (2years)                   19.99        Group-2
      1008859675       6m int on 80%  (1year)                    79.96        Group-2
      1007653782       No PPP                                    19.98        Group-2
      1008309378       6m int on 80%  (1year)                    89.82        Group-2
      1008616642       6m int on 80%  (2years)                   19.99        Group-2
      1008384768       No PPP                                    19.99        Group-2
      1008949631       6m int on 80%  (2years)                      80        Group-2
      1008152401       2m int  (2years)                             80        Group-2
      1008014034       6m int on 80%  (3years)                   19.98        Group-2
        10442213       6m int on 80%  (2years)                   73.56        Group-2
      1008246061       3m int  (2years)                          79.95        Group-2
      1008938876       No PPP                                    79.98        Group-2
      1008818069       6m int on 80%  (2years)                   79.95        Group-2
      1008180862       No PPP                                    19.98        Group-2
        10474025       6m int on 80%  (1year)                       80        Group-2
      1007935835       6m int on 80%  (3years)                   19.98        Group-2
      1007935675       6m int on 80%  (2years)                   79.94        Group-2
      1008367055       No PPP                                    19.99        Group-2
      1008673713       6m int on 80%  (1year)                    79.85        Group-2
      1008697163       No PPP                                    74.96        Group-1
      1008750764       No PPP                                    94.99        Group-2
      1008730448       6m int on 80%  (2years)                   89.97        Group-2
      1006951836       6m int on 80%  (2years)                      80        Group-2
      1007910781       6m int on 80%  (3years)                   19.98        Group-2
      1008129321       No PPP                                    19.99        Group-2
      1008941210       No PPP                                    76.77        Group-1
      1008403426       No PPP                                    19.99        Group-2
      1008944397       6m int on 80%  (2years)                   89.83        Group-2
      1006793669       6m int on 80%  (2years)                   72.11        Group-2
      1007592615       6m int on 80%  (3years)                   19.97        Group-2
        10465147       6m int on 80%  (2years)                      80        Group-2
      1008645353       6m int on 80%  (3years)                   70.56        Group-2
      1008828913       2m int on 66.6% (2years)                     80        Group-2
      1008749857       6m int on 80%  (1year)                    41.22        Group-2
      1008687129       No PPP                                    19.99        Group-2
      1007882464       6m int on 80%  (2years)                   19.97        Group-2
      1008439576       No PPP                                    19.99        Group-2
      1008169233       6m int on 80%  (2years)                   19.99        Group-2
      1007852424       6m int on 80%  (3years)                   19.99        Group-2
      1008006604       6m int on 80%  (2years)                   19.98        Group-2
      1008471879       No PPP                                    19.99        Group-2
      1007797477       6m int on 80%  (3years)                   19.98        Group-2
      1008105481       No PPP                                    94.96        Group-2
      1008098603       No PPP                                    14.99        Group-2
      1008008826       6m int on 80%  (2years)                   19.98        Group-2
      1008146561       No PPP                                    19.98        Group-2
      1008257511       6m int on 80%  (3years)                   19.98        Group-2
      1008427801       6m int on 80%  (2years)                      90        Group-2
      1008528587       No PPP                                    84.95        Group-2
      1008854162       6m int on 80%  (2years)                   46.88        Group-1
      1007347329       6m int on 80%  (2years)                      80        Group-2
      1008553692       6m int on 80%  (2years)                   19.99        Group-2
      1008933657       6m int on 80%  (2years)                      80        Group-2
      1008974201       No PPP                                       80        Group-2
      1008042879       6m int on 80%  (1year)                    76.92        Group-2
      1008141334       2m int  (3years)                          19.98        Group-2
      1008481948       6m int on 80%  (1year)                       90        Group-2
      1008505879       No PPP                                    19.99        Group-2
      1008505469       No PPP                                     79.9        Group-2
      1008629665       6m int on 80%  (3years)                   93.03        Group-2
      1008646539       6m int on 80%  (1year)                    47.64        Group-2
      1008182067       No PPP                                    79.88        Group-2
      1008781222       6m int on 80%  (2years)                   50.75        Group-2
      1008021071       6m int on 80%  (2years)                   69.23        Group-2
      1008518464       6m int on 80%  (1year)                    79.93        Group-2
      1008489316       6m int on 80%  (3years)                   19.99        Group-2
      1008290020       6m int on 80%  (2years)                   19.99        Group-2
      1008806018       6m int on 80%  (2years)                      80        Group-2
      1007973240       No PPP                                       80        Group-2
      1008996465       6m int on 80%  (2years)                   79.98        Group-2
      1008430101       6m int on 80%  (2years)                   19.99        Group-2
      1008477365       No PPP                                    19.98        Group-2
      1008728424       6m int on 80%  (3years)                   72.73        Group-2
      1007871859       6m int on 80%  (2years)                   19.97        Group-2
      1008647690       No PPP                                    19.94        Group-2
      1008782374       6m int on 80%  (2years)                      95        Group-2
      1008145651       No PPP                                    19.99        Group-2
      1008447451       No PPP                                    19.99        Group-2
      1008358234       2% int (3years)                           19.99        Group-2
      1007978487       6m int on 80%  (2years)                   19.99        Group-2
      1008062972       6m int on 80%  (2years)                   19.97        Group-2
      1007630717       No PPP                                     19.8        Group-2
      1008015186       6m int on 80%  (1year)                    19.98        Group-2
      1008597011       No PPP                                    18.51        Group-2
      1008596735       No PPP                                       80        Group-2
      1008804966       No PPP                                       80        Group-2
      1007673341       6m int on 80%  (2years)                   19.98        Group-2
      1008357761       No PPP                                    19.99        Group-2
      1008604334       6m int on 80%  (1year)                       80        Group-2
      1008082022       No PPP                                    19.99        Group-2
      1008608232       6m int on 80%  (1year)                    79.98        Group-2
      1008714297       6m int on 80%  (2years)                   79.97        Group-2
      1008322807       2m int  (2years)                          19.98        Group-2
      1008857524       6m int on 80%  (2years)                      80        Group-2
      1008242751       6m int on 80%  (2years)                   19.99        Group-2
      1008229874       No PPP                                    19.99        Group-2
      1008048515       No PPP                                    19.99        Group-2
      1008191798       6m int on 80%  (2years)                      95        Group-2
      1008330914       6m int on 80%  (1year)                       80        Group-2
      1008129731       6m int on 80%  (1year)                    19.98        Group-2
      1007656663       6m int on 80%  (2years)                   94.83        Group-2
      1007839306       No PPP                                    19.98        Group-2
      1008141931       6m int on 80%  (2years)                   19.98        Group-2
      1008308002       No PPP                                    19.99        Group-2
      1008307101       No PPP                                       80        Group-2
      1008698796       6m int on 80%  (2years)                      80        Group-2
      1008566429       6m int on 80%  (2years)                   19.99        Group-2
      1008941354       6m int on 80%  (3years)                   77.14        Group-2
      1008640660       1% int (1year)                            79.96        Group-2
      1007958542       6m int on 80%  (1year)                    94.82        Group-2
      1008243144       No PPP                                    94.91        Group-2
      1007615155       No PPP                                       80        Group-2
      1008656171       No PPP                                    83.12        Group-2
      1008132399       6m int on 80%  (2years)                   19.98        Group-2
      1007903539       6m int on 80%  (3years)                   19.97        Group-2
      1008740320       6m int on 80%  (2years)                   92.25        Group-2
      1007966169       6m int on 80%  (2years)                   19.98        Group-2
      1007966070       6m int on 80%  (2years)                      80        Group-2
      1008842407       No PPP                                    79.98        Group-2
      1008310437       6m int on 80%  (2years)                   19.99        Group-2
      1007959131       6m int on 80%  (2years)                      95        Group-2
      1007880938       6m int on 80%  (2years)                   19.98        Group-2
      1008219180       No PPP                                    19.97        Group-2
      1008237348       6m int on 80%  (1year)                       95        Group-2
      1008124736       No PPP                                     89.9        Group-2
      1008435730       6m int on 80%  (1year)                    19.99        Group-2
      1008435142       6m int on 80%  (1year)                       80        Group-2
      1007774946       6m int on 80%  (2years)                      95        Group-2
      1008299968       No PPP                                    19.99        Group-2
      1008299058       No PPP                                       80        Group-2
      1008145170       6m int on 80%  (2years)                   14.98        Group-2
      1008234083       No PPP                                    19.98        Group-2
      1008163444       No PPP                                    19.99        Group-2
      1008273995       6m int on 80%  (2years)                   19.99        Group-2
      1007757215       6m int on 80%  (2years)                   84.95        Group-2
      1008514930       6m int on 80%  (3years)                   19.98        Group-2
      1008546978       No PPP                                    78.88        Group-2
      1008355932       6m int on 80%  (2years)                      80        Group-1
      1008391509       6m int on 80%  (2years)                   62.06        Group-2
      1007779950       No PPP                                    89.92        Group-2
      1007741161       5%4%3%2%1% int (2years)                   94.99        Group-2
      1008139631       No PPP                                    19.99        Group-2
      1008156149       No PPP                                     89.9        Group-2
      1008449048       6m int on 80%  (2years)                   19.99        Group-2
      1008436178       6m int on 80%  (2years)                   19.98        Group-2
      1008846724       6m int on 80%  (1year)                    79.94        Group-2
      1008252945       6m int on 80%  (1year)                    19.97        Group-2
      1008378338       6m int on 80%  (2years)                   19.95        Group-2
      1008377696       6m int on 80%  (2years)                      80        Group-2
      1008417812       6m int on 80%  (1year)                    79.98        Group-2
      1007970350       6m int on 80%  (2years)                   19.87        Group-2
      1007970181       6m int on 80%  (3years)                      80        Group-2
      1008185910       No PPP                                    19.97        Group-2
      1007939261       No PPP                                    19.99        Group-2
      1008471682       No PPP                                    19.98        Group-2
      1008128723       No PPP                                    19.99        Group-2
      1008004438       6m int on 80%  (3years)                   19.98        Group-2
      1008461540       6m int on 80%  (2years)                   89.76        Group-2
      1008686120       6m int on 80%  (1year)                    19.99        Group-2
      1007016150       No PPP                                     89.8        Group-2
      1008428882       No PPP                                    19.99        Group-2
      1007976327       No PPP                                       80        Group-2
      1008513600       6m int on 80%  (2years)                      80        Group-2
      1008401990       6m int on 80%  (2years)                    77.3        Group-2
      1007913412       6m int on 80%  (2years)                   84.94        Group-2
      1007636187       6m int on 80%  (2years)                      80        Group-2
      1008619890       No PPP                                    70.94        Group-2
      1008501445       No PPP                                    19.99        Group-2
      1007549968       6m int on 80%  (2years)                      90        Group-2
      1008255773       3m int  (3years)                          84.92        Group-2
      1008098710       No PPP                                    19.98        Group-2
      1008476972       6m int on 80%  (2years)                      85        Group-2
      1008738967       6m int on 80%  (2years)                      80        Group-2
      1008847634       No PPP                                    69.61        Group-2
      1008617776       No PPP                                    79.94        Group-2
      1008399280       No PPP                                    19.98        Group-2
      1008284260       No PPP                                    19.99        Group-2
      1007935577       6m int on 80%  (3years)                   19.97        Group-2
      1007866712       6m int on 80%  (2years)                      90        Group-2
      1007827612       6m int on 80%  (1year)                    88.62        Group-2
      1007900293       No PPP                                     83.9        Group-2
      1008423896       No PPP                                    14.99        Group-2
      1008422780       No PPP                                       80        Group-2
      1008061456       2m int  (2years)                          19.98        Group-2
      1008060901       2m int  (2years)                             80        Group-2
      1008128938       6m int on 80%  (2years)                   93.75        Group-2
      1007589576       6m int on 80%  (3years)                   19.98        Group-2
      1008040915       No PPP                                    19.96        Group-2
      1008386034       2% int (3years)                           74.92        Group-2
      1007748725       6m int on 80%  (2years)                   89.98        Group-2
      1008240851       6m int on 80%  (2years)                      90        Group-2
      1008139034       No PPP                                    19.98        Group-2
      1008144518       No PPP                                    19.98        Group-2
      1008645861       6m int on 80%  (2years)                   79.88        Group-2
      1007307906       6m int on 80%  (1year)                       90        Group-2
      1007068683       6m int on 80%  (2years)                      80        Group-2
      1008129474       No PPP                                    30.82        Group-1
      1008400866       6m int on 80%  (2years)                   19.99        Group-2
      1008728772       6m int on 80%  (2years)                   69.95        Group-2
      1008257049       6m int on 80%  (2years)                    90.8        Group-2
      1007510758       5%4%3%2%1% int (2years)                   94.68        Group-2
      1007687997       6m int on 80%  (2years)                      80        Group-2
      1008392562       No PPP                                    19.99        Group-2
      1008035020       6m int on 80%  (2years)                      80        Group-2
      1008488380       6m int on 80%  (3years)                   19.98        Group-2
      1008488228       6m int on 80%  (2years)                      80        Group-2
      1008373217       6m int on 80%  (3years)                   19.99        Group-2
      1008064097       No PPP                                    19.99        Group-2
      1008626891       No PPP                                    68.24        Group-1
      1008538503       No PPP                                     79.9        Group-2
      1008922179       6m int on 80%  (1year)                       80        Group-2
      1008076208       5%4%3%2%1% int (2years)                      80        Group-2
      1007853478       No PPP                                    19.98        Group-2
      1008644586       6m int on 80%  (2years)                   19.99        Group-2
      1008260044       No PPP                                    19.99        Group-2
      1008269045       No PPP                                       80        Group-2
      1008565233       6m int on 80%  (1year)                    79.91        Group-2
      1007283860       2% int (2years)                              80        Group-2
      1007837807       6m int on 80%  (2years)                   19.98        Group-2
      1008131728       6m int on 80%  (2years)                   94.87        Group-2
      1008636014       No PPP                                    79.97        Group-2
      1006990991       No PPP                                       80        Group-2
      1008844879       6m int on 80%  (2years)                   79.97        Group-2
      1007603612       No PPP                                       80        Group-2
      1008057345       No PPP                                    19.98        Group-2
      1007895254       6m int on 80%  (2years)                   79.88        Group-2
      1008137786       6m int on 80%  (3years)                   19.97        Group-2
      1008317172       6m int on 80%  (3years)                   74.29        Group-2
      1008419838       6m int on 80%  (3years)                   19.99        Group-2
      1008885450       6m int on 80%  (2years)                   79.94        Group-2
      1007589488       6m int on 80%  (2years)                      80        Group-2
      1008605137       No PPP                                       80        Group-2
      1008076084       6m int on 80%  (2years)                      85        Group-2
      1007651784       2% int (2years)                              80        Group-2
      1008649475       6m int on 80%  (3years)                   79.94        Group-2
      1007955484       No PPP                                    19.99        Group-2
      1007955625       No PPP                                    79.89        Group-2
      1007361776       No PPP                                    79.89        Group-2
      1007787442       No PPP                                       80        Group-2
      1008412363       No PPP                                    11.02        Group-2
      1007651052       2% int (2years)                              80        Group-2
      1008295212       No PPP                                    19.98        Group-2
      1008295828       No PPP                                       80        Group-2
      1008227947       6m int on 80%  (2years)                   19.98        Group-2
      1007895557       No PPP                                       80        Group-2
      1007787852       6m int on 80%  (1year)                    89.93        Group-2
      1008208584       No PPP                                    19.99        Group-2
      1008208343       No PPP                                    79.98        Group-2
      1007724509       6m int on 80%  (2years)                   79.88        Group-2
      1008851389       6m int on 80%  (1year)                     73.6        Group-2
      1008362121       No PPP                                    79.91        Group-2
      1008524297       6m int on 80%  (3years)                      80        Group-2
      1008819488       No PPP                                    89.47        Group-2
      1008230782       No PPP                                    19.99        Group-2
      1008700621       6m int on 80%  (3years)                      80        Group-2
      1006935533       No PPP                                       80        Group-2
      1007191273       6m int on 80%  (2years)                      80        Group-2
      1008036902       6m int on 80%  (2years)                   19.99        Group-2
      1007710006       No PPP                                       80        Group-2
      1007108783       6m int on 80%  (2years)                      80        Group-2
      1007642802       No PPP                                       90        Group-2
      1008410150       1% int (3years)                           19.99        Group-2
      1008212267       6m int on 80%  (3years)                   15.23        Group-2
      1008630047       No PPP                                    51.99        Group-2
      1008051056       6m int on 80%  (2years)                      80        Group-2
      1007610356       6m int on 80%  (1year)                    88.89        Group-2
      1008004312       6m int on 80%  (2years)                   86.81        Group-2
      1008776513       6m int on 80%  (2years)                   61.23        Group-2
      1008703192       6m int on 80%  (2years)                      80        Group-2
      1008358680       No PPP                                     60.4        Group-2
      1008971776       6m int on 80%  (2years)                   79.95        Group-2
      1008377918       6m int on 80%  (2years)                      80        Group-2
      1008005026       No PPP                                       80        Group-2
      1008202447       No PPP                                    83.04        Group-2
      1008182003       6m int on 80%  (2years)                   88.04        Group-2
      1007861058       6m int on 80%  (2years)                   72.73        Group-2
      1007725875       No PPP                                    63.93        Group-2
      1008542945       6m int on 80%  (2years)                      60        Group-2
      1008371898       6m int on 80%  (2years)                   63.83        Group-2
      1008242332       6m int on 80%  (2years)                   89.95        Group-1
      1006884918       No PPP                                    13.03        Group-2
      1008348683       No PPP                                    36.78        Group-2
      1007499398       5% int (3years)                           71.19        Group-2
      1007587248       No PPP                                     83.1        Group-1
      1008296612       No PPP                                    57.33        Group-2
      1008234822       No PPP                                    56.13        Group-2
      1007678426       2% int (3years)                           71.28        Group-2
      1008285688       No PPP                                    47.59        Group-2
      1008443525       No PPP                                    48.03        Group-2
      1008359153       No PPP                                    78.58        Group-1
      1008678362       No PPP                                    76.88        Group-1
      1007335537       6m int on 80%  (3years)                   79.98        Group-1
      1008911680       6m int on 80%  (3years)                   22.72        Group-1
      1008461390       6m int on 80%  (3years)                   83.29        Group-1
      1008579530       6m int on 80%  (2years)                   62.48        Group-2
      1008757918       No PPP                                    66.64        Group-2
      1008955829       6m int on 80%  (3years)                   35.69        Group-2
      1008920536       No PPP                                    57.11        Group-2
      1008932097       No PPP                                    69.41        Group-2
      1009178114       6m int on 80%  (3years)                   30.15        Group-2
      1008828389       2% int (2years)                           94.96        Group-2
      1009127553       No PPP                                    94.96        Group-2
      1007452696       No PPP                                    89.89        Group-2
      1008021142       No PPP                                    79.89        Group-2
      1008036172       No PPP                                    89.94        Group-2
      1008340075       1% int (3years)                            89.2        Group-2
      1008340556       1% int (3years)                           89.96        Group-2
      1008537737       5%4%3%2%1% int (2years)                   89.98        Group-1
      1009034779       5%4%3%2%1% int (2years)                   89.95        Group-2
      1008967585       No PPP                                    79.95        Group-2
      1008369936       No PPP                                    79.44        Group-1
      1008347979       No PPP                                    50.94        Group-1
      1007701089       1% int (2years)                           84.94        Group-1
      1008002902       6m int on 80%  (2years)                   84.99        Group-2
      1007508878       6m int on 80%  (3years)                    79.6        Group-2
      1008203847       6m int on 80%  (1year)                    89.93        Group-1
      1008918415       No PPP                                    64.99        Group-2
      1008384296       No PPP                                     79.8        Group-2
      1008228571       1% int (3years)                           79.93        Group-2
      1009041823       No PPP                                    64.98        Group-2
      1007869979       No PPP                                    89.87        Group-2
      1008101500       1% int (3years)                           84.89        Group-2
      1009045767       No PPP                                    94.98        Group-1
      1007282246       6m int on 80%  (3years)                   89.84        Group-2
      1008685292       5%4%3%2%1% int (2years)                   89.98        Group-1
      1007582412       6m int on 80%  (3years)                   74.83        Group-2
      1008717999       1% int (2years)                           84.97        Group-1
      1008911779       1% int (2years)                           84.99        Group-2
      1008772919       6m int on 80%  (2years)                   79.96        Group-2
      1008842942       6m int on 80%  (2years)                   79.97        Group-2
      1008256807       No PPP                                    79.06        Group-2
      1008781197       5% int (2years)                           89.96        Group-1
      1008908293       No PPP                                    59.97        Group-1
      1008498725       5%4%3%2%1% int (2years)                   89.95        Group-2
      1008900406       1% int (2years)                           89.96        Group-1
      1009002474       No PPP                                    76.02        Group-1
      1008665401       2% int (2years)                           84.96        Group-2
      1008903500       1% int (3years)                           87.78        Group-1
      1008819763       No PPP                                    69.68        Group-2
      1008350697       No PPP                                    43.46        Group-1
      1008676578       No PPP                                       41        Group-1
      1008350143       No PPP                                    52.33        Group-1
      1008324226       1% int (2years)                            76.9        Group-2
      1008272674       1% int (3years)                           52.31        Group-2
      1008405040       5%4%3%2%1% int (2years)                   64.61        Group-2
      1009006960       No PPP                                    84.96        Group-2
      1008361710       No PPP                                     79.9        Group-1
      1007745764       No PPP                                    84.88        Group-2
      1008720654       2% int (2years)                           84.93        Group-1
      1008875381       6m int on 80%  (3years)                   64.95        Group-2
      1008786334       6m int on 80%  (3years)                   69.03        Group-2
      1007780252       6m int on 80%  (3years)                   84.96        Group-2
      1008359304       No PPP                                    79.55        Group-2
      1008056621       1% int (2years)                           78.72        Group-2
      1008316538       5%4%3%2%1% int (2years)                   86.49        Group-2
      1008995634       6m int on 80%  (3years)                   22.01        Group-2
      1008141753       6m int on 80%  (3years)                    84.8        Group-1
      1008143412       No PPP                                    69.81        Group-2
      1008954697       No PPP                                    79.94        Group-1
      1008099130       1% int (3years)                           84.93        Group-1
      1008915230       6m int on 80%  (3years)                   94.98        Group-2
      1008217011       6m int on 80%  (3years)                   74.96        Group-2
      1008118173       No PPP                                    79.95        Group-1
      1009028107       1% int (3years)                           89.95        Group-2
      1008702013       2% int (2years)                           84.95        Group-2
      1007539292       1% int (3years)                           94.87        Group-1
      1008124175       6m int on 80%  (3years)                   74.24        Group-2
      1008933292       6m int on 80%  (2years)                   56.28        Group-1
      1009089808       6m int on 80%  (2years)                   79.98        Group-1
      1007931802       6m int on 80%  (2years)                   89.88        Group-1
      1008907917       2% int (2years)                           89.94        Group-2
      1008817603       5%4%3%2%1% int (2years)                   89.98        Group-2
      1008942727       No PPP                                     64.9        Group-2
      1008988223       6m int on 80%  (2years)                   89.94        Group-1
      1008700792       No PPP                                    74.98        Group-2
      1008068119       No PPP                                    84.93        Group-2
      1008294393       6m int on 80%  (3years)                   94.89        Group-2
      1008968272       1% int (2years)                           81.91        Group-2
      1008856883       5%4%3%2%1% int (2years)                   30.24        Group-2
      1007804842       6m int on 80%  (3years)                   84.48        Group-2
      1008256264       5% int (3years)                           84.93        Group-1
      1008602096       1% int (2years)                            84.9        Group-2
      1008746949       6m int on 80%  (2years)                   84.96        Group-2
      1008299673       No PPP                                    79.57        Group-2
      1008173549       2% int (2years)                           84.95        Group-1
      1008084814       No PPP                                    79.77        Group-2
      1008836423       6m int on 80%  (2years)                   74.96        Group-2
      1008602693       No PPP                                    79.81        Group-2
      1008983610       1% int (3years)                           45.43        Group-2
      1008853626       5%4%3%2%1% int (3years)                    38.6        Group-2
      1008979331       6m int on 80%  (2years)                   79.96        Group-2
      1008843736       6m int on 80%  (3years)                   50.81        Group-2
      1008878208       No PPP                                    79.97        Group-2
      1008432289       No PPP                                    66.95        Group-1
      1008666794       No PPP                                    53.97        Group-2
      1008059021       2% int (2years)                            79.9        Group-2
      1008910128       No PPP                                    79.86        Group-2
      1007699751       1% int (3years)                           84.76        Group-1
      1008657759       1% int (3years)                           84.92        Group-1
      1008662556       6m int on 80%  (2years)                   89.96        Group-2
      1007722663       1% int (2years)                           84.95        Group-2
      1008702246       6m int on 80%  (2years)                   89.98        Group-2
      1008538451       1% int (3years)                           79.97        Group-2
      1009065147       6m int on 80%  (2years)                   57.11        Group-1
      1008704592       No PPP                                    79.96        Group-2
      1007768542       2% int (3years)                           79.36        Group-1
      1008222997       6m int on 80%  (1year)                     72.9        Group-2
      1009088220       1% int (2years)                           84.96        Group-2
      1008962063       6m int on 80%  (2years)                   60.83        Group-2
      1008969912       6m int on 80%  (3years)                   79.93        Group-2
      1007250529       1% int (3years)                           89.74        Group-2
      1009045669       6m int on 80%  (2years)                   89.96        Group-2
      1008222684       1% int (2years)                           89.97        Group-1
      1007875882       6m int on 80%  (3years)                   62.96        Group-2
      1008583366       1% int (2years)                           89.97        Group-2
      1008877094       No PPP                                    54.97        Group-1
      1008850031       No PPP                                    89.43        Group-1
      1008890658       No PPP                                    94.73        Group-2
      1007761727       No PPP                                    79.07        Group-2
      1008291751       6m int on 80%  (3years)                   74.94        Group-2
      1008911065       2% int (2years)                           84.96        Group-2
      1009053882       No PPP                                    84.97        Group-2
      1007010334       No PPP                                    89.89        Group-2
      1009058930       6m int on 80%  (3years)                   89.94        Group-2
      1008969663       No PPP                                    79.97        Group-1
      1008986868       No PPP                                    84.97        Group-2
      1008217574       No PPP                                    79.81        Group-2
      1008241798       6m int on 80%  (3years)                   34.18        Group-2
      1008328785       5%4%3%2%1% int (3years)                   58.93        Group-2
      1008495960       6m int on 80%  (3years)                   56.51        Group-2
      1008777825       6m int on 80%  (3years)                   74.49        Group-1
      1009003954       No PPP                                    83.29        Group-2
      1008979830       6m int on 80%  (2years)                   74.95        Group-2
      1008753501       6m int on 80%  (2years)                   79.95        Group-2
      1008187507       No PPP                                    79.86        Group-1
      1008288541       6m int on 80%  (2years)                   79.94        Group-2
      1008908603       1% int (2years)                           89.97        Group-1
      1007410866       No PPP                                    79.85        Group-1
      1008922678       No PPP                                    73.25        Group-2
      1008815650       2% int (2years)                           74.98        Group-2
      1008891906       6m int on 80%  (3years)                   74.75        Group-2
      1008152349       6m int on 80%  (3years)                    84.9        Group-1
      1008692952       1% int (2years)                           84.96        Group-1
      1008834345       1% int (2years)                           84.98        Group-2
      1008935726       No PPP                                    84.97        Group-2
      1009035965       6m int on 80%  (2years)                   79.95        Group-1
      1008200617       6m int on 80%  (3years)                   69.96        Group-2
      1008368036       1% int (2years)                           79.91        Group-2
      1008312685       6m int on 80%  (1year)                    79.91        Group-2
      1008265931       No PPP                                    66.66        Group-2
      1008071098       No PPP                                     79.9        Group-1
      1008297880       6m int on 80%  (3years)                   79.93        Group-2
      1007642839       2% int (3years)                           89.21        Group-2
      1008322077       6m int on 80%  (3years)                   89.92        Group-2
      1008931944       No PPP                                    89.96        Group-2
      1008432859       6m int on 80%  (3years)                   79.94        Group-2
      1007939902       5%4%3%2%1% int (3years)                   84.93        Group-2
      1008092360       No PPP                                    79.96        Group-2
      1008337793       5%4%3%2%1% int (3years)                   64.54        Group-2
      1008733212       6m int on 80%  (2years)                   79.94        Group-1
      1008910253       6m int on 80%  (1year)                     78.1        Group-2
      1009096523       6m int on 80%  (2years)                   79.98        Group-2
      1008414281       No PPP                                    84.99        Group-1
      1008942674       No PPP                                    79.97        Group-2
      1009094348       5% int (2years)                           94.95        Group-1
      1007242245       6m int on 80%  (3years)                   84.12        Group-2
      1008972490       6m int on 80%  (3years)                   79.94        Group-2
      1009047649       6m int on 80%  (2years)                   79.95        Group-1
      1008279631       6m int on 80%  (3years)                   79.91        Group-2
      1008031710       No PPP                                    79.88        Group-1
      1008911378       No PPP                                    79.94        Group-1
      1008328133       6m int on 80%  (3years)                   89.95        Group-1
      1008910887       2% int (2years)                           89.95        Group-2
      1008760067       6m int on 80%  (2years)                   79.96        Group-2
      1009034243       1% int (2years)                           84.94        Group-2
      1008784194       5%4%3%2%1% int (2years)                   79.93        Group-2
      1008438256       6m int on 80%  (3years)                   28.54        Group-2
      1008087250       No PPP                                    69.92        Group-1
      1008970134       6m int on 80%  (3years)                   66.62        Group-2
      1008956418       6m int on 80%  (2years)                   77.76        Group-2
      1008616811       6m int on 80%  (3years)                   89.94        Group-2
        10474558       6m int on 80%  (2years)                   79.87        Group-2
      1007132998       No PPP                                    84.78        Group-1
      1008678031       No PPP                                    78.85        Group-2
      1008795271       6m int on 80%  (2years)                   89.96        Group-2
      1008304319       2m int  (2years)                          84.99        Group-1
      1008398815       2m int  (2years)                             80        Group-2
      1007383761       No PPP                                    89.83        Group-1
      1008295711       6m int on 80%  (3years)                   89.92        Group-1
      1008038438       No PPP                                    79.79        Group-2
      1008011466       No PPP                                    79.94        Group-2
      1008373253       No PPP                                    70.24        Group-1
      1008368777       No PPP                                    65.36        Group-2
      1008264406       No PPP                                    89.95        Group-2
      1008906311       2% int (2years)                           89.94        Group-1
      1009054426       6m int on 80%  (3years)                   79.94        Group-2
      1007257791       6m int on 80%  (3years)                   69.19        Group-2
      1008811100       2% int (2years)                              80        Group-1
      1008734863       6m int on 80%  (3years)                   80.96        Group-1
      1008136242       6m int on 80%  (2years)                   84.92        Group-2
      1008288079       1% int (3years)                           94.92        Group-2
      1008338872       1% int (2years)                           84.96        Group-2
      1008198728       No PPP                                    74.65        Group-2
      1008243395       No PPP                                    64.92        Group-1
      1008375046       1% int (3years)                           89.92        Group-1
      1008866257       2% int (3years)                           89.95        Group-2
      1007730994       No PPP                                    45.06        Group-1
      1008743443       No PPP                                    84.95        Group-2
      1009047391       3m int  (2years)                          94.95        Group-1
      1008406851       6m int on 80%  (2years)                   79.94        Group-2
      1008815286       6m int on 80%  (2years)                   79.97        Group-2
      1008886716       No PPP                                    79.97        Group-2
      1009035448       1% int (3years)                           79.96        Group-1
      1008348692       5%4%3%2%1% int (2years)                   89.93        Group-2
      1008931837       1% int (3years)                           89.98        Group-2
      1008794405       6m int on 80%  (2years)                   89.96        Group-2
      1008593079       5%4%3%2%1% int (2years)                   60.14        Group-2
      1007815536       No PPP                                    94.95        Group-1
      1008788154       2% int (2years)                           74.99        Group-1
      1008668729       No PPP                                    79.97        Group-1
      1008892923       1% int (2years)                           79.96        Group-2
      1008915542       2% int (3years)                           89.99        Group-2
      1008170267       6m int on 80%  (2years)                   37.44        Group-1
      1008142734       No PPP                                     59.9        Group-2
      1008224664       6m int on 80%  (3years)                   53.52        Group-1
      1008747449       No PPP                                    27.23        Group-1
      1008914357       6m int on 80%  (2years)                   51.69        Group-1
      1008866738       No PPP                                    78.08        Group-1
      1008940774       No PPP                                    71.03        Group-2
      1007386116       1% int (3years)                            68.8        Group-2
      1008910912       1% int (3years)                            88.2        Group-2
      1008175770       6m int on 80%  (3years)                   79.87        Group-2
      1008386793       1% int (2years)                           84.93        Group-2
      1008455156       2% int (2years)                              92        Group-2
      1008712422       6m int on 80%  (3years)                   26.94        Group-1
      1007705030       1% int (3years)                            84.8        Group-1
      1008687370       6m int on 80%  (2years)                   69.96        Group-1
      1008934629       6m int on 80%  (2years)                   79.96        Group-2
      1007483154       1% int (3years)                           94.84        Group-2
      1009074805       6m int on 80%  (2years)                   79.94        Group-2
      1008732044       6m int on 80%  (3years)                   37.99        Group-2
      1008287338       6m int on 80%  (3years)                   38.94        Group-1
      1007866231       6m int on 80%  (2years)                   94.83        Group-1
      1008924248       6m int on 80%  (2years)                   79.95        Group-2
      1008863330       2% int (3years)                           94.75        Group-1
      1008449912       1% int (2years)                           41.07        Group-2
      1008948669       6m int on 80%  (2years)                   79.98        Group-2
      1009113489       2% int (3years)                           79.97        Group-2
      1009116538       6m int on 80%  (3years)                   60.77        Group-2
      1009014130       2% int (3years)                              66        Group-2
      1008260277       6m int on 80%  (3years)                   84.91        Group-2
      1006767983       6m int on 80%  (3years)                   89.78        Group-2
      1008762341       6m int on 80%  (1year)                    80.04        Group-2
      1008337338       No PPP                                    84.97        Group-2
      1008779066       6m int on 80%  (2years)                   89.95        Group-2
      1008811459       1% int (2years)                           89.94        Group-1
      1008862108       6m int on 80%  (3years)                   89.97        Group-2
      1008920028       No PPP                                    84.98        Group-1
      1009009173       1% int (2years)                           89.98        Group-1
      1008330932       No PPP                                    84.97        Group-2
      1008991326       6m int on 80%  (3years)                    86.9        Group-1
      1008976254       2% int (3years)                           84.98        Group-2
      1008979313       6m int on 80%  (2years)                   79.98        Group-1
      1009025798       6m int on 80%  (2years)                   79.98        Group-2
      1008834835       2% int (3years)                           69.92        Group-2
      1008177876       No PPP                                     89.9        Group-2
      1007443171       6m int on 80%  (1year)                    94.87        Group-2
      1007318182       No PPP                                    84.99        Group-1
      1008144947       6m int on 80%  (3years)                   89.45        Group-1
      1007998526       6m int on 80%  (3years)                   79.87        Group-2
      1008291911       2% int (1year)                            79.92        Group-2
      1008426161       6m int on 80%  (2years)                   79.94        Group-2
      1008291261       No PPP                                    79.53        Group-1
      1008258397       6m int on 80%  (3years)                   94.92        Group-2
      1008909862       6m int on 80%  (3years)                    79.9        Group-2
      1008511746       6m int on 80%  (2years)                    55.7        Group-2
      1008927254       6m int on 80%  (3years)                   89.97        Group-2
      1008981060       6m int on 80%  (2years)                   89.98        Group-2
      1008845538       No PPP                                    86.96        Group-2
      1008886306       5%4%3%2%1% int (2years)                   79.96        Group-1
      1008768522       6m int on 80%  (3years)                   87.52        Group-1
      1008956506       No PPP                                    84.97        Group-2
      1008821288       6m int on 80%  (2years)                   79.96        Group-2
      1008322718       No PPP                                    79.94        Group-1
      1009017495       2% int (3years)                           79.95        Group-2
      1008557803       6m int on 80%  (2years)                   74.91        Group-2
      1007551696       6m int on 80%  (3years)                    89.7        Group-2
      1008281245       6m int on 80%  (1year)                     79.9        Group-1
      1008919085       6m int on 80%  (2years)                   79.96        Group-2
      1007588103       No PPP                                     49.5        Group-1
      1008791505       No PPP                                    76.13        Group-1
      1008624205       No PPP                                    74.67        Group-1
      1008849053       No PPP                                    79.98        Group-1
      1008925023       1% int (3years)                           67.62        Group-1
      1008786940       6m int on 80%  (2years)                   74.97        Group-2
      1009062827       2% int (3years)                           89.95        Group-2
      1008294188       No PPP                                    61.94        Group-2
      1007389774       2% int (2years)                           84.95        Group-2
      1008970704       6m int on 80%  (3years)                   94.91        Group-2
      1008278990       No PPP                                    74.95        Group-1
      1008956123       5%4%3%2%1% int (2years)                   94.95        Group-2
      1008959166       6m int on 80%  (2years)                   81.45        Group-2
      1008285438       6m int on 80%  (3years)                   84.92        Group-1
      1008104160       6m int on 80%  (2years)                   69.97        Group-2
      1009168955       6m int on 80%  (2years)                   89.95        Group-2
      1008771322       6m int on 80%  (2years)                   79.96        Group-2
      1008936654       2% int (2years)                           79.94        Group-2
      1008912616       6m int on 80%  (2years)                   84.98        Group-2
      1008865169       6m int on 80%  (3years)                   77.05        Group-2
      1008789073       5%4%3%2%1% int (2years)                   53.88        Group-2
      1008880268       6m int on 80%  (2years)                   60.99        Group-2
      1008292331       No PPP                                     79.9        Group-1
      1008296006       No PPP                                    79.94        Group-1
      1009051349       6m int on 80%  (2years)                   69.98        Group-1
      1008309449       6m int on 80%  (2years)                   77.87        Group-2
      1007893577       1% int (2years)                           89.85        Group-2
      1009129301       6m int on 80%  (2years)                   79.98        Group-2
      1008779244       No PPP                                    69.79        Group-2
      1008370933       No PPP                                    79.91        Group-2
      1008324495       No PPP                                     79.9        Group-2
      1009061891       5% int (2years)                           79.98        Group-2
      1008900781       No PPP                                    74.97        Group-1
      1008319679       6m int on 80%  (3years)                   84.96        Group-1
      1008331566       No PPP                                    16.15        Group-2
      1008409340       6m int on 80%  (2years)                   67.95        Group-2
      1008974489       1% int (2years)                           84.96        Group-2
      1008891951       2% int (3years)                           53.05        Group-2
      1008973382       6m int on 80%  (2years)                   84.94        Group-2
      1008704146       1% int (3years)                           84.92        Group-2
      1008997909       No PPP                                    70.51        Group-2
      1009067957       1% int (3years)                            47.2        Group-2
      1009129551       No PPP                                    66.38        Group-2
      1008261365       6m int on 80%  (3years)                    94.9        Group-1
      1007503659       6m int on 80%  (3years)                   89.89        Group-2
      1008172666       1% int (3years)                            89.9        Group-2
      1008985921       6m int on 80%  (2years)                   89.95        Group-1
      1009064736       1% int (3years)                           89.95        Group-1
      1007352839       No PPP                                    77.73        Group-1
      1007763565       No PPP                                    79.82        Group-2
      1008666641       6m int on 80%  (3years)                   47.75        Group-2
      1008290903       No PPP                                    63.88        Group-1
      1008323076       No PPP                                    94.86        Group-1
      1008753565       No PPP                                    79.95        Group-1
      1008982336       1% int (2years)                              80        Group-2
      1009043894       No PPP                                    79.96        Group-2
      1008864525       6m int on 80%  (3years)                   79.94        Group-1
      1008434312       No PPP                                    79.89        Group-2
      1008709383       6m int on 80%  (3years)                   94.87        Group-1
      1008372904       2% int (2years)                           89.97        Group-1
      1008914570       2m int on 66.6% (3years)                  64.94        Group-1
      1008276377       1% int (3years)                           79.92        Group-2
      1008256488       No PPP                                    79.91        Group-1
      1008351696       No PPP                                    79.92        Group-1
      1008141245       6m int on 80%  (3years)                   52.94        Group-1
      1008353435       No PPP                                    79.94        Group-2
      1008287454       No PPP                                    79.86        Group-2
      1008324832       No PPP                                    79.96        Group-1
      1008264479       6m int on 80%  (3years)                   63.72        Group-2
      1008934031       No PPP                                    88.86        Group-2
      1008333868       2% int (3years)                           89.94        Group-1
      1007767776       No PPP                                    94.87        Group-2
      1008366626       No PPP                                    79.83        Group-2
      1008925719       1% int (2years)                           79.94        Group-2
      1008551685       5% int (3years)                           79.51        Group-2
      1009010287       2% int (2years)                           84.99        Group-2
      1009057174       6m int on 80%  (2years)                   79.98        Group-2
      1007326397       6m int on 80%  (3years)                   78.13        Group-2
      1007572977       6m int on 80%  (1year)                    93.59        Group-2
      1008931622       2% int (2years)                           89.96        Group-1
      1008699562       2m int  (2years)                          74.98        Group-2
      1008875513       6m int on 80%  (2years)                   79.95        Group-2
      1008933256       6m int on 80%  (3years)                   79.46        Group-2
      1008990684       5% int (3years)                           56.55        Group-1
      1008210839       6m int on 80%  (3years)                   70.93        Group-1
      1008211179       6m int on 80%  (3years)                   51.67        Group-2
      1008963375       No PPP                                    67.01        Group-1
      1008292634       6m int on 80%  (1year)                    86.92        Group-1
      1008301777       6m int on 80%  (3years)                   64.92        Group-2
      1008843031       2% int (3years)                            79.1        Group-2
      1008222719       2% int (3years)                           83.39        Group-1
      1008570593       5%4%3%2%1% int (2years)                      80        Group-2
      1009063238       1% int (2years)                           94.96        Group-1
      1008927806       No PPP                                    72.95        Group-2
      1009137007       6m int on 80%  (3years)                   79.94        Group-1
      1008095571       6m int on 80%  (3years)                   74.93        Group-2
      1008916426       6m int on 80%  (2years)                   79.94        Group-1
      1008249424       No PPP                                    79.88        Group-2
      1009169053       6m int on 80%  (2years)                   79.95        Group-2
      1009073156       6m int on 80%  (2years)                   79.98        Group-2
      1007963769       No PPP                                    79.86        Group-1
      1008112641       No PPP                                    79.93        Group-1
      1008234957       6m int on 80%  (3years)                   79.91        Group-2
      1008193420       No PPP                                     79.9        Group-1
      1008786502       6m int on 80%  (3years)                   79.97        Group-2
      1007740251       6m int on 80%  (3years)                   79.96        Group-2
      1008978993       6m int on 80%  (2years)                   79.97        Group-2
      1008080088       No PPP                                    94.94        Group-2
      1008384615       2% int (3years)                           63.12        Group-1
      1008970036       No PPP                                    79.98        Group-1
      1008812127       6m int on 80%  (2years)                   64.13        Group-1
      1008843451       No PPP                                    84.95        Group-1
      1008232511       6m int on 80%  (2years)                   84.97        Group-1
      1008924462       No PPP                                    84.96        Group-1
      1008918594       2% int (3years)                           84.96        Group-1
      1008915579       6m int on 80%  (2years)                   84.97        Group-2
      1008137198       No PPP                                     79.9        Group-2
      1008350722       No PPP                                    79.59        Group-1
      1008323904       No PPP                                    76.18        Group-1
      1008079474       6m int on 80%  (3years)                   74.96        Group-2
      1008988090       No PPP                                    79.96        Group-1
      1008849062       2% int (1year)                            39.96        Group-2
      1008890907       1% int (2years)                           74.57        Group-1
      1008292885       6m int on 80%  (2years)                   89.96        Group-2
      1009057897       No PPP                                    64.96        Group-1
      1008566125       6m int on 80%  (2years)                      80        Group-2
      1008859666       6m int on 80%  (2years)                   79.62        Group-2
      1008954152       No PPP                                    79.94        Group-2
      1007188278       1% int (3years)                           89.89        Group-2
      1008290636       No PPP                                     75.4        Group-1
      1008945109       5%4%3%2%1% int (2years)                   60.93        Group-2
      1008805402       1% int (2years)                           89.96        Group-2
      1009007237       No PPP                                    93.53        Group-2
      1008148042       1% int (3years)                           89.89        Group-1
      1008304783       2% int (3years)                           79.06        Group-1
      1008679673       6m int on 80%  (3years)                   46.55        Group-1
      1008680135       6m int on 80%  (2years)                   55.85        Group-2
      1008809024       2% int (2years)                           32.53        Group-1
      1008938821       2% int (2years)                              80        Group-2
      1008981621       6m int on 80%  (3years)                   89.97        Group-1
      1008924042       6m int on 80%  (2years)                   79.97        Group-2
      1008916943       2% int (2years)                           94.98        Group-1
      1009010009       No PPP                                    79.95        Group-2
      1007967060       1% int (3years)                           79.89        Group-1
      1008300536       No PPP                                    79.96        Group-1
      1008851744       No PPP                                    87.21        Group-2
      1008864749       No PPP                                    79.84        Group-2
      1008916934       No PPP                                    79.94        Group-2
      1008868362       1% int (2years)                           79.95        Group-2
      1008872099       No PPP                                    79.96        Group-2
      1009015406       1% int (2years)                           79.95        Group-1
      1009042984       6m int on 80%  (3years)                   79.26        Group-2
      1008005963       2% int (3years)                           27.98        Group-2
      1008864062       6m int on 80%  (3years)                   83.06        Group-1
      1008485784       6m int on 80%  (3years)                   79.95        Group-1
      1008796298       2% int (2years)                           79.95        Group-2
      1008959978       No PPP                                    79.93        Group-1
      1009063808       6m int on 80%  (3years)                   79.94        Group-2
      1008874024       No PPP                                    84.97        Group-2
      1008825079       1% int (2years)                            74.6        Group-2
      1008917014       6m int on 80%  (3years)                   51.02        Group-2
      1008988713       6m int on 80%  (3years)                   82.27        Group-1
      1008208511       No PPP                                    79.86        Group-2
      1008206924       1% int (3years)                           79.91        Group-1
      1008842700       No PPP                                    79.93        Group-1
      1008599126       1% int (1year)                            94.93        Group-2
      1008244170       6m int on 80%  (2years)                   69.97        Group-2
      1008187106       No PPP                                    79.58        Group-2
      1008930678       6m int on 80%  (3years)                   65.29        Group-2
      1006902792       No PPP                                    94.91        Group-1
      1008035486       No PPP                                    71.67        Group-2
      1008905599       1% int (2years)                           89.95        Group-2
      1008735149       6m int on 80%  (2years)                   58.19        Group-1
      1008075619       6m int on 80%  (2years)                   89.97        Group-1
      1008755484       5%4%3%2%1% int (2years)                   89.98        Group-2
      1008983264       6m int on 80%  (2years)                   74.96        Group-1
      1008898623       6m int on 80%  (2years)                   89.98        Group-2
      1008993128       6m int on 80%  (2years)                   79.95        Group-2
      1008169260       6m int on 80%  (3years)                   79.95        Group-2
      1008910921       6m int on 80%  (2years)                   79.95        Group-2
      1008866346       No PPP                                    76.54        Group-2
      1006848815       No PPP                                    94.85        Group-2
      1008458661       6m int on 80%  (1year)                    94.96        Group-1
      1008289078       6m int on 80%  (3years)                   45.68        Group-1
      1008979705       5% int (3years)                           89.94        Group-2
      1008200485       No PPP                                    74.54        Group-1
      1008344507       No PPP                                    79.92        Group-2
      1008390788       6m int on 80%  (2years)                      80        Group-2
      1008228438       6m int on 80%  (2years)                   88.42        Group-2
      1008853225       No PPP                                    79.97        Group-1
      1008132558       No PPP                                    79.99        Group-1
      1008970394       No PPP                                    79.94        Group-2
      1006839095       6m int on 80%  (2years)                   62.48        Group-1
      1008495149       No PPP                                    72.97        Group-1
      1008849883       No PPP                                    45.43        Group-2
      1008646432       6m int on 80%  (2years)                   66.64        Group-2
      1008857588       No PPP                                    52.87        Group-1
      1008203703       6m int on 80%  (3years)                   94.88        Group-2
      1008712912       No PPP                                    64.96        Group-1
      1009009878       6m int on 80%  (3years)                   79.95        Group-2
      1008218010       6m int on 80%  (3years)                   58.35        Group-2
      1009177437       6m int on 80%  (2years)                   79.98        Group-2
      1009060133       6m int on 80%  (2years)                   79.98        Group-2
      1008922008       6m int on 80%  (2years)                   79.98        Group-2
      1008924845       6m int on 80%  (3years)                   79.93        Group-2
      1008959415       6m int on 80%  (3years)                   84.96        Group-1
      1008036270       6m int on 80%  (3years)                    82.9        Group-1
      1008739608       1% int (2years)                           86.38        Group-1
      1008177484       6m int on 80%  (3years)                   79.93        Group-2
      1008268554       No PPP                                    79.88        Group-2
      1008362657       6m int on 80%  (3years)                   79.86        Group-2
      1008899793       1% int (3years)                           94.46        Group-2
      1008431333       6m int on 80%  (2years)                      80        Group-2
      1008794717       6m int on 80%  (2years)                   79.95        Group-1
      1008993020       No PPP                                    79.94        Group-2
      1008917318       6m int on 80%  (3years)                   89.99        Group-2
      1008633525       3m int  (2years)                          89.98        Group-2
      1008002715       6m int on 80%  (3years)                   89.79        Group-1
      1008323183       6m int on 80%  (3years)                   79.94        Group-2
      1007756564       6m int on 80%  (2years)                   79.77        Group-2
      1007733713       2% int (2years)                           79.95        Group-2
      1008338578       6m int on 80%  (3years)                   79.91        Group-2
      1008180906       6m int on 80%  (3years)                   79.88        Group-1
      1007533207       No PPP                                    48.35        Group-1
      1008642551       6m int on 80%  (2years)                    77.3        Group-2
      1009053588       6m int on 80%  (3years)                   64.96        Group-2
      1008935780       6m int on 80%  (3years)                   89.81        Group-2
      1008957792       2% int (3years)                           89.94        Group-2
      1009074306       6m int on 80%  (3years)                   89.96        Group-2
      1007912574       6m int on 80%  (2years)                      95        Group-2
      1008973097       6m int on 80%  (2years)                   94.97        Group-2
        10437582       6m int on 80%  (2years)                   49.84        Group-2
      1008093653       6m int on 80%  (1year)                    89.87        Group-2
      1008863438       6m int on 80%  (2years)                   74.99        Group-2
      1008987028       No PPP                                    87.45        Group-2
      1008582615       2m int on 66.6% (2years)                  23.16        Group-2
      1008745575       6m int on 80%  (2years)                   47.71        Group-1
      1008913624       6m int on 80%  (3years)                   61.73        Group-1
      1008988241       6m int on 80%  (3years)                    58.9        Group-1
      1008986680       6m int on 80%  (3years)                   79.96        Group-2
      1009076652       6m int on 80%  (3years)                   89.95        Group-2
      1008324477       6m int on 80%  (3years)                   68.32        Group-1
      1008392009       6m int on 80%  (3years)                   89.97        Group-2
      1008900549       No PPP                                    89.98        Group-2
      1008695502       6m int on 80%  (2years)                   84.84        Group-2
      1008127742       No PPP                                    79.98        Group-2
      1009059261       1% int (2years)                           94.98        Group-1
      1007240666       6m int on 80%  (3years)                   89.79        Group-2
      1009016432       6m int on 80%  (3years)                   59.67        Group-1
      1009055835       5%4%3%2%1% int (2years)                   79.97        Group-1
      1008278240       No PPP                                    52.12        Group-2
      1008872785       6m int on 80%  (3years)                   39.21        Group-2
      1008700140       6m int on 80%  (2years)                   89.13        Group-1
      1008964061       6m int on 80%  (1year)                    79.97        Group-2
      1009049004       6m int on 80%  (2years)                   79.98        Group-2
      1008192804       6m int on 80%  (3years)                   67.14        Group-2
      1009068625       6m int on 80%  (2years)                   79.98        Group-2
      1008277312       1% int (3years)                           89.96        Group-2
      1008332627       1% int (3years)                           79.95        Group-2
      1008996232       5%4%3%2%1% int (2years)                   79.95        Group-2
      1008862830       6m int on 80%  (2years)                   77.09        Group-2
      1008702120       6m int on 80%  (2years)                   44.07        Group-2
      1008852084       1% int (2years)                           79.96        Group-2
      1009050162       6m int on 80%  (1year)                    86.36        Group-2
      1008872623       No PPP                                    50.18        Group-1
      1008904625       2% int (2years)                           79.99        Group-2
      1009011525       6m int on 80%  (2years)                   79.96        Group-2
      1009063997       6m int on 80%  (2years)                   79.95        Group-2
      1009149726       1% int (2years)                           79.95        Group-1
      1008282645       No PPP                                    74.97        Group-1
      1008862171       6m int on 80%  (3years)                      89        Group-2
      1008814606       6m int on 80%  (2years)                   93.13        Group-2
      1009063201       2% int (3years)                           59.21        Group-1
      1009047471       No PPP                                       80        Group-1
      1006989413       6m int on 80%  (3years)                   94.23        Group-2
      1008233431       No PPP                                    79.95        Group-1
      1008466064       6m int on 80%  (1year)                    79.98        Group-2
      1008765945       5%4%3%2%1% int (2years)                   79.95        Group-1
      1008322987       6m int on 80%  (2years)                   79.95        Group-2
      1009027055       6m int on 80%  (2years)                   79.93        Group-2
      1009091582       6m int on 80%  (2years)                   79.98        Group-2
      1008288569       6m int on 80%  (3years)                   58.91        Group-2
      1008136509       6m int on 80%  (3years)                   49.96        Group-2
      1008385419       6m int on 80%  (2years)                   64.67        Group-2
      1008178376       6m int on 80%  (2years)                   74.31        Group-2
      1008907285       6m int on 80%  (3years)                   51.62        Group-2
      1008867782       2% int (2years)                           84.56        Group-1
      1007967854       6m int on 80%  (3years)                   56.68        Group-2
      1008213444       No PPP                                    83.41        Group-2
      1008578345       5%4%3%2%1% int (2years)                   79.96        Group-2
      1008449510       6m int on 80%  (3years)                    79.9        Group-1
      1008923070       6m int on 80%  (2years)                   79.98        Group-1
      1009007549       1% int (3years)                           79.97        Group-2
      1008424403       2% int (2years)                           84.97        Group-2
      1008942193       2% int (2years)                           74.64        Group-2
      1008090629       No PPP                                    79.67        Group-2
      1008907962       2% int (2years)                           94.98        Group-1
      1009115129       1% int (2years)                           89.99        Group-2
      1008847581       1% int (2years)                           79.98        Group-1
      1008500794       6m int on 80%  (2years)                   79.97        Group-2
      1008876898       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008848483       6m int on 80%  (2years)                   79.98        Group-2
      1008957514       1% int (3years)                           84.99        Group-2
      1007302876       6m int on 80%  (3years)                   88.84        Group-2
      1007694140       6m int on 80%  (2years)                   63.97        Group-2
      1008764161       6m int on 80%  (2years)                   89.95        Group-2
      1008294115       No PPP                                    79.91        Group-1
      1008795627       6m int on 80%  (2years)                   94.98        Group-1
      1009095953       No PPP                                       80        Group-1
      1008367420       No PPP                                    79.91        Group-2
      1008923196       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008764562       6m int on 80%  (3years)                   65.85        Group-1
      1008904723       1% int (2years)                           79.98        Group-2
      1008463307       No PPP                                    79.96        Group-1
      1008643596       6m int on 80%  (2years)                      80        Group-2
      1008779495       5%4%3%2%1% int (3years)                   79.96        Group-1
      1008836441       No PPP                                    79.95        Group-1
      1008203277       6m int on 80%  (3years)                   84.95        Group-1
      1008859112       1% int (2years)                           84.95        Group-2
      1009024370       2m int  (3years)                          84.94        Group-1
      1008938787       6m int on 80%  (2years)                   84.96        Group-2
      1008071935       6m int on 80%  (3years)                   89.89        Group-2
      1008018600       1% int (3years)                           89.94        Group-1
      1008839812       No PPP                                    89.95        Group-2
      1008931793       1% int (2years)                           89.94        Group-1
      1009092304       No PPP                                    89.99        Group-1
      1008067085       No PPP                                    79.98        Group-2
      1008759355       1% int (2years)                           84.96        Group-1
      1008782481       5%4%3%2%1% int (2years)                   84.97        Group-2
      1009009976       6m int on 80%  (2years)                   79.95        Group-2
      1008274360       No PPP                                    69.93        Group-2
      1008476696       No PPP                                     79.9        Group-2
      1008501962       No PPP                                    79.97        Group-2
      1007671085       6m int on 80%  (3years)                   94.84        Group-2
      1008801139       1% int (3years)                           84.42        Group-1
      1008791373       6m int on 80%  (2years)                   94.98        Group-2
      1008144901       5%4%3%2%1% int (3years)                   94.97        Group-2
      1008244045       6m int on 80%  (2years)                    89.9        Group-2
      1008968183       6m int on 80%  (3years)                   89.85        Group-2
      1008948366       6m int on 80%  (3years)                   89.96        Group-1
      1008713243       No PPP                                    86.16        Group-2
      1008466616       No PPP                                    79.95        Group-2
      1007296277       No PPP                                    84.97        Group-1
      1009033716       1% int (2years)                           84.98        Group-2
      1008842906       6m int on 80%  (2years)                   79.97        Group-2
      1008778753       6m int on 80%  (2years)                   79.94        Group-2
      1008093430       No PPP                                    57.47        Group-1
      1008764198       6m int on 80%  (3years)                   44.71        Group-2
      1008955197       No PPP                                    51.08        Group-1
      1008205131       No PPP                                    79.95        Group-2
      1009061409       6m int on 80%  (2years)                   64.98        Group-2
      1007813119       6m int on 80%  (3years)                   88.82        Group-2
      1008823204       No PPP                                    89.97        Group-2
      1008943138       6m int on 80%  (2years)                   94.97        Group-2
      1007127860       2% int (3years)                           79.93        Group-1
      1008140451       No PPP                                    79.92        Group-2
      1008832196       6m int on 80%  (2years)                   79.95        Group-2
      1008338033       No PPP                                    79.98        Group-2
      1008886770       6m int on 80%  (2years)                   79.98        Group-2
      1008236456       6m int on 80%  (3years)                   79.78        Group-1
      1008832221       No PPP                                    79.97        Group-2
      1008964962       No PPP                                    79.94        Group-1
      1009068037       6m int on 80%  (2years)                   79.94        Group-2
      1008943156       6m int on 80%  (2years)                   82.86        Group-2
      1009033814       1% int (2years)                           79.94        Group-1
      1008772036       1% int (1year)                            74.97        Group-2
      1009046668       No PPP                                    88.99        Group-2
      1008593890       6m int on 80%  (2years)                   79.95        Group-2
      1009074100       6m int on 80%  (2years)                   79.95        Group-1
      1008880026       6m int on 80%  (2years)                      80        Group-2
      1008418857       5%4%3%2%1% int (3years)                   89.89        Group-1
      1008702594       No PPP                                    89.96        Group-2
      1008854670       1% int (2years)                           89.99        Group-1
      1008880455       6m int on 80%  (3years)                   64.98        Group-1
      1008933826       1% int (2years)                           89.95        Group-1
      1009015905       6m int on 80%  (3years)                   60.59        Group-2
      1008663163       No PPP                                    79.98        Group-2
      1009026190       5%4%3%2%1% int (2years)                   84.98        Group-2
      1008892996       2% int (3years)                           94.93        Group-1
      1007997135       6m int on 80%  (3years)                   69.88        Group-1
      1008068146       6m int on 80%  (2years)                   79.95        Group-2
      1008181040       6m int on 80%  (3years)                   74.89        Group-1
      1008254382       No PPP                                    89.92        Group-1
      1008150314       6m int on 80%  (3years)                   49.11        Group-1
      1008835157       6m int on 80%  (2years)                   41.81        Group-2
      1008178090       2% int (3years)                           94.32        Group-1
      1008202474       1% int (2years)                           94.91        Group-2
      1008941728       6m int on 80%  (3years)                   94.95        Group-2
      1007979020       No PPP                                    89.92        Group-1
      1008690099       6m int on 80%  (2years)                   84.97        Group-2
      1008157095       6m int on 80%  (3years)                   79.93        Group-2
      1008999168       2% int (2years)                              80        Group-1
      1007641073       No PPP                                    94.76        Group-1
      1008777834       No PPP                                    81.96        Group-2
      1008670299       6m int on 80%  (2years)                      80        Group-2
      1008754644       6m int on 80%  (2years)                   79.95        Group-1
      1008325145       6m int on 80%  (3years)                   49.98        Group-1
      1008708482       6m int on 80%  (3years)                   79.95        Group-1
      1008946297       No PPP                                    79.96        Group-1
      1008558009       6m int on 80%  (2years)                   68.54        Group-2
      1008888901       2% int (3years)                            63.1        Group-1
      1008770573       No PPP                                    53.31        Group-2
      1008932088       6m int on 80%  (2years)                   70.55        Group-1
      1008944048       6m int on 80%  (3years)                   79.96        Group-2
      1008399994       6m int on 80%  (2years)                      80        Group-2
      1009036857       6m int on 80%  (2years)                   79.98        Group-1
      1008802904       6m int on 80%  (2years)                    89.5        Group-2
      1008923613       6m int on 80%  (2years)                   79.97        Group-1
      1008897875       6m int on 80%  (2years)                    93.7        Group-1
      1008905385       6m int on 80%  (2years)                   72.28        Group-1
      1008815507       2% int (2years)                           84.95        Group-2
      1009089443       1% int (3years)                           84.96        Group-1
      1009060883       6m int on 80%  (2years)                   79.98        Group-2
      1008945617       No PPP                                    74.66        Group-2
      1008109548       6m int on 80%  (2years)                   89.98        Group-2
      1008913768       6m int on 80%  (2years)                   89.99        Group-1
      1008983068       2m int  (3years)                          89.94        Group-2
      1008932284       6m int on 80%  (3years)                   89.61        Group-2
      1008967843       6m int on 80%  (2years)                   89.95        Group-1
      1008930491       1% int (2years)                           74.98        Group-2
      1008970580       No PPP                                    79.94        Group-2
      1008910404       No PPP                                    79.95        Group-2
      1008746547       1% int (2years)                           94.95        Group-2
      1008985495       6m int on 80%  (2years)                      80        Group-2
      1008525991       2% int (2years)                           81.96        Group-2
      1008194964       No PPP                                     72.5        Group-2
      1008962116       6m int on 80%  (2years)                   69.99        Group-2
      1008174236       6m int on 80%  (3years)                   79.91        Group-2
      1008027342       6m int on 80%  (3years)                   94.51        Group-2
      1008896304       6m int on 80%  (2years)                   74.53        Group-2
      1008850479       6m int on 80%  (2years)                   79.95        Group-2
      1008856990       6m int on 80%  (3years)                   84.97        Group-1
      1008922927       No PPP                                    84.97        Group-1
      1008708614       6m int on 80%  (2years)                   84.96        Group-1
      1008995705       1% int (2years)                           84.58        Group-2
      1008727586       1% int (3years)                           64.93        Group-2
      1007338847       6m int on 80%  (2years)                   61.11        Group-2
      1008915837       6m int on 80%  (3years)                   94.94        Group-2
      1008926727       6m int on 80%  (3years)                   87.87        Group-1
      1009035616       No PPP                                    79.96        Group-2
      1008711441       No PPP                                    89.99        Group-2
      1009087935       6m int on 80%  (2years)                      80        Group-1
      1008890514       No PPP                                    84.95        Group-2
      1008288300       6m int on 80%  (3years)                    89.9        Group-2
      1007665966       6m int on 80%  (3years)                   91.65        Group-1
      1009048639       6m int on 80%  (2years)                   84.97        Group-2
      1008332770       6m int on 80%  (3years)                   65.71        Group-2
      1008714420       6m int on 80%  (2years)                   60.87        Group-2
      1008939385       6m int on 80%  (2years)                   83.87        Group-2
      1008944226       6m int on 80%  (3years)                   58.11        Group-2
      1006730790       6m int on 80%  (3years)                   71.01        Group-2
      1006925018       1% int (3years)                           79.15        Group-2
      1006936006       6m int on 80%  (2years)                   89.94        Group-1
      1008820797       6m int on 80%  (2years)                   74.09        Group-2
      1009001821       2% int (2years)                           94.74        Group-2
      1009082538       6m int on 80%  (2years)                   79.98        Group-2
      1008038964       6m int on 80%  (3years)                   79.85        Group-2
      1008438390       No PPP                                    79.98        Group-2
      1009054774       No PPP                                    87.21        Group-1
      1008114881       6m int on 80%  (1year)                    89.89        Group-2
      1009048764       6m int on 80%  (3years)                   79.97        Group-1
      1008207200       No PPP                                    79.87        Group-1
      1008847064       6m int on 80%  (3years)                   79.97        Group-1
      1008932541       6m int on 80%  (2years)                   84.99        Group-2
      1008293349       No PPP                                    83.28        Group-2
      1008767649       6m int on 80%  (2years)                   84.97        Group-1
      1008980338       6m int on 80%  (3years)                   81.98        Group-2
      1008198906       No PPP                                    79.95        Group-2
      1008997099       1% int (2years)                           79.94        Group-2
      1008298656       6m int on 80%  (2years)                    79.9        Group-2
      1008281780       6m int on 80%  (3years)                   79.88        Group-1
      1009046301       6m int on 80%  (3years)                   79.95        Group-2
      1008268359       No PPP                                    79.92        Group-2
      1008866248       5%4%3%2%1% int (2years)                   71.08        Group-2
      1008878119       6m int on 80%  (2years)                   71.11        Group-2
      1008912590       1% int (1year)                            79.98        Group-1
      1008902002       6m int on 80%  (3years)                   94.99        Group-2
      1008884399       6m int on 80%  (2years)                   38.86        Group-2
      1008922106       6m int on 80%  (2years)                   79.98        Group-1
      1008233379       1% int (3years)                           89.93        Group-2
      1009020187       No PPP                                    89.97        Group-2
      1008306282       2m int  (3years)                          79.91        Group-2
      1008851815       2% int (3years)                           94.98        Group-2
      1009091626       2m int  (3years)                          69.95        Group-2
      1008267706       6m int on 80%  (3years)                   38.19        Group-2
      1008501828       1% int (3years)                           83.81        Group-1
      1008131096       No PPP                                    56.45        Group-1
      1008259653       6m int on 80%  (3years)                   57.68        Group-2
      1008564500       6m int on 80%  (2years)                   74.27        Group-1
      1008888288       No PPP                                    40.59        Group-2
      1008891684       6m int on 80%  (2years)                   67.67        Group-1
      1008926433       No PPP                                    74.23        Group-1
      1009108725       No PPP                                    79.99        Group-2
      1008984986       6m int on 80%  (3years)                   56.51        Group-2
      1009051241       6m int on 80%  (3years)                    40.6        Group-2
      1009062060       6m int on 80%  (2years)                    61.3        Group-1
      1008286909       6m int on 80%  (2years)                   79.97        Group-2
      1009063452       2m int  (2years)                          79.98        Group-2
      1009124495       6m int on 80%  (3years)                   79.94        Group-2
      1007869096       1% int (2years)                            89.9        Group-1
      1008907604       No PPP                                    89.95        Group-1
      1009083886       No PPP                                    69.88        Group-2
      1008329221       No PPP                                    79.96        Group-2
      1008172648       1% int (2years)                           87.59        Group-1
        10414713       No PPP                                    79.69        Group-1
      1008987796       2% int (2years)                           84.99        Group-2
      1008293526       6m int on 80%  (3years)                   42.32        Group-2
      1008410196       No PPP                                       80        Group-2
      1009034993       No PPP                                    79.95        Group-1
      1008765847       No PPP                                    78.56        Group-1
      1009069367       6m int on 80%  (2years)                   79.98        Group-2
      1008353257       6m int on 80%  (3years)                   77.75        Group-2
      1008866337       No PPP                                    94.98        Group-2
      1008021295       6m int on 80%  (2years)                   79.93        Group-2
      1008157843       No PPP                                    94.47        Group-2
      1008923622       1% int (1year)                            94.98        Group-2
      1008918228       6m int on 80%  (2years)                   79.95        Group-1
      1008794897       No PPP                                    79.95        Group-1
      1006923591       No PPP                                    76.52        Group-1
      1008944039       2% int (2years)                           57.83        Group-1
      1008860208       2m int  (2years)                          79.98        Group-2
      1008986323       No PPP                                    78.12        Group-1
      1008191663       2% int (2years)                           94.98        Group-1
      1007861183       6m int on 80%  (2years)                   89.88        Group-2
      1007967328       No PPP                                    89.92        Group-1
      1008287463       6m int on 80%  (1year)                    35.47        Group-1
      1008248327       6m int on 80%  (3years)                   65.79        Group-1
      1008866113       No PPP                                    58.68        Group-1
      1008896493       5%4%3%2%1% int (2years)                   69.21        Group-1
      1008597191       6m int on 80%  (2years)                   89.99        Group-2
      1008857659       6m int on 80%  (3years)                   89.97        Group-1
      1008858042       No PPP                                     65.2        Group-2
      1008934905       6m int on 80%  (3years)                   69.75        Group-1
      1008949819       No PPP                                    49.99        Group-2
      1007942970       No PPP                                    89.58        Group-1
      1009036394       6m int on 80%  (3years)                   59.98        Group-2
      1008913802       6m int on 80%  (2years)                   79.94        Group-2
      1008045019       1% int (3years)                           79.92        Group-1
      1006825171       5% int (3years)                           84.85        Group-2
      1006160600       No PPP                                    84.88        Group-1
      1008671797       6m int on 80%  (2years)                   84.89        Group-2
      1008911172       6m int on 80%  (3years)                   79.96        Group-2
      1008405077       6m int on 80%  (2years)                   79.95        Group-1
      1008653593       6m int on 80%  (2years)                   84.92        Group-1
      1008829146       5% int (2years)                           79.94        Group-2
      1008928404       5%4%3%2%1% int (3years)                    81.9        Group-2
      1007896501       6m int on 80%  (3years)                   70.97        Group-2
      1008504433       6m int on 80%  (3years)                   89.97        Group-2
      1008922302       6m int on 80%  (2years)                   62.22        Group-2
      1008986029       6m int on 80%  (3years)                   92.48        Group-2
      1008130033       6m int on 80%  (2years)                   79.98        Group-2
      1008894093       1% int (2years)                              80        Group-1
      1008928592       6m int on 80%  (2years)                   89.99        Group-2
      1009020579       1% int (2years)                           79.97        Group-2
      1009077964       6m int on 80%  (1year)                       80        Group-2
      1008805885       6m int on 80%  (2years)                   79.98        Group-1
      1009153453       6m int on 80%  (2years)                      80        Group-2
      1008901664       No PPP                                    79.98        Group-2
      1008701023       1% int (2years)                           94.98        Group-1
      1008924131       6m int on 80%  (2years)                   79.98        Group-1
      1008289933       No PPP                                     89.9        Group-1
      1008438014       6m int on 80%  (2years)                   89.96        Group-1
      1008976478       No PPP                                    89.95        Group-2
      1008984496       5%4%3%2%1% int (2years)                   64.98        Group-2
      1008890248       6m int on 80%  (3years)                   49.88        Group-2
      1007395605       No PPP                                    79.78        Group-2
      1008231433       6m int on 80%  (2years)                   79.96        Group-2
      1008274707       No PPP                                    79.82        Group-1
      1008982103       No PPP                                    45.59        Group-2
      1008826194       6m int on 80%  (2years)                   69.99        Group-2
      1008705181       No PPP                                    79.95        Group-2
      1008713047       6m int on 80%  (3years)                   71.73        Group-2
      1008796555       2% int (2years)                           79.99        Group-2
      1008860752       6m int on 80%  (3years)                   79.98        Group-2
      1008888670       6m int on 80%  (3years)                   43.73        Group-1
      1008030392       No PPP                                    55.96        Group-1
      1008727773       6m int on 80%  (2years)                      85        Group-2
      1009023834       6m int on 80%  (1year)                    84.99        Group-2
      1009108985       No PPP                                       80        Group-2
      1007304366       5%4%3%2%1% int (3years)                   79.86        Group-2
      1008209262       6m int on 80%  (3years)                   69.91        Group-2
      1008801889       6m int on 80%  (2years)                   28.13        Group-1
      1007272550       1% int (3years)                           89.91        Group-1
      1008826906       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008982265       6m int on 80%  (2years)                      80        Group-1
      1008914106       No PPP                                    79.98        Group-2
      1009000289       5%4%3%2%1% int (2years)                   84.99        Group-2
      1008976502       6m int on 80%  (2years)                   44.34        Group-2
      1007546694       No PPP                                    89.94        Group-2
      1008848740       1% int (2years)                           89.88        Group-1
      1008956294       1% int (2years)                              90        Group-2
      1008980604       6m int on 80%  (2years)                   89.96        Group-1
      1008513897       6m int on 80%  (2years)                   79.98        Group-1
      1008711726       6m int on 80%  (2years)                   45.36        Group-2
      1008825373       5%4%3%2%1% int (2years)                   68.07        Group-2
      1008701782       No PPP                                    79.98        Group-1
      1008379211       No PPP                                    79.93        Group-1
      1008277063       6m int on 80%  (3years)                   79.88        Group-2
      1008024568       2% int (3years)                            79.9        Group-2
      1008783612       6m int on 80%  (2years)                   79.95        Group-2
      1009050545       6m int on 80%  (2years)                   79.95        Group-1
      1008865962       6m int on 80%  (2years)                   79.97        Group-2
      1008706288       6m int on 80%  (2years)                      80        Group-2
      1008603362       6m int on 80%  (2years)                   79.98        Group-2
      1008858426       6m int on 80%  (3years)                   79.98        Group-2
      1008957649       No PPP                                    89.99        Group-1
      1009072460       5%4%3%2%1% int (2years)                   79.98        Group-2
      1009025100       6m int on 80%  (2years)                   89.99        Group-2
      1008426900       6m int on 80%  (2years)                   84.94        Group-2
      1008849197       No PPP                                    89.96        Group-2
      1008020152       6m int on 80%  (1year)                    53.29        Group-2
      1008286767       6m int on 80%  (3years)                   40.45        Group-1
      1008964613       6m int on 80%  (3years)                   35.25        Group-2
      1008848474       6m int on 80%  (2years)                      80        Group-1
      1008939919       6m int on 80%  (3years)                   84.98        Group-1
      1008484071       6m int on 80%  (2years)                   68.59        Group-2
      1008814946       1% int (2years)                           79.98        Group-2
      1008709034       6m int on 80%  (2years)                   54.98        Group-2
      1009035849       6m int on 80%  (2years)                   89.98        Group-1
      1008982808       6m int on 80%  (2years)                   74.99        Group-1
      1008913287       No PPP                                    62.36        Group-1
      1008224646       No PPP                                    54.43        Group-1
      1008270113       6m int on 80%  (3years)                   79.74        Group-1
      1008476776       6m int on 80%  (2years)                   84.89        Group-2
      1008134100       6m int on 80%  (3years)                   77.66        Group-2
      1007644187       6m int on 80%  (3years)                   94.88        Group-2
      1008926656       5%4%3%2%1% int (2years)                      80        Group-2
      1009025654       6m int on 80%  (2years)                   79.98        Group-2
      1008692809       6m int on 80%  (2years)                   75.51        Group-2
      1009012123       2% int (2years)                           89.96        Group-2
      1008923123       6m int on 80%  (2years)                   69.96        Group-2
      1008684845       6m int on 80%  (2years)                   74.98        Group-2
      1008565288       6m int on 80%  (2years)                   74.98        Group-2
      1008957756       6m int on 80%  (2years)                   77.33        Group-1
      1008515617       6m int on 80%  (2years)                   79.89        Group-2
      1008200163       No PPP                                    46.73        Group-2
      1009000305       6m int on 80%  (2years)                   64.97        Group-2
      1008386944       6m int on 80%  (2years)                   79.89        Group-2
      1008754494       6m int on 80%  (2years)                   79.95        Group-2
      1008563039       No PPP                                    84.49        Group-2
      1008878440       No PPP                                    79.96        Group-1
      1008545327       5%4%3%2%1% int (2years)                      80        Group-1
      1008648289       6m int on 80%  (2years)                   79.94        Group-1
      1008877664       5%4%3%2%1% int (2years)                   67.22        Group-1
      1008930482       No PPP                                    52.82        Group-1
      1008361541       6m int on 80%  (3years)                   77.24        Group-2
      1007970797       No PPP                                    89.96        Group-2
      1008842121       6m int on 80%  (2years)                   89.93        Group-2
      1008657465       6m int on 80%  (2years)                   89.96        Group-1
      1008746191       6m int on 80%  (2years)                   89.98        Group-1
      1008977850       6m int on 80%  (2years)                   89.44        Group-1
      1009065824       6m int on 80%  (2years)                   89.98        Group-2
      1008095786       No PPP                                    84.88        Group-1
      1008846895       6m int on 80%  (2years)                   84.96        Group-1
      1008836218       5%4%3%2%1% int (2years)                   63.39        Group-2
      1007980241       6m int on 80%  (3years)                   94.84        Group-2
      1009037687       5%4%3%2%1% int (2years)                   64.95        Group-1
      1008878146       6m int on 80%  (2years)                   94.98        Group-1
      1008919600       1% int (2years)                           79.94        Group-2
      1008671788       6m int on 80%  (2years)                      80        Group-2
      1008975013       6m int on 80%  (2years)                   79.98        Group-2
      1009014764       6m int on 80%  (3years)                   69.59        Group-2
      1007091470       6m int on 80%  (3years)                   66.85        Group-2
      1008292705       6m int on 80%  (1year)                    39.41        Group-2
      1008877959       6m int on 80%  (2years)                   46.86        Group-2
      1008870509       No PPP                                    55.94        Group-2
      1008904607       5%4%3%2%1% int (2years)                   69.44        Group-1
      1009017093       6m int on 80%  (1year)                    46.56        Group-1
      1008589011       6m int on 80%  (2years)                   79.97        Group-2
      1008968389       No PPP                                    84.99        Group-1
      1007846101       2m int on 66.6% (3years)                  59.17        Group-2
      1008827923       6m int on 80%  (2years)                   94.98        Group-1
      1008822679       No PPP                                    89.92        Group-1
      1008553291       1% int (1year)                            89.98        Group-1
      1008996535       6m int on 80%  (2years)                   79.98        Group-2
      1009042136       6m int on 80%  (2years)                   79.98        Group-2
      1008524037       No PPP                                    84.99        Group-1
      1008911993       6m int on 80%  (2years)                      85        Group-2
      1009078641       6m int on 80%  (3years)                   79.88        Group-2
      1008714778       6m int on 80%  (2years)                   60.66        Group-1
      1008965989       6m int on 80%  (2years)                   79.98        Group-2
      1009145533       2m int  (2years)                          79.98        Group-1
      1008157683       6m int on 80%  (3years)                    94.9        Group-1
      1008740534       1% int (3years)                           94.95        Group-2
      1008086741       1% int (3years)                           94.92        Group-2
      1008862028       6m int on 80%  (2years)                   76.11        Group-2
      1008962642       No PPP                                    94.95        Group-1
      1009010955       No PPP                                       80        Group-1
      1008327697       6m int on 80%  (2years)                   79.98        Group-2
      1008365725       6m int on 80%  (2years)                   79.95        Group-2
      1008886538       6m int on 80%  (3years)                   79.96        Group-1
      1008988054       5%4%3%2%1% int (2years)                   79.98        Group-1
      1008905394       6m int on 80%  (2years)                   79.99        Group-1
      1008512923       6m int on 80%  (2years)                   89.98        Group-2
      1008608697       6m int on 80%  (2years)                      85        Group-2
      1008490590       6m int on 80%  (3years)                   54.02        Group-1
      1008920215       1% int (3years)                           89.97        Group-1
      1008657535       No PPP                                    89.98        Group-1
      1008697966       5% int (2years)                              85        Group-1
      1008676097       No PPP                                    79.95        Group-2
      1008679780       5%4%3%2%1% int (2years)                   79.96        Group-2
      1008313407       No PPP                                    79.96        Group-1
      1008688930       No PPP                                    79.98        Group-2
      1008470843       6m int on 80%  (3years)                   74.91        Group-1
      1008420942       6m int on 80%  (3years)                   74.93        Group-2
      1008913517       6m int on 80%  (2years)                      70        Group-1
      1008934148       6m int on 80%  (1year)                    89.98        Group-1
      1008861760       6m int on 80%  (2years)                   79.98        Group-2
      1008877637       No PPP                                    79.96        Group-2
      1008971151       6m int on 80%  (3years)                   79.97        Group-2
      1009078525       No PPP                                    84.88        Group-2
      1008878315       6m int on 80%  (2years)                   84.98        Group-2
      1008390458       1% int (2years)                           89.96        Group-1
      1008888457       2% int (3years)                           86.97        Group-1
      1008316397       6m int on 80%  (3years)                   64.49        Group-1
      1008863633       5%4%3%2%1% int (3years)                   51.65        Group-2
      1008970777       6m int on 80%  (3years)                   32.62        Group-1
      1007770236       No PPP                                    40.24        Group-2
      1008961368       No PPP                                    89.97        Group-2
      1009018582       6m int on 80%  (1year)                    79.98        Group-2
      1008884503       6m int on 80%  (2years)                   84.11        Group-1
      1008729904       No PPP                                    74.24        Group-1
      1008918353       No PPP                                    61.14        Group-1
      1009037605       5%4%3%2%1% int (2years)                      80        Group-1
      1008967273       6m int on 80%  (2years)                   79.98        Group-2
      1008915114       5%4%3%2%1% int (3years)                   79.99        Group-1
      1007978628       6m int on 80%  (3years)                   80.19        Group-1
      1008874275       6m int on 80%  (2years)                   79.98        Group-2
      1008955721       6m int on 80%  (3years)                   79.96        Group-2
      1008287980       No PPP                                    84.74        Group-2
      1008274413       No PPP                                    63.21        Group-1
      1008413451       5%4%3%2%1% int (2years)                   61.55        Group-1
      1008131050       1% int (2years)                           87.16        Group-1
      1008605574       No PPP                                    89.66        Group-2
      1009020926       6m int on 80%  (3years)                   89.14        Group-2
      1008336650       6m int on 80%  (3years)                   84.97        Group-2
      1008938741       5%4%3%2%1% int (2years)                   58.32        Group-2
      1009038016       No PPP                                    89.99        Group-2
      1008399413       6m int on 80%  (2years)                   94.98        Group-2
      1008668676       2% int (2years)                           94.96        Group-1
      1006915476       2m int on 66.6% (3years)                  84.85        Group-1
      1008329533       2% int (3years)                           59.52        Group-1
      1008700293       6m int on 80%  (1year)                    63.18        Group-2
      1008721216       No PPP                                    69.25        Group-1
      1009084518       6m int on 80%  (2years)                   78.97        Group-2
      1008344295       1% int (1year)                            94.94        Group-2
      1008963268       6m int on 80%  (3years)                   94.94        Group-1
      1008930954       No PPP                                    79.95        Group-2
      1008878869       6m int on 80%  (2years)                   89.98        Group-1
      1009003428       No PPP                                    84.99        Group-2
      1007078663       6m int on 80%  (3years)                   62.61        Group-2
      1008706340       6m int on 80%  (2years)                   55.14        Group-2
      1008289390       2m int on 66.6% (3years)                  66.89        Group-2
      1008985422       2m int  (2years)                          79.98        Group-2
      1008855394       6m int on 80%  (2years)                   63.99        Group-2
      1008898829       5%4%3%2%1% int (2years)                   79.97        Group-1
      1007839770       No PPP                                    60.35        Group-2
      1008402267       6m int on 80%  (1year)                    79.98        Group-2
      1008904484       6m int on 80%  (3years)                   53.92        Group-1
      1008312569       6m int on 80%  (3years)                   79.09        Group-1
      1008914017       6m int on 80%  (2years)                      80        Group-2
      1008970045       No PPP                                    69.99        Group-2
      1008947081       6m int on 80%  (2years)                   74.97        Group-1
      1008346854       6m int on 80%  (2years)                   84.98        Group-2
      1008649910       5%4%3%2%1% int (2years)                    82.8        Group-2
      1008766105       6m int on 80%  (2years)                   84.97        Group-2
      1007968862       6m int on 80%  (3years)                   79.89        Group-2
      1007228216       6m int on 80%  (3years)                   89.75        Group-2
      1007265675       6m int on 80%  (3years)                   89.92        Group-2
      1007360599       1% int (3years)                           79.06        Group-1
      1008102304       6m int on 80%  (2years)                      80        Group-2
      1008670985       5%4%3%2%1% int (2years)                   79.92        Group-1
      1008710497       6m int on 80%  (3years)                   68.63        Group-1
      1008128304       No PPP                                     79.8        Group-2
      1008735096       6m int on 80%  (3years)                   79.95        Group-2
      1008875210       6m int on 80%  (3years)                   84.03        Group-1
      1008522770       6m int on 80%  (2years)                      80        Group-1
      1008708437       6m int on 80%  (2years)                   84.94        Group-2
      1009106139       6m int on 80%  (2years)                   79.97        Group-1
      1008211758       6m int on 80%  (3years)                   84.88        Group-1
      1008672411       6m int on 80%  (2years)                      80        Group-1
      1008100949       2m int  (2years)                             80        Group-2
      1008086563       No PPP                                    91.52        Group-2
      1008900228       5%4%3%2%1% int (2years)                   80.47        Group-1
      1008871250       6m int on 80%  (3years)                   54.95        Group-2
      1008774221       6m int on 80%  (2years)                   79.33        Group-2
      1008878388       6m int on 80%  (3years)                   56.46        Group-2
      1008427721       6m int on 80%  (2years)                   73.32        Group-2
      1008741695       6m int on 80%  (2years)                   89.95        Group-2
      1009130442       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008890097       6m int on 80%  (2years)                   89.55        Group-2
      1008986421       6m int on 80%  (2years)                   79.93        Group-2
      1008715054       6m int on 80%  (2years)                   89.98        Group-1
      1007970564       6m int on 80%  (3years)                   94.91        Group-1
      1008901432       6m int on 80%  (2years)                   94.99        Group-2
      1008948650       1% int (2years)                           79.94        Group-2
      1008236161       No PPP                                    63.95        Group-2
      1008652326       6m int on 80%  (3years)                   65.45        Group-1
      1008978243       6m int on 80%  (2years)                   64.96        Group-2
      1008781687       6m int on 80%  (2years)                   89.95        Group-1
      1008501640       6m int on 80%  (2years)                   79.98        Group-2
      1007527330       6m int on 80%  (2years)                   89.91        Group-1
      1008749278       6m int on 80%  (2years)                   69.95        Group-2
      1008988526       6m int on 80%  (2years)                      80        Group-1
      1008225155       6m int on 80%  (2years)                      80        Group-2
      1008455227       6m int on 80%  (1year)                    69.96        Group-2
      1008442544       6m int on 80%  (3years)                   79.98        Group-2
      1008897170       6m int on 80%  (3years)                   79.94        Group-2
      1008927209       6m int on 80%  (3years)                   79.94        Group-1
      1008852672       No PPP                                    74.97        Group-2
      1008967683       No PPP                                    69.93        Group-2
      1008882042       2m int  (3years)                          94.98        Group-2
      1007972946       6m int on 80%  (2years)                   68.72        Group-2
      1009032673       6m int on 80%  (3years)                   73.31        Group-2
      1008914393       6m int on 80%  (3years)                   79.98        Group-2
      1008023783       5%4%3%2%1% int (2years)                   69.96        Group-1
      1008931392       No PPP                                    89.96        Group-2
      1007983550       6m int on 80%  (2years)                   89.98        Group-1
      1008616768       5%4%3%2%1% int (2years)                   79.95        Group-1
      1008125940       6m int on 80%  (3years)                   69.76        Group-1
      1008456672       6m int on 80%  (2years)                   84.97        Group-2
      1008775293       5%4%3%2%1% int (2years)                   82.87        Group-2
      1008858694       6m int on 80%  (2years)                   58.58        Group-2
      1008872883       6m int on 80%  (3years)                   88.95        Group-2
      1008986957       6m int on 80%  (2years)                   67.96        Group-2
      1009023683       6m int on 80%  (3years)                   84.95        Group-2
      1008833854       6m int on 80%  (2years)                   84.56        Group-2
      1008777433       No PPP                                    94.99        Group-2
      1008181228       No PPP                                    89.87        Group-1
      1008407618       6m int on 80%  (2years)                   74.97        Group-1
      1008508144       5%4%3%2%1% int (2years)                   81.41        Group-1
      1009090280       No PPP                                    79.96        Group-2
      1008384483       No PPP                                    79.97        Group-2
      1008780606       6m int on 80%  (3years)                   79.96        Group-2
      1008934246       1% int (1year)                            79.98        Group-2
      1008483624       6m int on 80%  (2years)                   89.96        Group-2
      1008857409       No PPP                                    69.99        Group-2
      1009131708       5%4%3%2%1% int (2years)                   84.98        Group-1
      1007023080       6m int on 80%  (2years)                   94.89        Group-2
      1008825088       6m int on 80%  (2years)                   77.44        Group-2
      1008897893       6m int on 80%  (2years)                   79.99        Group-1
      1008961885       6m int on 80%  (2years)                   60.33        Group-1
      1007599306       6m int on 80%  (3years)                   74.86        Group-2
      1007926667       6m int on 80%  (3years)                   94.92        Group-2
      1008562183       6m int on 80%  (2years)                      75        Group-2
      1008705234       6m int on 80%  (2years)                    73.4        Group-2
      1008009157       6m int on 80%  (2years)                   89.46        Group-2
      1008923203       6m int on 80%  (2years)                   89.97        Group-2
      1008970991       No PPP                                       80        Group-2
      1008912741       2m int  (2years)                          74.99        Group-2
      1008999060       6m int on 80%  (3years)                   61.23        Group-2
      1008276812       No PPP                                    79.94        Group-2
      1008706661       6m int on 80%  (2years)                      80        Group-2
      1008946037       5%4%3%2%1% int (1year)                    79.99        Group-1
      1008109398       6m int on 80%  (3years)                   89.96        Group-2
      1008885058       6m int on 80%  (2years)                   79.98        Group-2
      1008580074       6m int on 80%  (2years)                   79.98        Group-1
      1008854420       6m int on 80%  (2years)                   79.97        Group-1
      1008814713       6m int on 80%  (2years)                   79.95        Group-2
      1008736148       6m int on 80%  (2years)                      80        Group-2
      1008761878       5%4%3%2%1% int (2years)                      80        Group-2
      1008998515       1% int (3years)                           79.99        Group-2
      1008756955       5%4%3%2%1% int (2years)                   89.98        Group-1
      1008195767       6m int on 80%  (3years)                   43.57        Group-2
      1008238052       6m int on 80%  (3years)                   79.07        Group-2
      1008520549       No PPP                                    50.69        Group-1
      1008937528       6m int on 80%  (2years)                   77.73        Group-2
      1007975337       6m int on 80%  (1year)                    78.45        Group-2
      1008899356       6m int on 80%  (2years)                   79.52        Group-1
      1008565821       6m int on 80%  (2years)                   58.32        Group-2
      1008203561       No PPP                                    74.51        Group-2
      1008589743       6m int on 80%  (2years)                      80        Group-2
      1008269161       6m int on 80%  (2years)                   79.97        Group-2
      1008790203       5%4%3%2%1% int (2years)                   89.99        Group-2
      1009003678       5%4%3%2%1% int (2years)                   66.21        Group-1
      1008003723       6m int on 80%  (3years)                   79.81        Group-2
      1008786664       6m int on 80%  (2years)                   94.49        Group-1
      1009059662       6m int on 80%  (2years)                   84.98        Group-2
      1008980908       1% int (1year)                            79.97        Group-2
      1008900415       No PPP                                    79.96        Group-2
      1009012016       6m int on 80%  (2years)                   80.08        Group-2
      1008166281       6m int on 80%  (3years)                   79.91        Group-1
      1008651844       6m int on 80%  (2years)                      80        Group-2
      1008760780       6m int on 80%  (2years)                      80        Group-2
      1008879797       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008941238       6m int on 80%  (2years)                   79.94        Group-1
      1008850120       6m int on 80%  (2years)                   73.32        Group-1
      1009120471       6m int on 80%  (2years)                   89.98        Group-2
      1008928093       1% int (2years)                           74.99        Group-1
      1008907882       6m int on 80%  (3years)                   79.69        Group-2
      1007924856       2% int (2years)                           89.86        Group-2
      1008979778       No PPP                                    65.33        Group-1
      1009063611       6m int on 80%  (3years)                   79.95        Group-1
      1008814955       6m int on 80%  (2years)                   72.83        Group-2
      1008442517       No PPP                                    69.95        Group-2
      1008696253       6m int on 80%  (2years)                   89.97        Group-2
      1008895494       2% int (3years)                           83.54        Group-2
      1008499859       No PPP                                    47.27        Group-1
      1008927940       6m int on 80%  (2years)                   79.97        Group-2
      1008584775       6m int on 80%  (2years)                      80        Group-2
      1008623714       6m int on 80%  (2years)                   84.98        Group-2
      1008747920       6m int on 80%  (2years)                      80        Group-2
      1008914197       6m int on 80%  (2years)                      80        Group-2
      1008243894       No PPP                                    79.85        Group-2
      1008853001       6m int on 80%  (2years)                      80        Group-2
      1006893579       6m int on 80%  (3years)                   51.37        Group-2
      1007835710       1% int (3years)                           89.92        Group-1
      1008434116       6m int on 80%  (2years)                   79.95        Group-2
      1008536925       6m int on 80%  (2years)                   54.52        Group-2
      1008669354       2% int (1year)                            56.75        Group-1
      1008699410       6m int on 80%  (2years)                    73.4        Group-2
      1008924373       5%4%3%2%1% int (2years)                      80        Group-2
      1008704743       6m int on 80%  (2years)                   89.98        Group-2
      1008209360       6m int on 80%  (2years)                   78.26        Group-2
      1008961867       6m int on 80%  (3years)                   50.75        Group-2
      1008938778       2% int (3years)                           94.94        Group-1
      1008862858       6m int on 80%  (2years)                   94.96        Group-1
      1007033248       6m int on 80%  (3years)                   84.85        Group-2
      1007935791       No PPP                                    94.99        Group-2
      1008085047       No PPP                                    79.99        Group-1
      1008152189       5%4%3%2%1% int (3years)                   74.14        Group-2
      1009078106       6m int on 80%  (2years)                   79.98        Group-2
      1008959889       No PPP                                    89.99        Group-1
      1008950316       6m int on 80%  (3years)                   84.96        Group-1
      1008905777       6m int on 80%  (2years)                   84.97        Group-1
      1008986207       No PPP                                    79.55        Group-1
      1008946117       No PPP                                    87.93        Group-2
      1008591124       5%4%3%2%1% int (2years)                   59.01        Group-1
      1008940453       6m int on 80%  (1year)                    79.98        Group-2
      1008136670       6m int on 80%  (3years)                   79.83        Group-2
      1008480921       6m int on 80%  (2years)                   79.89        Group-2
      1008778218       6m int on 80%  (2years)                   79.95        Group-1
      1008685096       6m int on 80%  (2years)                   79.98        Group-2
      1008127243       6m int on 80%  (2years)                   79.98        Group-2
      1008813509       5%4%3%2%1% int (1year)                    79.94        Group-2
      1008176984       2% int (3years)                           69.74        Group-1
      1008038125       6m int on 80%  (2years)                   74.97        Group-2
      1008727942       6m int on 80%  (2years)                   89.94        Group-2
      1008847867       No PPP                                    47.42        Group-1
      1008908676       6m int on 80%  (2years)                   73.98        Group-2
      1008759319       No PPP                                     73.9        Group-2
      1008970438       6m int on 80%  (3years)                   64.99        Group-2
      1008683668       6m int on 80%  (2years)                   84.94        Group-2
      1008302703       1% int (3years)                           89.88        Group-1
      1008992441       2% int (2years)                           89.99        Group-1
      1008835077       2% int (3years)                           79.99        Group-2
      1008662841       2m int on 66.6% (3years)                  71.51        Group-2
      1008230498       6m int on 80%  (2years)                      80        Group-2
      1008967665       6m int on 80%  (2years)                   84.99        Group-2
      1008471977       6m int on 80%  (2years)                   79.96        Group-2
      1009093642       6m int on 80%  (2years)                      80        Group-2
      1008945706       6m int on 80%  (3years)                   93.62        Group-2
      1008826899       No PPP                                    74.95        Group-2
      1009123218       6m int on 80%  (2years)                   72.81        Group-2
      1008992584       6m int on 80%  (3years)                   79.94        Group-2
      1008938714       6m int on 80%  (2years)                   73.86        Group-1
      1008875700       2% int (1year)                            79.96        Group-2
      1008920377       6m int on 80%  (2years)                   79.94        Group-2
      1009051722       5%4%3%2%1% int (2years)                      80        Group-2
      1009059350       6m int on 80%  (2years)                   79.97        Group-2
      1008838895       6m int on 80%  (3years)                   89.73        Group-2
      1008613093       6m int on 80%  (2years)                   84.89        Group-2
      1007057597       No PPP                                    89.73        Group-2
      1008795182       6m int on 80%  (2years)                   89.95        Group-1
      1008669577       5%4%3%2%1% int (2years)                   89.97        Group-1
      1008917256       6m int on 80%  (2years)                   89.95        Group-2
      1008991353       6m int on 80%  (2years)                   89.99        Group-2
      1008918512       No PPP                                       80        Group-1
      1008722260       6m int on 80%  (2years)                   79.98        Group-2
      1008564920       No PPP                                    49.33        Group-1
      1008877218       6m int on 80%  (2years)                   94.97        Group-2
      1008985798       6m int on 80%  (2years)                   59.17        Group-2
      1008213131       6m int on 80%  (2years)                   33.62        Group-1
      1008949132       No PPP                                    79.94        Group-2
      1008818194       6m int on 80%  (2years)                   79.95        Group-2
      1008736175       6m int on 80%  (2years)                   63.64        Group-2
      1008508723       5%4%3%2%1% int (2years)                   74.99        Group-2
      1008710406       No PPP                                    84.99        Group-1
      1008555093       2% int (2years)                           89.95        Group-2
      1008796957       No PPP                                    89.99        Group-1
      1008857114       6m int on 80%  (3years)                   94.98        Group-1
      1008196711       2m int  (3years)                          79.89        Group-2
      1009028928       6m int on 80%  (2years)                   79.98        Group-1
      1008883666       5%4%3%2%1% int (2years)                      80        Group-2
      1009042458       2m int  (2years)                          79.98        Group-2
      1008608170       No PPP                                    89.99        Group-2
      1008034414       6m int on 80%  (3years)                   60.85        Group-2
      1007718062       No PPP                                    69.97        Group-2
      1008944486       2m int on 66.6% (3years)                  63.22        Group-2
      1008996312       6m int on 80%  (3years)                   91.88        Group-1
      1008803379       2% int (2years)                           89.98        Group-2
      1008772713       6m int on 80%  (3years)                   89.95        Group-1
      1008555681       6m int on 80%  (2years)                   89.93        Group-2
      1009007941       6m int on 80%  (3years)                   79.94        Group-2
      1008669746       2% int (2years)                           84.98        Group-1
      1008970223       1% int (2years)                           79.95        Group-2
      1008872277       6m int on 80%  (2years)                   79.97        Group-2
      1008884013       6m int on 80%  (2years)                   57.99        Group-1
      1008949445       6m int on 80%  (2years)                   79.98        Group-2
      1008963231       6m int on 80%  (2years)                   89.99        Group-2
      1007373433       6m int on 80%  (3years)                   72.98        Group-2
      1008691784       6m int on 80%  (3years)                   64.99        Group-2
      1008860556       6m int on 80%  (2years)                   66.25        Group-1
      1008925595       6m int on 80%  (2years)                   81.46        Group-1
      1008622699       6m int on 80%  (2years)                   84.98        Group-2
      1008955909       No PPP                                    79.98        Group-2
      1009061034       1% int (2years)                           79.98        Group-2
      1008854947       2m int  (3years)                          79.96        Group-2
      1008826498       6m int on 80%  (2years)                   69.98        Group-2
      1008721485       6m int on 80%  (2years)                   79.97        Group-2
      1008975120       6m int on 80%  (2years)                   79.96        Group-2
      1008316850       1% int (3years)                           89.93        Group-1
      1008747056       6m int on 80%  (2years)                   89.93        Group-2
      1008502550       6m int on 80%  (2years)                   81.98        Group-2
      1008443829       5%4%3%2%1% int (2years)                   83.76        Group-1
        10449707       1% int (3years)                           89.84        Group-2
      1008566072       6m int on 80%  (2years)                   66.75        Group-1
      1008746930       No PPP                                    94.65        Group-2
      1009039587       6m int on 80%  (2years)                   89.99        Group-2
      1009001475       6m int on 80%  (2years)                   84.98        Group-2
      1009093517       No PPP                                    79.99        Group-2
      1008813144       6m int on 80%  (2years)                   87.56        Group-2
      1008835709       6m int on 80%  (2years)                   55.75        Group-1
      1009062462       6m int on 80%  (2years)                   67.78        Group-2
      1008928182       6m int on 80%  (3years)                   44.47        Group-2
      1008997286       6m int on 80%  (2years)                   79.94        Group-2
      1009020392       5%4%3%2%1% int (3years)                   89.96        Group-2
      1008957676       No PPP                                    84.95        Group-2
      1008971268       6m int on 80%  (2years)                   89.94        Group-2
      1008738431       No PPP                                    72.33        Group-2
      1009153435       6m int on 80%  (2years)                   79.94        Group-2
      1008761084       6m int on 80%  (2years)                   94.97        Group-1
      1008724614       No PPP                                    84.96        Group-1
      1008157638       5%4%3%2%1% int (2years)                   61.39        Group-2
      1008709089       6m int on 80%  (2years)                   79.94        Group-2
      1008325528       6m int on 80%  (3years)                   74.86        Group-1
      1008041264       6m int on 80%  (3years)                    72.6        Group-1
      1008533205       6m int on 80%  (2years)                      80        Group-1
      1008723777       6m int on 80%  (3years)                   88.84        Group-2
      1008150056       2m int on 66.6% (3years)                  79.93        Group-2
      1007804147       6m int on 80%  (2years)                   74.05        Group-1
      1008591838       5%4%3%2%1% int (2years)                   74.05        Group-1
      1008928510       6m int on 80%  (2years)                      80        Group-2
      1008766132       2m int  (3years)                          82.93        Group-2
      1009005355       2% int (1year)                            79.98        Group-2
      1008752469       6m int on 80%  (2years)                   79.97        Group-2
      1008993592       2% int (1year)                            79.98        Group-2
      1009014363       No PPP                                    79.06        Group-2
      1009142359       2m int  (2years)                          79.98        Group-2
      1009022176       6m int on 80%  (3years)                   74.02        Group-2
      1008993002       2% int (2years)                           79.97        Group-2
      1009050386       5%4%3%2%1% int (2years)                   78.72        Group-2
      1008895369       2m int on 66.6% (2years)                  89.96        Group-2
      1008799712       5%4%3%2%1% int (2years)                      85        Group-2
      1009007978       2m int  (2years)                          79.97        Group-1
      1008943085       6m int on 80%  (2years)                      80        Group-2
      1008953992       6m int on 80%  (3years)                   76.44        Group-1
      1008216682       2% int (3years)                           94.87        Group-2
      1007878629       5%4%3%2%1% int (3years)                   79.95        Group-2
      1008874890       6m int on 80%  (2years)                   57.84        Group-2
      1007343421       No PPP                                    89.96        Group-2
      1008571994       6m int on 80%  (2years)                   74.98        Group-2
      1008947535       6m int on 80%  (3years)                   84.87        Group-1
      1009009057       6m int on 80%  (2years)                   89.98        Group-2
      1008728193       6m int on 80%  (2years)                   89.98        Group-2
      1008178704       6m int on 80%  (2years)                   79.95        Group-2
      1008179927       6m int on 80%  (2years)                      80        Group-1
      1008924195       6m int on 80%  (2years)                   79.95        Group-2
      1008868870       6m int on 80%  (2years)                   79.93        Group-2
      1008899258       6m int on 80%  (2years)                   84.97        Group-2
      1008732357       No PPP                                    77.25        Group-1
      1008452630       No PPP                                       95        Group-1
      1007809865       No PPP                                    79.93        Group-1
      1009139112       6m int on 80%  (3years)                   74.94        Group-2
      1008636201       6m int on 80%  (2years)                   79.98        Group-2
      1008882364       6m int on 80%  (2years)                   75.06        Group-1
      1008795119       6m int on 80%  (2years)                   83.62        Group-2
      1009005863       6m int on 80%  (2years)                   84.81        Group-1
      1009079267       6m int on 80%  (2years)                   74.52        Group-1
      1008879010       6m int on 80%  (2years)                    89.2        Group-1
      1008380432       6m int on 80%  (2years)                   64.98        Group-2
      1008668177       6m int on 80%  (3years)                   89.27        Group-1
      1008924060       No PPP                                    79.96        Group-2
      1008783195       6m int on 80%  (2years)                   61.46        Group-1
      1008769665       2% int (2years)                            85.8        Group-2
      1008953082       6m int on 80%  (2years)                   58.03        Group-2
      1008525358       No PPP                                    74.94        Group-1
      1008729502       6m int on 80%  (3years)                   79.94        Group-2
      1008638520       6m int on 80%  (2years)                   69.98        Group-1
      1008213961       6m int on 80%  (3years)                   79.89        Group-2
      1008267378       1% int (2years)                           89.91        Group-1
      1007301635       6m int on 80%  (3years)                   89.93        Group-1
      1008806312       5%4%3%2%1% int (2years)                   68.52        Group-2
      1008846715       6m int on 80%  (2years)                   89.94        Group-2
      1008713920       2% int (2years)                           89.98        Group-1
      1008970937       No PPP                                    89.95        Group-1
      1008676854       5%4%3%2%1% int (2years)                   81.46        Group-2
      1009009609       No PPP                                    89.95        Group-2
      1007181596       6m int on 80%  (3years)                   59.73        Group-2
      1008064890       No PPP                                    79.94        Group-2
      1008795413       6m int on 80%  (2years)                   79.95        Group-2
      1008767541       6m int on 80%  (2years)                   79.97        Group-2
      1008480413       6m int on 80%  (2years)                      80        Group-2
      1008982014       6m int on 80%  (2years)                   64.96        Group-1
      1008819772       6m int on 80%  (2years)                   84.96        Group-1
      1008974416       6m int on 80%  (2years)                   84.98        Group-1
      1006976819       5%4%3%2%1% int (3years)                   83.41        Group-2
      1009047257       2m int  (2years)                          79.97        Group-2
      1008170365       No PPP                                    79.64        Group-1
      1008899739       No PPP                                    69.98        Group-1
      1008892095       6m int on 80%  (2years)                   79.97        Group-2
      1008931917       2m int  (3years)                          79.97        Group-2
      1008971525       No PPP                                    79.95        Group-2
      1008639832       6m int on 80%  (2years)                   84.98        Group-2
      1008059101       6m int on 80%  (2years)                   68.82        Group-1
      1008336268       6m int on 80%  (3years)                   68.74        Group-2
      1008353872       6m int on 80%  (2years)                   84.68        Group-2
      1008140102       6m int on 80%  (2years)                   74.45        Group-2
      1008896439       2m int  (3years)                          89.29        Group-2
      1008845422       6m int on 80%  (2years)                   40.75        Group-2
      1009054444       6m int on 80%  (2years)                   74.98        Group-2
      1009002580       6m int on 80%  (2years)                    64.6        Group-2
      1009122308       6m int on 80%  (2years)                   79.23        Group-1
      1008826880       No PPP                                    79.17        Group-2
      1008978868       6m int on 80%  (3years)                    59.4        Group-2
      1008457369       6m int on 80%  (2years)                   83.69        Group-2
      1008850727       6m int on 80%  (2years)                   87.88        Group-1
      1008957033       No PPP                                     58.6        Group-1
      1008970321       6m int on 80%  (1year)                    78.43        Group-2
      1007926328       1% int (2years)                           89.97        Group-2
      1008652558       6m int on 80%  (2years)                   89.98        Group-2
      1008034600       6m int on 80%  (3years)                   79.91        Group-2
      1008064499       6m int on 80%  (2years)                      80        Group-2
      1008857383       6m int on 80%  (2years)                   71.85        Group-1
      1008910896       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008273539       No PPP                                    87.39        Group-1
      1008453158       6m int on 80%  (2years)                   69.98        Group-2
      1008693835       6m int on 80%  (2years)                   79.07        Group-1
      1008652503       6m int on 80%  (2years)                      80        Group-2
      1008508251       6m int on 80%  (2years)                   94.96        Group-2
      1008900996       6m int on 80%  (2years)                   89.76        Group-2
      1008598154       6m int on 80%  (2years)                   84.97        Group-2
      1008352873       2m int on 66.6% (3years)                  73.84        Group-1
      1008985084       5%4%3%2%1% int (3years)                   54.99        Group-2
      1008592481       5%4%3%2%1% int (2years)                   84.96        Group-2
      1008048711       No PPP                                    69.79        Group-2
      1008740874       6m int on 80%  (3years)                   58.06        Group-1
      1008805019       6m int on 80%  (3years)                   71.55        Group-2
      1008863447       No PPP                                    89.95        Group-2
      1009011044       6m int on 80%  (2years)                   72.85        Group-2
      1008820314       2% int (2years)                           32.47        Group-2
      1008706536       6m int on 80%  (2years)                   89.95        Group-2
      1008913991       6m int on 80%  (2years)                      80        Group-2
      1008675917       2% int (2years)                           69.21        Group-2
      1008877423       No PPP                                    89.96        Group-1
      1008882783       6m int on 80%  (2years)                   49.08        Group-1
      1009004908       1% int (2years)                           79.98        Group-1
      1009104220       2% int (2years)                           79.98        Group-2
      1009136124       2% int (2years)                              80        Group-1
      1008964114       6m int on 80%  (2years)                   79.97        Group-2
      1008928164       6m int on 80%  (3years)                   79.98        Group-2
      1008585168       6m int on 80%  (2years)                   79.98        Group-1
      1008856044       1% int (2years)                           79.99        Group-2
      1008961108       No PPP                                    89.92        Group-2
      1008779752       6m int on 80%  (2years)                   94.92        Group-2
      1009090725       6m int on 80%  (2years)                   94.98        Group-2
      1008249228       No PPP                                    70.72        Group-2
      1008922053       6m int on 80%  (2years)                   84.95        Group-1
      1008686371       6m int on 80%  (2years)                   84.98        Group-2
      1008710004       6m int on 80%  (2years)                   61.45        Group-1
      1008750853       2m int  (3years)                          82.99        Group-1
      1008947269       6m int on 80%  (2years)                   89.97        Group-1
      1008453103       6m int on 80%  (2years)                   67.08        Group-1
      1008878725       6m int on 80%  (3years)                   69.76        Group-2
      1008904064       6m int on 80%  (3years)                   89.98        Group-2
      1008549813       2m int  (3years)                          89.71        Group-1
      1009070961       6m int on 80%  (2years)                   66.35        Group-2
      1008851922       6m int on 80%  (2years)                      80        Group-2
      1008931196       6m int on 80%  (3years)                   79.94        Group-2
      1008917121       No PPP                                       85        Group-2
      1007349050       1% int (3years)                           79.87        Group-2
      1008170169       6m int on 80%  (2years)                   79.97        Group-2
      1008868344       6m int on 80%  (2years)                   42.14        Group-2
      1008760414       No PPP                                    79.98        Group-2
      1008939991       6m int on 80%  (2years)                   79.97        Group-2
      1008876111       6m int on 80%  (2years)                   79.98        Group-2
      1008915873       No PPP                                    63.23        Group-2
      1008715642       6m int on 80%  (2years)                   63.74        Group-1
      1008768906       6m int on 80%  (3years)                   74.52        Group-1
      1008832203       6m int on 80%  (2years)                      80        Group-2
      1008986154       No PPP                                    79.95        Group-2
      1009083751       6m int on 80%  (2years)                   50.79        Group-2
      1008646469       6m int on 80%  (2years)                   79.98        Group-2
      1009039373       6m int on 80%  (2years)                   68.73        Group-1
      1007852264       No PPP                                     83.1        Group-1
      1008780027       No PPP                                    89.98        Group-1
      1009057940       6m int on 80%  (2years)                   89.98        Group-2
      1008855081       6m int on 80%  (2years)                   89.98        Group-1
      1008990899       6m int on 80%  (3years)                   47.98        Group-1
      1008540778       2% int (2years)                           86.54        Group-2
      1008389077       6m int on 80%  (2years)                   84.97        Group-2
      1009116958       5%4%3%2%1% int (2years)                   79.97        Group-2
      1008175351       6m int on 80%  (3years)                    74.9        Group-2
      1009065183       6m int on 80%  (2years)                   74.99        Group-1
      1008977486       6m int on 80%  (2years)                   89.98        Group-1
      1008923007       6m int on 80%  (2years)                   94.06        Group-1
      1008934736       6m int on 80%  (2years)                      65        Group-2
      1009042920       6m int on 80%  (3years)                   44.96        Group-1
      1008967807       6m int on 80%  (2years)                   79.97        Group-2
      1008891782       6m int on 80%  (2years)                   94.96        Group-1
      1008976986       6m int on 80%  (2years)                   88.33        Group-2
      1008776844       6m int on 80%  (2years)                   79.97        Group-2
      1009040922       6m int on 80%  (2years)                      80        Group-2
      1008812760       6m int on 80%  (2years)                   79.97        Group-2
      1008877922       6m int on 80%  (2years)                      80        Group-2
      1009082912       2% int (1year)                            69.99        Group-1
      1008847689       No PPP                                    89.94        Group-2
      1009120532       6m int on 80%  (2years)                   79.98        Group-2
      1007421408       No PPP                                    88.19        Group-1
      1008228376       5% int (3years)                            89.9        Group-2
      1008121837       No PPP                                    77.01        Group-2
      1008601943       6m int on 80%  (2years)                   73.74        Group-2
      1007656217       No PPP                                    68.14        Group-1
      1008805661       6m int on 80%  (2years)                   78.93        Group-2
      1008964105       No PPP                                    74.95        Group-2
      1009004196       6m int on 80%  (2years)                   89.98        Group-2
      1009049558       6m int on 80%  (2years)                   56.94        Group-1
      1008647869       5%4%3%2%1% int (3years)                   89.92        Group-1
      1008834684       5%4%3%2%1% int (2years)                   84.86        Group-2
      1008979643       6m int on 80%  (2years)                   89.99        Group-2
      1008940257       6m int on 80%  (2years)                   94.98        Group-2
      1008913223       1% int (2years)                           89.98        Group-2
      1008842602       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008339764       6m int on 80%  (2years)                   79.98        Group-2
      1008870162       6m int on 80%  (2years)                   63.67        Group-2
      1008872865       6m int on 80%  (2years)                   87.61        Group-2
      1008952975       1% int (2years)                           89.95        Group-2
      1008294927       6m int on 80%  (1year)                    69.88        Group-1
      1008970884       6m int on 80%  (2years)                   59.98        Group-2
      1008888135       6m int on 80%  (2years)                   64.42        Group-2
      1008730493       6m int on 80%  (2years)                    54.8        Group-2
      1008357832       6m int on 80%  (3years)                   79.98        Group-2
      1008807598       6m int on 80%  (2years)                    73.4        Group-2
      1009138444       No PPP                                    79.98        Group-2
      1008050495       1% int (3years)                           94.89        Group-2
      1008507724       6m int on 80%  (3years)                   79.94        Group-2
      1008482983       6m int on 80%  (2years)                   94.97        Group-1
      1008841596       6m int on 80%  (3years)                   79.97        Group-1
      1008415440       6m int on 80%  (2years)                   94.98        Group-2
      1009010946       No PPP                                    94.22        Group-2
      1008950557       6m int on 80%  (2years)                      80        Group-2
      1008792158       6m int on 80%  (2years)                   94.98        Group-2
      1008951896       6m int on 80%  (2years)                   94.98        Group-2
      1008960118       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008489012       6m int on 80%  (2years)                   79.97        Group-2
      1008908505       6m int on 80%  (2years)                   72.35        Group-1
      1007823607       6m int on 80%  (2years)                   89.91        Group-1
      1008673303       6m int on 80%  (2years)                   84.97        Group-1
      1008918246       6m int on 80%  (3years)                   31.14        Group-2
      1008628103       6m int on 80%  (2years)                   89.97        Group-2
      1008970474       No PPP                                    84.99        Group-1
      1008835996       6m int on 80%  (2years)                   89.98        Group-2
      1008865524       6m int on 80%  (2years)                      95        Group-2
      1008938297       6m int on 80%  (3years)                   33.79        Group-2
      1009120257       6m int on 80%  (2years)                   79.98        Group-2
      1008848143       6m int on 80%  (3years)                   64.98        Group-2
      1007407406       6m int on 80%  (3years)                    76.9        Group-2
      1008830045       6m int on 80%  (2years)                      80        Group-2
      1007978824       No PPP                                    79.82        Group-2
      1008867425       6m int on 80%  (2years)                   79.96        Group-2
      1008961938       No PPP                                    79.98        Group-2
      1008587914       6m int on 80%  (2years)                   79.97        Group-2
      1008650211       6m int on 80%  (2years)                   79.99        Group-2
      1008741098       6m int on 80%  (1year)                       80        Group-2
      1009140976       No PPP                                       80        Group-2
      1009083109       6m int on 80%  (2years)                      83        Group-2
      1008342135       No PPP                                    94.91        Group-2
      1008762314       6m int on 80%  (3years)                   94.97        Group-2
      1008992860       No PPP                                    84.98        Group-1
      1009180584       2m int  (2years)                          79.98        Group-2
      1008774098       6m int on 80%  (1year)                    94.93        Group-1
      1008967512       6m int on 80%  (2years)                   84.98        Group-1
      1008732703       5%4%3%2%1% int (2years)                   89.84        Group-1
      1008913713       6m int on 80%  (2years)                   79.97        Group-1
      1009106638       6m int on 80%  (2years)                   84.97        Group-2
      1006824216       6m int on 80%  (3years)                   68.77        Group-2
      1008525018       6m int on 80%  (2years)                      80        Group-2
      1008155426       5%4%3%2%1% int (3years)                   82.32        Group-1
      1007722459       No PPP                                    79.96        Group-2
      1009080380       No PPP                                       80        Group-1
      1008629371       6m int on 80%  (2years)                   79.88        Group-1
      1009040272       No PPP                                    79.98        Group-2
      1008131210       6m int on 80%  (3years)                   79.82        Group-2
      1008727292       6m int on 80%  (1year)                    52.64        Group-1
      1008806697       6m int on 80%  (2years)                   79.96        Group-2
      1008285722       6m int on 80%  (2years)                   79.99        Group-2
      1009046472       6m int on 80%  (3years)                   78.62        Group-2
      1009163665       6m int on 80%  (2years)                   79.98        Group-2
      1008983656       6m int on 80%  (3years)                   94.56        Group-2
      1009076395       5%4%3%2%1% int (3years)                   71.76        Group-2
      1008091824       6m int on 80%  (3years)                   94.92        Group-2
      1008885478       6m int on 80%  (2years)                   94.98        Group-1
      1008784817       6m int on 80%  (2years)                   79.98        Group-2
      1008447996       6m int on 80%  (1year)                    84.95        Group-1
      1008924391       2% int (1year)                            84.99        Group-1
      1008960010       6m int on 80%  (2years)                      85        Group-2
      1008758613       No PPP                                       80        Group-2
      1008246793       6m int on 80%  (2years)                   89.98        Group-1
      1008987965       5%4%3%2%1% int (2years)                   89.99        Group-1
      1008865533       6m int on 80%  (2years)                    79.2        Group-2
      1008690455       6m int on 80%  (3years)                   55.49        Group-2
      1008913090       6m int on 80%  (2years)                   79.98        Group-2
      1008289586       No PPP                                    69.94        Group-2
      1008984343       No PPP                                    89.98        Group-2
      1009096710       6m int on 80%  (2years)                   84.98        Group-2
      1009048498       6m int on 80%  (2years)                   79.98        Group-2
      1008785102       5%4%3%2%1% int (2years)                   79.98        Group-2
      1009080889       No PPP                                    79.98        Group-2
      1008702978       6m int on 80%  (2years)                   79.95        Group-2
      1008872972       No PPP                                    79.99        Group-1
      1008900086       6m int on 80%  (2years)                   84.19        Group-1
      1008579433       No PPP                                    79.98        Group-2
      1008822624       No PPP                                       80        Group-2
      1009042751       5%4%3%2%1% int (2years)                   76.14        Group-2
      1008432886       6m int on 80%  (2years)                   73.81        Group-2
      1008833792       6m int on 80%  (2years)                      80        Group-2
      1008497325       6m int on 80%  (2years)                   79.98        Group-2
      1008789037       No PPP                                    77.39        Group-1
      1008812449       6m int on 80%  (2years)                   79.97        Group-2
      1008814884       2% int (2years)                           79.98        Group-1
      1008721074       2% int (2years)                           69.99        Group-2
      1009074486       6m int on 80%  (2years)                   79.97        Group-1
      1008756526       No PPP                                    89.92        Group-1
      1008059986       No PPP                                    71.12        Group-2
      1008854386       No PPP                                    59.01        Group-1
      1008539799       No PPP                                    84.95        Group-2
      1008595497       6m int on 80%  (2years)                      95        Group-2
      1008629647       No PPP                                    84.97        Group-2
      1008240003       No PPP                                    94.98        Group-2
      1008074344       6m int on 80%  (3years)                    54.4        Group-1
      1009121078       6m int on 80%  (2years)                   79.98        Group-2
      1008487531       6m int on 80%  (2years)                   89.95        Group-2
      1008745762       6m int on 80%  (2years)                   89.97        Group-2
      1008858961       2m int on 66.6% (2years)                     90        Group-1
      1009064914       6m int on 80%  (2years)                   79.98        Group-2
      1006816305       6m int on 80%  (3years)                   72.89        Group-2
      1008678727       2% int (2years)                           79.95        Group-2
      1009104239       2% int (3years)                           79.98        Group-1
      1008938723       6m int on 80%  (3years)                   79.94        Group-2
      1008277401       6m int on 80%  (3years)                   79.38        Group-2
      1008584588       6m int on 80%  (2years)                   65.29        Group-2
      1008838975       6m int on 80%  (2years)                   69.97        Group-2
      1009055176       6m int on 80%  (2years)                   69.97        Group-1
      1009011712       6m int on 80%  (3years)                   72.03        Group-1
      1008972230       6m int on 80%  (2years)                   48.02        Group-2
      1008268885       1% int (1year)                            89.69        Group-1
      1008984147       No PPP                                    79.98        Group-2
      1008827344       No PPP                                    92.62        Group-2
      1008536845       6m int on 80%  (2years)                   79.94        Group-1
      1007778023       No PPP                                    79.95        Group-2
      1008919290       No PPP                                    79.98        Group-2
      1008244740       6m int on 80%  (3years)                   79.93        Group-2
      1008916970       6m int on 80%  (2years)                   79.98        Group-2
      1008721109       No PPP                                    79.98        Group-2
      1008890925       6m int on 80%  (2years)                   79.97        Group-2
      1009019554       6m int on 80%  (3years)                   55.07        Group-1
      1009020294       6m int on 80%  (2years)                   79.98        Group-2
      1008877673       6m int on 80%  (2years)                   84.96        Group-2
      1008978047       6m int on 80%  (2years)                   69.97        Group-2
      1008830170       2% int (2years)                           76.13        Group-2
      1009092607       2m int  (2years)                          84.97        Group-2
      1008807687       6m int on 80%  (2years)                   79.97        Group-2
      1008983754       6m int on 80%  (3years)                   79.97        Group-2
      1008880400       6m int on 80%  (2years)                   84.98        Group-2
      1008324324       6m int on 80%  (1year)                    71.39        Group-1
      1008153614       6m int on 80%  (3years)                   49.42        Group-2
      1008213970       No PPP                                    58.72        Group-2
      1008243723       6m int on 80%  (2years)                   65.76        Group-1
      1008188034       No PPP                                    53.73        Group-1
      1008777889       6m int on 80%  (3years)                   47.46        Group-1
      1008845636       No PPP                                    62.49        Group-2
      1008964686       6m int on 80%  (2years)                   78.11        Group-1
      1009012098       6m int on 80%  (3years)                   54.92        Group-2
      1008896830       6m int on 80%  (3years)                   48.52        Group-2
      1008747109       No PPP                                    79.94        Group-1
      1008863946       6m int on 80%  (2years)                   83.65        Group-1
      1008698670       6m int on 80%  (2years)                   89.98        Group-2
      1007110716       1% int (2years)                            94.9        Group-2
      1008994494       6m int on 80%  (2years)                   94.97        Group-2
      1008831981       5%4%3%2%1% int (2years)                   94.96        Group-2
      1008987055       No PPP                                    79.98        Group-2
      1008905768       No PPP                                       90        Group-2
      1009093009       No PPP                                    79.95        Group-2
      1008840659       6m int on 80%  (3years)                   50.28        Group-2
      1008928618       6m int on 80%  (2years)                   89.98        Group-1
      1008366840       2% int (2years)                           79.36        Group-1
      1008890890       No PPP                                    79.99        Group-1
      1008539101       No PPP                                    79.95        Group-2
      1008507975       6m int on 80%  (2years)                      80        Group-2
      1008864151       6m int on 80%  (2years)                   84.27        Group-1
      1008744781       6m int on 80%  (2years)                   79.98        Group-2
      1008280326       6m int on 80%  (3years)                   79.93        Group-1
      1008880632       5%4%3%2%1% int (3years)                   79.93        Group-1
      1008715143       6m int on 80%  (2years)                   79.97        Group-1
      1008988599       6m int on 80%  (3years)                   79.95        Group-2
      1008440742       6m int on 80%  (3years)                   67.44        Group-2
      1008625927       6m int on 80%  (2years)                   84.96        Group-2
      1008912457       5%4%3%2%1% int (3years)                   74.97        Group-1
      1008809578       6m int on 80%  (2years)                   79.68        Group-1
      1008951878       6m int on 80%  (2years)                   79.98        Group-2
      1009098095       6m int on 80%  (2years)                      80        Group-2
      1009078099       2% int (2years)                           79.97        Group-2
      1008903476       6m int on 80%  (2years)                   79.98        Group-2
      1008863713       No PPP                                    79.98        Group-2
      1008508304       6m int on 80%  (2years)                   79.97        Group-2
      1008622733       6m int on 80%  (2years)                   79.98        Group-2
      1008600212       2m int  (2years)                          89.97        Group-2
      1008770252       No PPP                                    94.99        Group-2
      1008508199       6m int on 80%  (2years)                   84.98        Group-2
      1008829075       6m int on 80%  (2years)                   77.97        Group-2
      1008784657       No PPP                                    79.98        Group-2
      1008942013       No PPP                                    79.98        Group-2
      1008661021       6m int on 80%  (2years)                      90        Group-1
      1008932113       No PPP                                    89.99        Group-2
      1008986163       6m int on 80%  (2years)                   84.98        Group-1
      1008566456       6m int on 80%  (2years)                      80        Group-2
      1008751291       6m int on 80%  (3years)                    71.6        Group-2
      1008844361       6m int on 80%  (2years)                   79.94        Group-2
      1008536300       5%4%3%2%1% int (2years)                   69.87        Group-2
      1008825408       5%4%3%2%1% int (2years)                      80        Group-1
      1008903261       6m int on 80%  (2years)                   89.01        Group-1
      1008918264       6m int on 80%  (2years)                   44.03        Group-1
      1008831188       6m int on 80%  (2years)                   82.26        Group-2
      1008965113       6m int on 80%  (2years)                      80        Group-1
      1008922936       No PPP                                    79.98        Group-2
      1009171344       6m int on 80%  (2years)                   79.97        Group-2
      1008678022       No PPP                                    79.98        Group-2
      1007855715       No PPP                                    74.96        Group-2
      1008602167       6m int on 80%  (2years)                   79.95        Group-2
      1008760708       6m int on 80%  (2years)                   67.14        Group-1
      1007989741       6m int on 80%  (2years)                   69.96        Group-2
      1008768700       6m int on 80%  (3years)                   67.98        Group-1
      1008926683       6m int on 80%  (3years)                   74.94        Group-2
      1008707722       No PPP                                    79.92        Group-2
      1008169563       6m int on 80%  (3years)                   83.37        Group-1
      1008963428       6m int on 80%  (3years)                   84.94        Group-1
      1008694923       6m int on 80%  (2years)                   84.97        Group-2
      1008818498       6m int on 80%  (2years)                      85        Group-2
      1008987750       6m int on 80%  (2years)                   84.98        Group-2
      1009027803       6m int on 80%  (2years)                   84.98        Group-2
      1008481172       6m int on 80%  (2years)                   79.96        Group-2
      1008639100       6m int on 80%  (2years)                   73.32        Group-2
      1008769889       6m int on 80%  (1year)                    79.96        Group-2
      1008864455       5%4%3%2%1% int (2years)                      80        Group-2
      1009027028       6m int on 80%  (2years)                      80        Group-2
      1008938251       6m int on 80%  (3years)                   79.98        Group-2
      1009065771       6m int on 80%  (2years)                   79.97        Group-2
      1008928217       6m int on 80%  (2years)                      55        Group-1
      1008919254       No PPP                                    89.96        Group-1
      1008924328       6m int on 80%  (2years)                      80        Group-2
      1008598733       6m int on 80%  (2years)                   71.56        Group-2
      1008978216       6m int on 80%  (2years)                      50        Group-1
      1008988296       6m int on 80%  (3years)                   52.98        Group-2
      1008650630       6m int on 80%  (2years)                   69.98        Group-2
      1008878878       6m int on 80%  (2years)                   69.95        Group-2
      1008942362       2% int (3years)                           94.97        Group-2
      1008934380       No PPP                                    79.98        Group-2
      1008195348       6m int on 80%  (2years)                   74.96        Group-2
      1008440038       No PPP                                    79.93        Group-1
      1008910468       6m int on 80%  (2years)                   79.96        Group-2
      1008362675       6m int on 80%  (2years)                   79.94        Group-2
      1008754038       6m int on 80%  (2years)                   94.37        Group-1
      1008792345       6m int on 80%  (2years)                   79.98        Group-2
      1008856348       6m int on 80%  (2years)                   84.79        Group-2
      1009107860       No PPP                                    79.98        Group-2
      1008851566       No PPP                                    83.88        Group-1
      1008751709       6m int on 80%  (1year)                       85        Group-1
      1008736291       No PPP                                    79.94        Group-2
      1008527150       No PPP                                    79.97        Group-1
      1008873766       6m int on 80%  (3years)                   87.03        Group-1
      1008947526       6m int on 80%  (3years)                   84.15        Group-2
      1008817881       6m int on 80%  (2years)                   89.92        Group-2
      1008758828       6m int on 80%  (3years)                   62.75        Group-2
      1008349888       6m int on 80%  (2years)                   74.98        Group-2
      1008804519       6m int on 80%  (2years)                   73.32        Group-2
      1008992110       6m int on 80%  (3years)                   59.95        Group-2
      1009128623       3m int  (3years)                          38.54        Group-1
      1008799197       6m int on 80%  (2years)                   82.05        Group-2
      1008641197       No PPP                                    88.83        Group-1
      1008346328       6m int on 80%  (3years)                   89.97        Group-2
      1008341421       No PPP                                    79.97        Group-2
      1008841890       2% int (2years)                           84.97        Group-1
      1008916667       6m int on 80%  (2years)                   77.71        Group-2
      1008780241       6m int on 80%  (1year)                    84.99        Group-2
      1008683597       6m int on 80%  (2years)                   79.97        Group-2
      1008918754       6m int on 80%  (2years)                   77.96        Group-1
      1008021883       No PPP                                    73.76        Group-2
      1008974292       5%4%3%2%1% int (2years)                   94.98        Group-1
      1009104275       6m int on 80%  (3years)                   79.98        Group-2
      1008782025       2% int (2years)                           71.77        Group-2
      1008792498       6m int on 80%  (2years)                   69.59        Group-2
      1008883924       No PPP                                    78.54        Group-1
      1008683720       6m int on 80%  (2years)                   84.74        Group-2
      1008201974       6m int on 80%  (2years)                   79.93        Group-2
      1008876610       No PPP                                    79.98        Group-1
      1008691007       No PPP                                    79.97        Group-2
      1008863027       6m int on 80%  (3years)                    84.9        Group-2
      1008630010       6m int on 80%  (2years)                    58.7        Group-2
      1009022318       No PPP                                    84.89        Group-2
      1009014693       6m int on 80%  (3years)                   81.22        Group-2
      1007258601       6m int on 80%  (3years)                   64.88        Group-2
      1008980294       6m int on 80%  (2years)                   84.98        Group-2
      1008749054       No PPP                                    89.92        Group-2
      1008971106       5%4%3%2%1% int (2years)                   79.96        Group-2
      1008835451       6m int on 80%  (2years)                      80        Group-2
      1008865800       No PPP                                    89.97        Group-2
      1008480912       6m int on 80%  (2years)                   78.57        Group-1
      1008853421       6m int on 80%  (3years)                   92.98        Group-1
      1008994877       No PPP                                    89.76        Group-2
      1006866171       6m int on 80%  (3years)                   79.79        Group-1
      1007717456       6m int on 80%  (3years)                   79.84        Group-2
      1008621100       6m int on 80%  (2years)                   79.97        Group-2
      1008872632       6m int on 80%  (2years)                   79.98        Group-2
      1008955428       No PPP                                     61.5        Group-2
      1008757035       6m int on 80%  (1year)                     62.2        Group-1
      1008846699       6m int on 80%  (1year)                    69.95        Group-1
      1009094231       5%4%3%2%1% int (2years)                   88.87        Group-2
      1007741517       6m int on 80%  (2years)                      80        Group-2
      1008586880       2% int (2years)                           84.95        Group-2
      1008197195       No PPP                                    84.86        Group-2
      1008774089       6m int on 80%  (2years)                   84.88        Group-2
      1009072255       No PPP                                    84.99        Group-2
      1008998668       6m int on 80%  (2years)                   84.95        Group-1
      1008819996       2% int (1year)                             82.7        Group-1
      1008975488       6m int on 80%  (3years)                   56.92        Group-2
      1008920652       6m int on 80%  (1year)                    63.32        Group-2
      1008951645       5%4%3%2%1% int (2years)                   86.44        Group-2
      1007378447       6m int on 80%  (3years)                   89.71        Group-2
      1008925559       6m int on 80%  (2years)                   54.98        Group-1
      1008446666       6m int on 80%  (2years)                   89.98        Group-2
      1008936663       6m int on 80%  (2years)                   89.99        Group-2
      1008317074       No PPP                                    79.95        Group-2
      1009060053       No PPP                                     72.8        Group-1
      1009178454       6m int on 80%  (2years)                   79.71        Group-2
      1008754109       No PPP                                    84.99        Group-2
      1008835683       6m int on 80%  (2years)                      80        Group-2
      1008861323       No PPP                                    94.97        Group-1
      1009014425       6m int on 80%  (2years)                   74.98        Group-2
      1008752245       No PPP                                    74.99        Group-1
      1008177803       6m int on 80%  (3years)                   79.94        Group-2
      1009086552       1% int (2years)                           79.98        Group-2
      1009001108       2m int  (2years)                          79.98        Group-2
      1008883185       5%4%3%2%1% int (2years)                   79.54        Group-2
      1008944636       6m int on 80%  (2years)                   79.97        Group-2
      1008843549       No PPP                                    79.99        Group-2
      1008964864       No PPP                                    89.94        Group-1
      1008979108       6m int on 80%  (2years)                   79.98        Group-2
      1008817328       6m int on 80%  (2years)                      80        Group-2
      1008877343       6m int on 80%  (2years)                   78.14        Group-2
      1008927780       6m int on 80%  (2years)                   79.97        Group-2
      1007096448       6m int on 80%  (1year)                    76.19        Group-2
      1009019849       2% int (1year)                            89.99        Group-1
      1009103285       6m int on 80%  (2years)                   48.32        Group-1
      1008802520       6m int on 80%  (2years)                   55.22        Group-1
      1008957382       2% int (1year)                            87.92        Group-1
      1009014318       6m int on 80%  (2years)                   51.04        Group-1
      1008409448       1% int (2years)                           79.97        Group-2
      1008955614       No PPP                                    76.81        Group-2
      1008920064       6m int on 80%  (2years)                   79.98        Group-2
      1007313356       6m int on 80%  (3years)                   89.74        Group-2
      1008622181       6m int on 80%  (2years)                   89.99        Group-2
      1008847297       No PPP                                    89.98        Group-2
      1008871946       No PPP                                    89.98        Group-1
      1008591918       3m int  (2years)                          89.95        Group-2
      1006139653       6m int on 80%  (1year)                    61.64        Group-2
      1008724632       6m int on 80%  (1year)                    84.97        Group-2
      1008263899       6m int on 80%  (3years)                   84.96        Group-1
      1008863214       6m int on 80%  (3years)                   94.97        Group-2
      1008937154       6m int on 80%  (2years)                   94.98        Group-2
      1009063041       2m int on 66.6% (2years)                  94.99        Group-2
      1009119018       6m int on 80%  (2years)                   94.97        Group-1
      1008434946       6m int on 80%  (2years)                   79.97        Group-2
      1008903564       6m int on 80%  (2years)                   75.61        Group-2
      1008869012       6m int on 80%  (2years)                   79.98        Group-2
      1008319438       6m int on 80%  (1year)                    79.97        Group-1
      1008808178       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008605823       6m int on 80%  (2years)                   94.95        Group-2
      1008248737       No PPP                                    84.97        Group-2
      1008677032       6m int on 80%  (2years)                   84.98        Group-1
      1008588860       6m int on 80%  (1year)                    84.99        Group-1
      1008966443       No PPP                                    84.97        Group-2
      1009014602       6m int on 80%  (2years)                   84.97        Group-2
      1009042243       6m int on 80%  (2years)                   79.98        Group-2
      1008906240       6m int on 80%  (2years)                   82.99        Group-1
      1008717267       No PPP                                    79.95        Group-1
      1008008210       2m int  (2years)                          94.93        Group-2
      1008908471       2% int (1year)                            94.98        Group-1
      1008738743       6m int on 80%  (2years)                   50.74        Group-1
      1008698153       6m int on 80%  (2years)                   73.11        Group-1
      1008418820       6m int on 80%  (2years)                    58.8        Group-1
      1008041184       6m int on 80%  (3years)                   94.27        Group-2
      1008860002       No PPP                                    55.51        Group-1
      1008760628       No PPP                                    79.89        Group-2
      1008806045       6m int on 80%  (2years)                   60.59        Group-2
      1008826103       No PPP                                       80        Group-2
      1008210955       1% int (2years)                           79.99        Group-2
      1008490091       6m int on 80%  (2years)                   79.98        Group-2
      1008826176       2% int (1year)                            79.97        Group-2
      1008960653       6m int on 80%  (2years)                      80        Group-2
      1009002642       6m int on 80%  (2years)                   43.15        Group-1
      1008676998       6m int on 80%  (2years)                   79.98        Group-2
      1008022668       No PPP                                    89.99        Group-1
      1008951538       6m int on 80%  (2years)                   89.98        Group-1
      1008809505       6m int on 80%  (2years)                   79.94        Group-2
      1008927478       6m int on 80%  (2years)                    83.8        Group-1
      1008839055       6m int on 80%  (2years)                   84.98        Group-2
      1008028911       6m int on 80%  (2years)                      80        Group-2
      1008603068       6m int on 80%  (2years)                   79.94        Group-2
      1008897161       6m int on 80%  (2years)                   79.98        Group-2
      1008757222       No PPP                                    89.99        Group-2
      1007539194       No PPP                                    94.69        Group-2
      1008629175       6m int on 80%  (1year)                    89.98        Group-2
      1008943441       2m int  (2years)                          94.98        Group-2
      1008323717       6m int on 80%  (3years)                   79.95        Group-2
      1008833863       1% int (3years)                           79.99        Group-2
      1008833523       6m int on 80%  (2years)                   79.97        Group-2
      1008877085       6m int on 80%  (2years)                   94.98        Group-2
      1009082921       6m int on 80%  (2years)                   79.98        Group-2
      1008916159       No PPP                                    74.99        Group-2
      1009013195       6m int on 80%  (2years)                   94.98        Group-2
      1008332690       No PPP                                    49.98        Group-2
      1009004720       6m int on 80%  (3years)                   62.22        Group-1
      1008269349       No PPP                                    80.05        Group-2
      1008619355       No PPP                                    79.96        Group-2
      1008143458       6m int on 80%  (3years)                   84.85        Group-2
      1008643827       6m int on 80%  (2years)                   71.98        Group-1
      1008179892       6m int on 80%  (3years)                   79.87        Group-2
      1008808374       6m int on 80%  (1year)                    79.99        Group-2
      1008352141       6m int on 80%  (3years)                   60.09        Group-2
      1008923506       6m int on 80%  (2years)                   79.98        Group-2
      1008516625       6m int on 80%  (2years)                      80        Group-1
      1008913401       No PPP                                       80        Group-2
      1008575491       6m int on 80%  (2years)                   94.96        Group-2
      1008880115       6m int on 80%  (2years)                   94.98        Group-2
      1007120689       6m int on 80%  (1year)                    84.81        Group-2
      1008959843       No PPP                                    84.99        Group-2
      1008835031       6m int on 80%  (2years)                   84.98        Group-2
      1009122754       No PPP                                    84.98        Group-1
      1008956034       6m int on 80%  (1year)                    68.46        Group-2
      1008417162       6m int on 80%  (2years)                   79.95        Group-2
      1008899828       6m int on 80%  (2years)                      80        Group-2
      1008921376       No PPP                                    79.98        Group-2
      1008776407       6m int on 80%  (2years)                   94.56        Group-2
      1009035395       3m int  (2years)                          94.98        Group-2
      1008956481       6m int on 80%  (2years)                   84.98        Group-2
      1008943664       6m int on 80%  (2years)                   79.98        Group-2
      1008228606       No PPP                                    89.95        Group-2
      1008556127       6m int on 80%  (2years)                    88.3        Group-2
      1008697029       5%4%3%2%1% int (2years)                   77.25        Group-2
      1008912858       6m int on 80%  (2years)                   89.98        Group-1
      1008937298       6m int on 80%  (3years)                   68.44        Group-2
      1009056291       6m int on 80%  (2years)                   67.73        Group-2
      1007687023       No PPP                                     89.9        Group-2
      1008873445       6m int on 80%  (2years)                   94.49        Group-1
      1008916140       6m int on 80%  (2years)                   65.55        Group-1
      1008835727       5%4%3%2%1% int (1year)                    86.07        Group-2
      1008123425       6m int on 80%  (3years)                   79.79        Group-2
      1008990862       No PPP                                    79.99        Group-2
      1008871704       No PPP                                    79.98        Group-2
      1008501659       6m int on 80%  (2years)                   79.97        Group-1
      1008914348       No PPP                                    79.96        Group-2
      1009157459       No PPP                                       80        Group-2
      1008984931       No PPP                                    89.98        Group-2
      1009087374       6m int on 80%  (2years)                   79.97        Group-2
      1008135671       2% int (3years)                           89.82        Group-1
      1008825765       6m int on 80%  (2years)                   89.42        Group-2
      1008825159       No PPP                                    77.56        Group-2
      1009137702       No PPP                                    79.68        Group-2
      1008067619       3m int  (2years)                          84.95        Group-2
      1008913884       6m int on 80%  (2years)                   94.98        Group-1
      1008639324       No PPP                                     87.4        Group-2
      1008668453       6m int on 80%  (2years)                   79.99        Group-2
      1008781847       No PPP                                    79.98        Group-2
      1008791676       6m int on 80%  (2years)                   79.98        Group-2
      1008836478       6m int on 80%  (1year)                    79.98        Group-2
      1008890088       6m int on 80%  (2years)                   79.95        Group-2
      1008834611       6m int on 80%  (3years)                   79.93        Group-2
      1008996116       6m int on 80%  (2years)                   79.97        Group-2
      1008538219       6m int on 80%  (2years)                   94.96        Group-2
      1009093447       6m int on 80%  (2years)                   53.26        Group-2
      1009077143       No PPP                                    79.97        Group-2
      1008824034       6m int on 80%  (2years)                   89.96        Group-2
      1008880311       No PPP                                    89.95        Group-2
      1008478505       6m int on 80%  (2years)                   72.64        Group-2
      1008784345       No PPP                                    79.98        Group-2
      1008979055       6m int on 80%  (2years)                   79.97        Group-2
      1009143134       No PPP                                       80        Group-2
      1007687390       6m int on 80%  (2years)                   89.94        Group-2
      1008761921       6m int on 80%  (1year)                    74.97        Group-2
      1008616036       6m int on 80%  (2years)                   84.98        Group-1
      1008741203       No PPP                                    81.63        Group-1
      1008770546       No PPP                                    84.96        Group-2
      1008779039       6m int on 80%  (2years)                   65.98        Group-1
      1008940658       6m int on 80%  (2years)                   79.98        Group-2
      1009042190       6m int on 80%  (2years)                   79.98        Group-2
      1008871349       6m int on 80%  (2years)                   79.95        Group-1
      1008406888       1% int (2years)                           94.96        Group-2
      1008929216       6m int on 80%  (3years)                   93.62        Group-2
      1008839484       No PPP                                    89.99        Group-2
      1008961723       6m int on 80%  (2years)                      80        Group-2
      1008935986       No PPP                                    74.98        Group-2
      1009121880       6m int on 80%  (2years)                   74.99        Group-1
      1007906625       6m int on 80%  (2years)                   83.75        Group-1
      1008665740       6m int on 80%  (2years)                   76.98        Group-2
      1009008272       No PPP                                    94.98        Group-2
      1008318493       No PPP                                    84.97        Group-2
      1008980089       1% int (2years)                           84.99        Group-2
      1008852805       No PPP                                    79.98        Group-2
      1008465010       6m int on 80%  (2years)                   79.98        Group-2
      1008868727       6m int on 80%  (2years)                   79.98        Group-2
      1009029053       5%4%3%2%1% int (2years)                   79.98        Group-2
      1008408911       No PPP                                    56.15        Group-2
      1008919030       6m int on 80%  (2years)                   89.94        Group-2
      1009061007       2% int (2years)                           89.99        Group-2
      1009010633       2m int  (2years)                          89.98        Group-2
      1008641035       6m int on 80%  (3years)                   63.08        Group-1
      1008586620       6m int on 80%  (2years)                   79.97        Group-2
      1008896386       No PPP                                    79.99        Group-2
      1009018216       No PPP                                    79.98        Group-2
      1008410445       6m int on 80%  (2years)                   89.96        Group-2
      1008917657       2m int on 66.6% (2years)                  89.98        Group-1
      1008315744       6m int on 80%  (2years)                   89.93        Group-1
      1008634301       1% int (2years)                           69.99        Group-1
      1009029044       No PPP                                       80        Group-1
      1008759649       6m int on 80%  (2years)                   79.98        Group-2
      1008611102       6m int on 80%  (2years)                   79.97        Group-1
      1008209155       6m int on 80%  (3years)                   79.92        Group-2
      1008565812       2m int  (2years)                          79.98        Group-2
      1008946395       No PPP                                    79.96        Group-2
      1008984708       6m int on 80%  (2years)                   64.98        Group-2
      1008858532       6m int on 80%  (2years)                   94.95        Group-2
      1008699571       6m int on 80%  (2years)                   79.99        Group-1
      1008872302       6m int on 80%  (1year)                    83.92        Group-1
      1009102240       6m int on 80%  (2years)                   84.97        Group-1
      1008840720       6m int on 80%  (2years)                      80        Group-2
      1008958336       6m int on 80%  (2years)                   89.97        Group-2
      1008429998       6m int on 80%  (2years)                    63.6        Group-2
      1008820172       2% int (2years)                           85.31        Group-1
      1008816597       6m int on 80%  (2years)                   60.85        Group-2
      1008940667       6m int on 80%  (2years)                   57.64        Group-2
      1008651773       6m int on 80%  (2years)                   56.43        Group-2
      1008911555       6m int on 80%  (2years)                      75        Group-2
      1008154356       No PPP                                    87.77        Group-1
      1008598564       6m int on 80%  (2years)                      80        Group-2
      1008342858       6m int on 80%  (3years)                   84.76        Group-1
      1008787315       No PPP                                    79.97        Group-2
      1008273478       5%4%3%2%1% int (3years)                   79.88        Group-2
      1008608447       No PPP                                    69.98        Group-1
      1008921269       6m int on 80%  (3years)                   69.94        Group-1
      1008725926       6m int on 80%  (2years)                   77.13        Group-2
      1008583222       No PPP                                    79.96        Group-1
      1009202677       No PPP                                    94.98        Group-1
      1009033823       6m int on 80%  (3years)                   78.17        Group-2
      1008985609       6m int on 80%  (2years)                   69.98        Group-2
      1008985404       No PPP                                    84.97        Group-2
      1008625375       6m int on 80%  (2years)                   89.97        Group-2
      1008955240       No PPP                                    64.97        Group-2
      1009084180       6m int on 80%  (2years)                    79.8        Group-1
      1008888055       6m int on 80%  (2years)                   82.68        Group-2
      1008745851       No PPP                                    71.58        Group-1
      1008713350       No PPP                                    79.96        Group-1
      1008831927       1% int (2years)                           89.31        Group-1
      1009058191       6m int on 80%  (2years)                   67.91        Group-1
      1006835918       6m int on 80%  (3years)                   94.77        Group-2
      1008891354       6m int on 80%  (3years)                    84.9        Group-2
      1008612593       6m int on 80%  (2years)                   79.98        Group-2
      1008849909       2m int on 66.6% (2years)                  74.97        Group-2
      1008092404       6m int on 80%  (3years)                   79.88        Group-2
      1008815696       6m int on 80%  (2years)                   79.86        Group-2
      1008802726       No PPP                                    79.98        Group-2
      1008989268       6m int on 80%  (2years)                   74.21        Group-1
      1008907926       6m int on 80%  (2years)                   74.97        Group-1
      1008040540       6m int on 80%  (3years)                   94.45        Group-2
      1008940373       6m int on 80%  (2years)                   49.99        Group-2
      1007910889       6m int on 80%  (1year)                    83.55        Group-2
      1008834924       6m int on 80%  (1year)                    70.07        Group-1
      1008742079       6m int on 80%  (2years)                   79.94        Group-1
      1009005051       No PPP                                    79.98        Group-2
      1008904634       6m int on 80%  (2years)                      95        Group-1
      1007961146       No PPP                                    89.95        Group-1
      1009035279       6m int on 80%  (2years)                   79.98        Group-2
      1008694362       6m int on 80%  (3years)                   84.97        Group-2
      1008665429       6m int on 80%  (2years)                   88.03        Group-2
      1008861966       2% int (2years)                           79.97        Group-2
      1009031852       6m int on 80%  (3years)                   94.97        Group-2
      1008864516       No PPP                                    89.25        Group-2
      1008930810       No PPP                                    79.97        Group-2
      1008185064       6m int on 80%  (1year)                    79.96        Group-2
      1008868442       6m int on 80%  (2years)                   79.98        Group-2
      1009118153       6m int on 80%  (2years)                   79.98        Group-2
      1008910672       1% int (2years)                           84.99        Group-2
      1008844897       6m int on 80%  (2years)                   69.99        Group-2
      1008816203       6m int on 80%  (2years)                   79.97        Group-2
      1009007200       6m int on 80%  (2years)                   79.97        Group-2
      1008854359       6m int on 80%  (2years)                   89.98        Group-2
      1008142501       6m int on 80%  (3years)                   71.85        Group-2
      1008831286       6m int on 80%  (2years)                   94.95        Group-2
      1008806624       6m int on 80%  (2years)                   79.94        Group-2
      1008945911       6m int on 80%  (2years)                   92.15        Group-2
      1008664867       6m int on 80%  (2years)                   74.82        Group-2
      1008900594       6m int on 80%  (2years)                   88.29        Group-1
      1008951681       6m int on 80%  (2years)                   74.98        Group-2
      1008695851       6m int on 80%  (2years)                   79.98        Group-2
      1008577550       6m int on 80%  (2years)                    79.9        Group-2
      1008852618       6m int on 80%  (2years)                   94.94        Group-1
      1008863107       6m int on 80%  (1year)                    72.99        Group-1
      1008693210       No PPP                                    79.96        Group-2
      1008956150       6m int on 80%  (1year)                     53.5        Group-1
      1007703005       No PPP                                    79.97        Group-1
      1007952860       6m int on 80%  (3years)                   70.47        Group-1
      1008339292       6m int on 80%  (3years)                   68.17        Group-1
      1008234270       6m int on 80%  (3years)                    84.4        Group-2
      1008694380       6m int on 80%  (2years)                   89.95        Group-2
      1008990835       6m int on 80%  (2years)                   79.67        Group-2
      1008781188       6m int on 80%  (2years)                   84.04        Group-1
      1008938983       6m int on 80%  (1year)                    74.93        Group-1
      1008964123       6m int on 80%  (2years)                      90        Group-1
      1008155284       No PPP                                    79.95        Group-2
      1008778414       6m int on 80%  (1year)                     66.9        Group-1
      1008817630       6m int on 80%  (2years)                   84.94        Group-2
      1008708375       6m int on 80%  (3years)                   94.06        Group-1
      1008870037       No PPP                                    74.92        Group-2
      1008181031       6m int on 80%  (2years)                   84.97        Group-2
      1008984334       6m int on 80%  (2years)                      90        Group-2
      1008364487       No PPP                                    79.97        Group-1
      1009177473       No PPP                                    79.98        Group-2
      1008843969       6m int on 80%  (2years)                   79.98        Group-2
      1008192074       2m int  (2years)                          94.93        Group-2
      1008011288       6m int on 80%  (3years)                   64.92        Group-2
      1008791881       6m int on 80%  (2years)                   57.33        Group-1
      1008880071       6m int on 80%  (2years)                   59.97        Group-2
      1008761262       No PPP                                    79.98        Group-2
      1008819852       6m int on 80%  (1year)                    84.97        Group-1
      1008911859       No PPP                                       80        Group-2
      1009092714       6m int on 80%  (2years)                   79.99        Group-2
      1008878477       6m int on 80%  (2years)                   84.23        Group-1
      1007747655       6m int on 80%  (3years)                   94.81        Group-2
      1008393204       6m int on 80%  (2years)                   64.01        Group-1
      1009030318       6m int on 80%  (2years)                      85        Group-1
      1008733481       6m int on 80%  (2years)                   84.02        Group-1
      1009009299       6m int on 80%  (1year)                    84.98        Group-1
      1008858603       6m int on 80%  (2years)                   89.98        Group-2
      1008804056       6m int on 80%  (2years)                   89.98        Group-1
      1008869904       6m int on 80%  (2years)                   59.98        Group-2
      1008885995       6m int on 80%  (2years)                   79.98        Group-1
      1008652772       6m int on 80%  (2years)                   79.91        Group-2
      1008679067       6m int on 80%  (2years)                   84.98        Group-2
      1008777102       6m int on 80%  (3years)                   84.54        Group-1
      1007676623       No PPP                                    79.97        Group-2
      1008606500       No PPP                                    87.44        Group-2
      1008898749       6m int on 80%  (2years)                   84.66        Group-2
      1008641482       6m int on 80%  (2years)                      95        Group-1
      1007320115       No PPP                                    79.96        Group-2
      1008179464       6m int on 80%  (2years)                   79.85        Group-2
      1008868424       6m int on 80%  (2years)                   79.89        Group-1
      1008860887       6m int on 80%  (3years)                   32.76        Group-1
      1008802780       6m int on 80%  (2years)                      80        Group-2
      1008625758       No PPP                                    79.97        Group-2
      1009088408       2% int (2years)                           79.98        Group-2
      1008810664       6m int on 80%  (2years)                   68.36        Group-1
      1008916694       No PPP                                    79.98        Group-2
      1008318251       6m int on 80%  (3years)                   89.93        Group-2
      1008988438       No PPP                                    89.97        Group-2
      1008916827       6m int on 80%  (3years)                   74.92        Group-1
      1009087052       No PPP                                    79.98        Group-2
      1008874391       6m int on 80%  (2years)                   83.05        Group-2
      1009084340       6m int on 80%  (2years)                   82.41        Group-2
      1007150717       6m int on 80%  (2years)                   79.98        Group-2
      1008079214       No PPP                                    84.98        Group-2
      1008818746       6m int on 80%  (2years)                   84.98        Group-2
      1008869619       6m int on 80%  (2years)                   79.97        Group-2
      1007890570       No PPP                                     89.9        Group-1
      1008808043       2% int (2years)                           89.96        Group-1
      1008122300       No PPP                                    89.98        Group-1
      1008969814       6m int on 80%  (2years)                   89.97        Group-1
      1008661263       2m int on 66.6% (2years)                  89.96        Group-2
      1008961590       No PPP                                    82.98        Group-1
      1008952270       No PPP                                    84.99        Group-1
      1008473966       6m int on 80%  (2years)                   79.94        Group-2
      1008703539       6m int on 80%  (2years)                   79.98        Group-2
      1008929662       6m int on 80%  (2years)                   94.98        Group-2
      1008808533       No PPP                                    89.99        Group-1
      1007558154       6m int on 80%  (3years)                    75.8        Group-1
      1008080131       6m int on 80%  (1year)                    66.03        Group-2
      1008869753       6m int on 80%  (2years)                   84.98        Group-2
      1009010330       No PPP                                    69.86        Group-2
      1008897937       6m int on 80%  (2years)                   82.56        Group-2
      1008602050       No PPP                                    89.99        Group-2
      1009042715       6m int on 80%  (2years)                   79.98        Group-2
      1008650202       6m int on 80%  (2years)                    75.7        Group-1
      1008813769       No PPP                                    79.97        Group-2
      1008926816       6m int on 80%  (2years)                   94.98        Group-2
      1008937010       6m int on 80%  (3years)                   61.91        Group-2
      1008908596       No PPP                                    78.84        Group-2
      1008816711       2% int (2years)                           67.42        Group-2
      1008517688       6m int on 80%  (3years)                   92.92        Group-2
      1008993182       6m int on 80%  (2years)                   89.98        Group-2
      1008276055       6m int on 80%  (3years)                   71.66        Group-2
      1008532304       6m int on 80%  (3years)                   79.95        Group-2
      1008838804       6m int on 80%  (2years)                   79.97        Group-2
      1009131192       2% int (2years)                           79.97        Group-2
      1008653557       6m int on 80%  (2years)                   79.95        Group-2
      1008979206       6m int on 80%  (3years)                   52.93        Group-2
      1008974746       6m int on 80%  (2years)                   89.97        Group-2
      1007051021       6m int on 80%  (3years)                   79.84        Group-2
      1009068643       6m int on 80%  (1year)                    79.98        Group-2
      1008798713       No PPP                                    79.97        Group-2
      1008342420       6m int on 80%  (2years)                   84.96        Group-2
      1008914160       6m int on 80%  (2years)                   61.58        Group-2
      1008960458       6m int on 80%  (2years)                   64.37        Group-2
      1007322792       6m int on 80%  (3years)                   84.79        Group-2
      1008738217       2m int  (2years)                          89.95        Group-2
      1008966684       6m int on 80%  (1year)                    89.98        Group-2
      1008341065       6m int on 80%  (3years)                   79.93        Group-2
      1008923025       6m int on 80%  (3years)                   79.98        Group-2
      1009078419       No PPP                                    79.99        Group-2
      1008868102       6m int on 80%  (2years)                   84.94        Group-2
      1008988063       No PPP                                    79.98        Group-2
      1008875229       6m int on 80%  (2years)                   79.97        Group-2
      1008870199       6m int on 80%  (3years)                   78.48        Group-2
      1008957042       No PPP                                    89.98        Group-2
      1008880785       2% int (2years)                           89.98        Group-2
      1008857267       6m int on 80%  (2years)                   82.04        Group-2
      1008924319       No PPP                                    79.99        Group-2
      1008796528       No PPP                                    89.98        Group-2
      1008818121       6m int on 80%  (2years)                   89.98        Group-2
      1008738128       6m int on 80%  (2years)                   94.98        Group-2
      1008930188       No PPP                                    94.97        Group-1
      1008944805       6m int on 80%  (3years)                   64.35        Group-2
      1008395514       6m int on 80%  (2years)                   79.94        Group-2
      1008490420       6m int on 80%  (2years)                   79.94        Group-2
      1008638450       No PPP                                    71.48        Group-2
      1008938395       6m int on 80%  (2years)                      80        Group-2
      1009096612       6m int on 80%  (3years)                   83.74        Group-2
      1008098550       6m int on 80%  (2years)                   89.97        Group-2
      1008875158       No PPP                                    94.98        Group-2
      1008651309       6m int on 80%  (1year)                    84.99        Group-2
      1008622494       6m int on 80%  (2years)                   79.95        Group-2
      1008837832       6m int on 80%  (2years)                      80        Group-2
      1008863802       6m int on 80%  (1year)                    79.94        Group-2
      1008770430       6m int on 80%  (1year)                    60.25        Group-2
      1008626374       No PPP                                       95        Group-2
      1008852379       No PPP                                    94.99        Group-2
      1008877450       No PPP                                    79.98        Group-2
      1008909425       No PPP                                    87.85        Group-2
      1009070015       No PPP                                    89.99        Group-2
      1009111203       No PPP                                    89.98        Group-2
      1008570307       No PPP                                    94.97        Group-2
      1008595317       6m int on 80%  (2years)                   84.31        Group-2
      1008899052       6m int on 80%  (2years)                   79.98        Group-2
      1009013006       6m int on 80%  (3years)                   69.97        Group-2
      1008924257       6m int on 80%  (2years)                   69.98        Group-2
      1008543043       6m int on 80%  (2years)                   79.94        Group-2
      1007909016       No PPP                                    79.33        Group-2
      1008990755       No PPP                                    73.34        Group-2
      1009128570       No PPP                                    84.97        Group-2
      1009062925       No PPP                                    79.95        Group-2
      1008873640       6m int on 80%  (1year)                    79.94        Group-2
      1008999159       6m int on 80%  (2years)                   79.98        Group-2
      1009054596       6m int on 80%  (2years)                   79.97        Group-2
      1008539361       6m int on 80%  (2years)                   94.87        Group-2
      1008969119       6m int on 80%  (2years)                   79.97        Group-2
      1008987251       5%4%3%2%1% int (2years)                   84.98        Group-2
      1008918585       6m int on 80%  (2years)                   79.98        Group-2
      1008952341       6m int on 80%  (2years)                   79.98        Group-2
      1008723447       6m int on 80%  (2years)                   79.98        Group-2
      1008852235       No PPP                                    77.48        Group-2
      1006236263       6m int on 80%  (3years)                    84.9        Group-2
      1009153088       No PPP                                    79.98        Group-2
      1008882300       6m int on 80%  (2years)                   79.97        Group-2
      1009079490       1% int (3years)                           79.93        Group-2
      1008939508       2% int (2years)                              90        Group-2
      1008837066       6m int on 80%  (2years)                   79.98        Group-2
      1008909915       6m int on 80%  (2years)                   79.97        Group-2
      1008950138       2m int on 66.6% (3years)                  79.25        Group-2
      1008978715       6m int on 80%  (3years)                   79.93        Group-2
      1009151696       6m int on 80%  (2years)                   79.97        Group-2
      1009034421       2% int (2years)                           79.97        Group-2
      1008601596       6m int on 80%  (2years)                   88.62        Group-2
      1008937591       No PPP                                    79.98        Group-2
      1008987279       6m int on 80%  (2years)                   79.97        Group-2
      1009015059       6m int on 80%  (2years)                   79.98        Group-2
      1009038445       No PPP                                    79.98        Group-2
      1009012784       6m int on 80%  (1year)                    64.12        Group-2
      1008096918       No PPP                                    89.98        Group-2
      1008882890       6m int on 80%  (2years)                   79.97        Group-2
      1008960047       6m int on 80%  (1year)                    79.44        Group-2
      1008985342       No PPP                                    73.46        Group-2
      1008338355       6m int on 80%  (2years)                   89.95        Group-2
      1008751718       6m int on 80%  (2years)                   81.05        Group-2
      1008916373       6m int on 80%  (1year)                    79.95        Group-2
      1007299309       6m int on 80%  (2years)                   84.93        Group-2
      1008836487       6m int on 80%  (2years)                   79.97        Group-2
      1008806349       6m int on 80%  (2years)                   79.97        Group-2
      1009023273       6m int on 80%  (3years)                   81.63        Group-2
      1008485169       5%4%3%2%1% int (2years)                   80.37        Group-2
      1008969887       6m int on 80%  (2years)                      95        Group-2
      1008986911       No PPP                                    94.98        Group-2
      1009075564       No PPP                                    94.99        Group-2
      1008618043       6m int on 80%  (1year)                    89.95        Group-2
      1008872810       No PPP                                    89.98        Group-2
      1008517054       6m int on 80%  (2years)                   89.97        Group-2
      1009055023       6m int on 80%  (2years)                   79.97        Group-2
      1008906062       No PPP                                    84.98        Group-2
      1008568472       6m int on 80%  (2years)                   89.95        Group-2
      1007619384       No PPP                                    71.39        Group-2
      1008044831       No PPP                                    94.32        Group-2
      1008843692       6m int on 80%  (2years)                   74.06        Group-2
      1008791113       6m int on 80%  (2years)                   71.41        Group-2
      1008637503       6m int on 80%  (2years)                   78.58        Group-2
      1008992851       6m int on 80%  (1year)                    44.16        Group-2
      1009039756       6m int on 80%  (2years)                    87.7        Group-2
      1008885566       6m int on 80%  (2years)                   89.97        Group-2
      1008691329       6m int on 80%  (2years)                   79.97        Group-2
      1008904153       No PPP                                    89.98        Group-2
      1008599144       6m int on 80%  (2years)                   89.98        Group-1
      1008876576       No PPP                                    79.98        Group-2
      1008704495       6m int on 80%  (2years)                   93.55        Group-2
      1008798900       6m int on 80%  (2years)                   59.88        Group-2
      1008196677       No PPP                                    69.92        Group-2
      1007971714       6m int on 80%  (2years)                   79.96        Group-2
      1008905027       6m int on 80%  (1year)                    79.99        Group-2
      1008129063       6m int on 80%  (2years)                   89.94        Group-2
      1008464039       6m int on 80%  (2years)                   89.94        Group-2
      1008561969       6m int on 80%  (2years)                   79.94        Group-2
      1008976003       6m int on 80%  (2years)                   79.98        Group-2
      1008930044       6m int on 80%  (1year)                    87.89        Group-2
      1008492856       6m int on 80%  (1year)                     94.9        Group-2
      1009046329       No PPP                                    84.06        Group-2
      1008416243       No PPP                                    79.98        Group-2
      1009098326       6m int on 80%  (2years)                   79.97        Group-2
      1008993761       No PPP                                    69.98        Group-2
      1008833845       2m int on 66.6% (2years)                  87.41        Group-2
      1008777683       6m int on 80%  (2years)                   82.82        Group-2
      1008344874       6m int on 80%  (3years)                   81.74        Group-2
      1008959567       No PPP                                    79.04        Group-2
      1007729443       6m int on 80%  (3years)                   64.83        Group-2
      1008991923       No PPP                                    79.98        Group-2
      1008878994       6m int on 80%  (2years)                   83.69        Group-2
      1008943281       6m int on 80%  (2years)                      80        Group-2
      1008652040       6m int on 80%  (2years)                   79.94        Group-2
      1008879813       No PPP                                    79.98        Group-2
      1008754261       No PPP                                    83.32        Group-2
      1008807357       6m int on 80%  (2years)                   68.73        Group-1
      1008775872       No PPP                                    84.96        Group-2
      1008613280       6m int on 80%  (2years)                   79.95        Group-2
      1008735853       6m int on 80%  (2years)                   84.98        Group-2
      1008871447       6m int on 80%  (1year)                    84.96        Group-2
      1009058510       6m int on 80%  (2years)                   88.38        Group-2
      1008993306       6m int on 80%  (2years)                   89.98        Group-2
      1008706750       6m int on 80%  (2years)                   94.98        Group-2
      1008621869       6m int on 80%  (2years)                   79.96        Group-2
      1008903911       No PPP                                    89.98        Group-2
      1008612192       No PPP                                    79.97        Group-2
      1008843665       6m int on 80%  (1year)                    79.98        Group-2
      1008774105       6m int on 80%  (2years)                   79.09        Group-2
      1008966345       No PPP                                    79.98        Group-2
      1008273959       6m int on 80%  (2years)                   89.94        Group-2
      1008277296       6m int on 80%  (2years)                   72.73        Group-2
      1008985262       No PPP                                    79.98        Group-2
      1008863928       No PPP                                    84.14        Group-2
      1008891425       6m int on 80%  (1year)                    79.98        Group-2
      1009084670       No PPP                                    84.98        Group-2
      1008283840       6m int on 80%  (3years)                   73.87        Group-2
      1008881098       6m int on 80%  (1year)                    83.78        Group-2
      1008964258       6m int on 80%  (2years)                   83.19        Group-2
      1008879564       6m int on 80%  (1year)                    89.98        Group-2
      1008582768       No PPP                                    89.97        Group-2
      1008448343       6m int on 80%  (2years)                   79.95        Group-2
      1008882462       2m int  (3years)                          79.93        Group-2
      1008495826       6m int on 80%  (2years)                   88.91        Group-2
      1008939036       No PPP                                    79.98        Group-2
      1008966620       No PPP                                    79.98        Group-2
      1008712645       6m int on 80%  (2years)                   89.96        Group-2
      1008234298       6m int on 80%  (3years)                   89.86        Group-2
      1008876077       6m int on 80%  (2years)                   79.97        Group-2
      1008942291       6m int on 80%  (2years)                   92.53        Group-2
      1008699517       No PPP                                    79.92        Group-2
      1008913447       No PPP                                    67.35        Group-2
      1008654039       6m int on 80%  (2years)                   94.41        Group-2
      1008968414       6m int on 80%  (3years)                   79.93        Group-2
      1008989561       6m int on 80%  (3years)                   79.01        Group-2
      1008848722       6m int on 80%  (2years)                   79.94        Group-2
      1008898801       6m int on 80%  (2years)                   79.97        Group-2
      1008522315       6m int on 80%  (2years)                   79.95        Group-2
      1008687183       6m int on 80%  (2years)                    76.2        Group-2
      1008750176       6m int on 80%  (2years)                   79.98        Group-2
      1008311481       6m int on 80%  (2years)                   79.94        Group-2
      1006910239       6m int on 80%  (3years)                   79.62        Group-2
      1007401171       No PPP                                    94.94        Group-2
      1008740473       2m int  (2years)                          79.95        Group-2
      1008899766       6m int on 80%  (2years)                   79.97        Group-2
      1008419963       6m int on 80%  (2years)                   79.94        Group-2
      1008942656       No PPP                                    79.98        Group-2
      1006999395       No PPP                                    93.42        Group-2
      1009050126       6m int on 80%  (1year)                    71.69        Group-2
      1006852845       6m int on 80%  (1year)                    74.67        Group-2
      1008136082       6m int on 80%  (3years)                   94.86        Group-2
      1008839643       6m int on 80%  (2years)                    83.4        Group-2
      1008820136       6m int on 80%  (1year)                    94.94        Group-2
      1008661129       No PPP                                    89.98        Group-2
      1008782631       No PPP                                    84.99        Group-2
      1008873196       6m int on 80%  (2years)                   89.98        Group-2
      1008768336       6m int on 80%  (2years)                   59.97        Group-2
      1008924453       No PPP                                    62.48        Group-2
      1008045206       6m int on 80%  (2years)                   94.94        Group-2
      1009171102       No PPP                                    79.97        Group-2
      1008589583       No PPP                                    79.98        Group-2
      1008758052       No PPP                                    86.13        Group-2
      1008601319       6m int on 80%  (2years)                   79.94        Group-2

 
 

 
SCHEDULE 2
 
PREPAYMENT CHARGE SCHEDULE
 

 
(Available upon request)